COST vs. BOTZ

Last updated Jun 13, 2026

COST (Costco Wholesale Corporation) is a stock, while BOTZ (Global X Robotics & Artificial Intelligence Thematic ETF) is Robotics fund tracking the Indxx Global Robotics & Artificial Intelligence Thematic Index. Over the past 5 years, COST returned 22.12%/yr vs 1.51%/yr for BOTZ. At a 0.35 correlation, their price movements are largely independent.

Performance

COST vs. BOTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Costco Wholesale Corporation (COST) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COST achieves a 14.24% return, which is significantly higher than BOTZ's 2.46% return.

COST

• 1D: 0.68%
• 1M: -5.66%
• YTD: 14.24%
• 6M: 11.38%
• 1Y: -0.24%
• 3Y*: 25.12%
• 5Y*: 22.12%
• 10Y*: 22.27%

BOTZ

• 1D: -0.38%
• 1M: -9.73%
• YTD: 2.46%
• 6M: 2.47%
• 1Y: 20.91%
• 3Y*: 8.57%
• 5Y*: 1.51%
• 10Y*: —

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

COST vs. BOTZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COST Costco Wholesale Corporation	14.24%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	2.46%	14.17%	12.26%	38.97%	-42.69%	8.65%	51.92%	31.80%	-28.34%	58.01%

Correlation

The correlation between COST and BOTZ is -0.16, 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	-0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (All Time) Calculated using the full available price history since Sep 13, 2016	0.35

The correlation between COST and BOTZ shifts across timeframes, from -0.16 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

COST vs. BOTZ — Risk / Return Rank

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

COST

COST Risk / Return Rank: 37
COST Sharpe Ratio Rank: 40
COST Sortino Ratio Rank: 32
COST Omega Ratio Rank: 32
COST Calmar Ratio Rank: 40
COST Martin Ratio Rank: 39

BOTZ

BOTZ Risk / Return Rank: 25
BOTZ Sharpe Ratio Rank: 24
BOTZ Sortino Ratio Rank: 25
BOTZ Omega Ratio Rank: 24
BOTZ Calmar Ratio Rank: 24
BOTZ Martin Ratio Rank: 27

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 vs. BOTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). 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	BOTZ	Difference
Sharpe ratio: Return per unit of total volatility	-0.08	0.76	-0.84
Sortino ratio: Return per unit of downside risk	0.02	1.22	-1.20
Omega ratio: Gain probability vs. loss probability	1.00	1.14	-0.14
Calmar ratio: Return relative to maximum drawdown	-0.10	0.99	-1.08
Martin ratio: Return relative to average drawdown	-0.22	3.26	-3.48

COST vs. BOTZ - Sharpe Ratio Comparison

The current COST Sharpe Ratio is -0.08, which is lower than the BOTZ Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of COST and BOTZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

COST vs. BOTZ - Drawdown Comparison

The maximum COST drawdown since its inception was -53.39%, roughly equal to the maximum BOTZ drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for COST and BOTZ.

Drawdown Indicators

	COST	BOTZ	Difference
Max Drawdown Largest peak-to-trough decline	-53.39%	-55.54%	+2.15%
Max Drawdown (1Y) Largest decline over 1 year	-15.14%	-19.34%	+4.20%
Max Drawdown (3Y) Largest decline over 3 years	-20.74%	-29.02%	+8.28%
Max Drawdown (5Y) Largest decline over 5 years	-31.40%	-55.54%	+24.14%
Max Drawdown (10Y) Largest decline over 10 years	-31.40%	—	—
Current Drawdown Current decline from peak	-10.23%	-10.83%	+0.60%
Average Drawdown Average peak-to-trough decline	-13.36%	-18.29%	+4.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.67%	5.84%	+0.83%

Volatility

COST vs. BOTZ - Volatility Comparison

The current volatility for Costco Wholesale Corporation (COST) is 7.44%, while Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) has a volatility of 8.89%. This indicates that COST experiences smaller price fluctuations and is considered to be less risky than BOTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COST	BOTZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.44%	8.89%	-1.45%
Volatility (6M) Calculated over the trailing 6-month period	14.53%	19.49%	-4.96%
Volatility (1Y) Calculated over the trailing 1-year period	18.80%	25.07%	-6.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.72%	26.90%	-4.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.95%	25.79%	-3.84%

Dividends

COST vs. BOTZ - Dividend Comparison

COST's dividend yield for the trailing twelve months is around 0.55%, less than BOTZ's 0.64% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	0.64%	0.66%	0.13%	0.20%	0.23%	0.16%	0.19%	0.83%	1.44%	0.01%	0.06%	0.00%
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%

Frequently Asked Questions

Can I hold both COST and BOTZ in my portfolio?

COST and BOTZ have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COST or BOTZ?

BOTZ has higher volatility (8.89%) compared to COST (7.44%). In terms of maximum drawdown, COST dropped -53.39% vs BOTZ's -55.54%.

Which has better risk-adjusted returns?

BOTZ currently has the higher Sharpe Ratio (0.76 vs -0.08), 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.