COST vs. 000660.KS
COST (Costco Wholesale Corporation) and 000660.KS (SK Hynix Inc) are both stocks. COST operates in Discount Stores (Consumer Defensive), while 000660.KS operates in Semiconductors (Technology). Over the past 10 years, COST returned 22.25%/yr vs 50.13%/yr for 000660.KS. At a 0.05 correlation, their price movements are largely independent.
Performance
COST vs. 000660.KS - Performance Comparison
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Different Trading Currencies
COST is traded in USD, while 000660.KS is traded in KRW. To make them comparable, the 000660.KS values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, COST achieves a 13.35% return, which is significantly lower than 000660.KS's 180.72% return. Over the past 10 years, COST has underperformed 000660.KS with an annualized return of 22.25%, while 000660.KS has yielded a comparatively higher 50.13% annualized return.
COST
- 1D
- 0.30%
- 1M
- -3.37%
- YTD
- 13.35%
- 6M
- 10.14%
- 1Y
- -3.42%
- 3Y*
- 25.18%
- 5Y*
- 22.05%
- 10Y*
- 22.25%
000660.KS
- 1D
- 0.00%
- 1M
- 9.94%
- YTD
- 180.72%
- 6M
- 223.75%
- 1Y
- 667.98%
- 3Y*
- 143.83%
- 5Y*
- 64.62%
- 10Y*
- 50.13%
COST vs. 000660.KS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 13.35% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
000660.KS SK Hynix Inc | 180.72% | 287.22% | 8.25% | 86.36% | -45.25% | 2.02% | 35.65% | 51.56% | -22.20% | 95.57% |
Correlation
The correlation between COST and 000660.KS is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jul 4, 2007 | 0.05 |
The correlation between COST and 000660.KS shifts across timeframes, from -0.23 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COST vs. 000660.KS — Risk / Return Rank
COST
000660.KS
COST vs. 000660.KS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and SK Hynix Inc (000660.KS). 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 | 000660.KS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -10.16 | ||
| Sortino ratioReturn per unit of downside risk | -5.79 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.75 | -0.77 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 23.68 | -23.91 |
| Martin ratioReturn relative to average drawdown | -0.51 | 71.59 | -72.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COST | 000660.KS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 9.98 | -10.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 1.35 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 1.16 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.46 | +0.13 |
Drawdowns
COST vs. 000660.KS - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, smaller than the maximum 000660.KS drawdown of -90.66%. Use the drawdown chart below to compare losses from any high point for COST and 000660.KS.
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Drawdown Indicators
| COST | 000660.KS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -90.66% | +37.27% |
Max Drawdown (1Y)Largest decline over 1 year | -15.38% | -29.74% | +14.36% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -35.63% | +14.89% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -49.81% | +18.41% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | -56.48% | +25.08% |
Current DrawdownCurrent decline from peak | -10.93% | -18.82% | +7.89% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -29.12% | +15.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.15% | 9.69% | -2.54% |
Volatility
COST vs. 000660.KS - Volatility Comparison
The current volatility for Costco Wholesale Corporation (COST) is 7.71%, while SK Hynix Inc (000660.KS) has a volatility of 27.19%. This indicates that COST experiences smaller price fluctuations and is considered to be less risky than 000660.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COST | 000660.KS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 27.19% | -19.48% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 56.68% | -42.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.79% | 70.61% | -51.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.71% | 49.91% | -27.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.95% | 44.88% | -22.93% |
Dividends
COST vs. 000660.KS - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.55%, more than 000660.KS's 0.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
000660.KS SK Hynix Inc | 0.14% | 0.42% | 0.52% | 0.85% | 1.60% | 1.18% | 0.99% | 1.06% | 2.48% | 1.31% | 1.34% | 1.63% |
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
Financials
COST vs. 000660.KS - Financials Comparison
This section allows you to compare key financial metrics between Costco Wholesale Corporation and SK Hynix Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
COST and 000660.KS have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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