COST.TO vs. COST

Last updated Apr 1, 2026

Compare and contrast key facts about Costco CDR (CAD Hedged) (COST.TO) and Costco Wholesale Corporation (COST).

Performance

COST.TO vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Costco CDR (CAD Hedged) (COST.TO) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

COST.TO vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
COST.TO Costco CDR (CAD Hedged)	15.04%	-7.82%	37.46%	47.35%	-20.01%	5.93%
COST Costco Wholesale Corporation	17.27%	-9.73%	51.62%	45.72%	-13.28%	5.70%

Different Trading Currencies

COST.TO is traded in CAD, while COST is traded in USD. To make them comparable, the COST values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, COST.TO achieves a 15.04% return, which is significantly lower than COST's 17.27% return.

COST.TO

• 1D: -0.07%
• 1M: -1.48%
• YTD: 15.04%
• 6M: 6.75%
• 1Y: 3.25%
• 3Y*: 25.41%
• 5Y*: —
• 10Y*: —

COST

• 1D: -0.13%
• 1M: 0.53%
• YTD: 17.27%
• 6M: 7.85%
• 1Y: 2.40%
• 3Y*: 29.05%
• 5Y*: 26.87%
• 10Y*: 23.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

COST.TO vs. COST — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COST.TO

COST.TO Risk / Return Rank: 44
COST.TO Sharpe Ratio Rank: 48
COST.TO Sortino Ratio Rank: 39
COST.TO Omega Ratio Rank: 39
COST.TO Calmar Ratio Rank: 48
COST.TO Martin Ratio Rank: 47

COST

COST Risk / Return Rank: 49
COST Sharpe Ratio Rank: 53
COST Sortino Ratio Rank: 45
COST Omega Ratio Rank: 44
COST Calmar Ratio Rank: 52
COST Martin Ratio Rank: 52

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COST.TO vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costco CDR (CAD Hedged) (COST.TO) and Costco Wholesale Corporation (COST). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	COST.TO	COST	Difference
Sharpe ratio Return per unit of total volatility	0.16	0.12	+0.04
Sortino ratio Return per unit of downside risk	0.38	0.31	+0.07
Omega ratio Gain probability vs. loss probability	1.05	1.04	+0.01
Calmar ratio Return relative to maximum drawdown	0.25	0.25	0.00
Martin ratio Return relative to average drawdown	0.50	0.52	-0.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COST.TO vs. COST - Sharpe Ratio Comparison

The current COST.TO Sharpe Ratio is 0.16, which is higher than the COST Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of COST.TO and COST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	COST.TO	COST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.16	0.12	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.24	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	1.16	-0.52

Correlation

The correlation between COST.TO and COST is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

COST.TO vs. COST - Dividend Comparison

COST.TO's dividend yield for the trailing twelve months is around 0.53%, more than COST's 0.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST.TO Costco CDR (CAD Hedged)	0.53%	0.59%	0.50%	2.88%	0.76%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
COST Costco Wholesale Corporation	0.52%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%

Drawdowns

COST.TO vs. COST - Drawdown Comparison

The maximum COST.TO drawdown since its inception was -31.60%, which is greater than COST's maximum drawdown of -30.06%. Use the drawdown chart below to compare losses from any high point for COST.TO and COST.

Drawdown Indicators

	COST.TO	COST	Difference
Max Drawdown Largest peak-to-trough decline	-31.60%	-53.39%	+21.79%
Max Drawdown (1Y) Largest decline over 1 year	-20.34%	-19.35%	-0.99%
Max Drawdown (5Y) Largest decline over 5 years	—	-31.40%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.40%	—
Current Drawdown Current decline from peak	-9.52%	-6.96%	-2.56%
Average Drawdown Average peak-to-trough decline	-10.26%	-13.40%	+3.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.30%	9.67%	+0.63%

Volatility

COST.TO vs. COST - Volatility Comparison

The current volatility for Costco CDR (CAD Hedged) (COST.TO) is 4.22%, while Costco Wholesale Corporation (COST) has a volatility of 4.52%. This indicates that COST.TO experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COST.TO	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.22%	4.52%	-0.30%
Volatility (6M) Calculated over the trailing 6-month period	13.12%	13.99%	-0.87%
Volatility (1Y) Calculated over the trailing 1-year period	19.94%	20.31%	-0.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.48%	21.81%	+1.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.48%	21.57%	+1.91%

Financials