COST vs. BTC-USD
COST (Costco Wholesale Corporation) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, COST returned 22.27%/yr vs 57.32%/yr for BTC-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
COST vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, COST achieves a 14.24% return, which is significantly higher than BTC-USD's -27.32% return. Over the past 10 years, COST has underperformed BTC-USD with an annualized return of 22.27%, while BTC-USD has yielded a comparatively higher 57.32% annualized return.
COST
- 1D
- 0.68%
- 1M
- -4.91%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -1.48%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
BTC-USD
- 1D
- 0.05%
- 1M
- -19.79%
- YTD
- -27.32%
- 6M
- -29.56%
- 1Y
- -39.85%
- 3Y*
- 34.86%
- 5Y*
- 10.27%
- 10Y*
- 57.32%
COST vs. BTC-USD - 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% |
BTC-USD Bitcoin | -27.32% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between COST and BTC-USD is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2012 | 0.07 |
The correlation between COST and BTC-USD shifts across timeframes, from -0.07 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
COST vs. BTC-USD — Risk / Return Rank
COST
BTC-USD
COST vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.87 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | -0.78 | +0.68 |
| Martin ratioReturn relative to average drawdown | -0.22 | -1.36 | +1.14 |
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Drawdowns
COST vs. BTC-USD - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for COST and BTC-USD.
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Drawdown Indicators
| COST | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -85.30% | +31.91% |
Max Drawdown (1Y)Largest decline over 1 year | -15.14% | -51.21% | +36.07% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -51.21% | +30.47% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -76.67% | +45.27% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | -83.80% | +52.40% |
Current DrawdownCurrent decline from peak | -10.23% | -49.01% | +38.78% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -42.35% | +28.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.67% | 35.02% | -28.35% |
Volatility
COST vs. BTC-USD - Volatility Comparison
The current volatility for Costco Wholesale Corporation (COST) is 7.44%, while Bitcoin (BTC-USD) has a volatility of 12.11%. This indicates that COST experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COST | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 12.11% | -4.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 34.59% | -20.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 35.62% | -16.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.72% | 44.71% | -21.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.95% | 56.62% | -34.67% |
Frequently Asked Questions
COST and BTC-USD have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.11%) compared to COST (7.44%). In terms of maximum drawdown, COST dropped -53.39% vs BTC-USD's -85.30%.
COST currently has the higher Sharpe Ratio (-0.08 vs -0.93), 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.
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