COST vs. ARTY
COST (Costco Wholesale Corporation) is a stock, while ARTY (iShares Future AI & Tech ETF) is Technology Equities fund tracking the Morningstar Global Artificial Intelligence Select Index (Net). Over the past 5 years, COST returned 18.76%/yr vs 11.00%/yr for ARTY. At a 0.34 correlation, their price movements are largely independent.
Performance
COST vs. ARTY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, COST achieves a 7.19% return, which is significantly lower than ARTY's 45.29% return.
COST
- 1D
- -0.51%
- 1M
- -6.17%
- 6M
- -1.87%
- YTD
- 7.19%
- 1Y
- -5.50%
- 3Y*
- 20.62%
- 5Y*
- 18.76%
- 10Y*
- 20.70%
ARTY
- 1D
- 0.45%
- 1M
- -4.46%
- 6M
- 37.55%
- YTD
- 45.29%
- 1Y
- 69.58%
- 3Y*
- 26.85%
- 5Y*
- 11.00%
- 10Y*
- —
COST vs. ARTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 7.19% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | -2.54% |
ARTY iShares Future AI & Tech ETF | 45.29% | 29.97% | 8.02% | 36.37% | -37.89% | 6.32% | 48.85% | 34.47% | -13.76% |
Correlation
The correlation between COST and ARTY is -0.22, 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 | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.34 |
The correlation between COST and ARTY shifts across timeframes, from -0.22 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
COST vs. ARTY — Risk / Return Rank
COST
ARTY
COST vs. ARTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and iShares Future AI & Tech ETF (ARTY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| COST | ARTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.32 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 3.72 | -4.05 |
| Martin ratioReturn relative to average drawdown | -0.77 | 11.17 | -11.93 |
Loading charts...
Drawdowns
COST vs. ARTY - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, roughly equal to the maximum ARTY drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for COST and ARTY.
Loading charts...
Drawdown Indicators
| COST | ARTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -54.50% | +1.11% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -18.81% | +2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -32.44% | +11.70% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -50.53% | +19.13% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | — | — |
Current DrawdownCurrent decline from peak | -15.77% | -13.31% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -19.69% | +6.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.21% | 6.25% | +0.96% |
Volatility
COST vs. ARTY - Volatility Comparison
The current volatility for Costco Wholesale Corporation (COST) is 6.80%, while iShares Future AI & Tech ETF (ARTY) has a volatility of 14.21%. This indicates that COST experiences smaller price fluctuations and is considered to be less risky than ARTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| COST | ARTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 14.21% | -7.41% |
Volatility (6M)Calculated over the trailing 6-month period | 14.79% | 31.21% | -16.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.58% | 35.31% | -15.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.86% | 29.85% | -6.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.99% | 28.40% | -6.41% |
Dividends
COST vs. ARTY - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.58%, more than ARTY's 0.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTY iShares Future AI & Tech ETF | 0.06% | 0.00% | 0.50% | 0.88% | 0.75% | 2.41% | 0.53% | 0.69% | 0.34% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 0.58% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
Frequently Asked Questions
COST and ARTY have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARTY has higher volatility (14.21%) compared to COST (6.80%). In terms of maximum drawdown, COST dropped -53.39% vs ARTY's -54.50%.
ARTY currently has the higher Sharpe Ratio (1.98 vs -0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for COST and ARTY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer