COST vs. DFS
COST (Costco Wholesale Corporation) and DFS (Discover Financial Services) are both stocks. COST operates in Discount Stores (Consumer Defensive), while DFS operates in Credit Services (Financial Services). At a 0.34 correlation, their price movements are largely independent.
Performance
COST vs. DFS - Performance Comparison
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Returns By Period
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%
DFS
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COST vs. DFS - 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% |
DFS Discover Financial Services | 0.00% | 15.88% | 57.32% | 18.20% | -13.55% | 29.78% | 10.13% | 46.94% | -21.80% | 8.92% |
Correlation
The correlation between COST and DFS is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2007 | 0.34 |
The correlation between COST and DFS shifts across timeframes, from 0.12 (3 years) to 0.34 (all time), reflecting how their relationship changes across market environments.
Fundamentals
COST:
$293.59B
DFS:
$10.25B
COST:
$11.12B
DFS:
$7.81B
COST:
$12.48B
DFS:
$4.40B
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Return for Risk
COST vs. DFS — Risk / Return Rank
COST
DFS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COST vs. DFS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and Discover Financial Services (DFS). 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 | DFS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.00 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | — | — |
| Martin ratioReturn relative to average drawdown | -0.22 | — | — |
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Drawdowns
COST vs. DFS - Drawdown Comparison
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Drawdown Indicators
| COST | DFS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -15.14% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | — | — |
Current DrawdownCurrent decline from peak | -10.23% | — | — |
Average DrawdownAverage peak-to-trough decline | -13.36% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.67% | — | — |
Volatility
COST vs. DFS - Volatility Comparison
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Volatility by Period
| COST | DFS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.72% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.95% | — | — |
Dividends
COST vs. DFS - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.55%, while DFS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFS Discover Financial Services | 0.00% | 0.35% | 1.62% | 2.40% | 2.35% | 1.63% | 1.94% | 1.98% | 2.54% | 1.69% | 1.61% | 2.01% |
Financials
COST vs. DFS - Financials Comparison
This section allows you to compare key financial metrics between Costco Wholesale Corporation and Discover Financial Services. 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 DFS have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for COST and DFS
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