COST vs. DIS
COST (Costco Wholesale Corporation) and DIS (The Walt Disney Company) are both stocks. COST operates in Discount Stores (Consumer Defensive), while DIS operates in Entertainment (Communication Services). Over the past 10 years, COST returned 22.25%/yr vs 0.98%/yr for DIS. At a 0.31 correlation, their price movements are largely independent.
Performance
COST vs. DIS - Performance Comparison
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Returns By Period
In the year-to-date period, COST achieves a 13.35% return, which is significantly higher than DIS's -13.10% return. Over the past 10 years, COST has outperformed DIS with an annualized return of 22.25%, while DIS has yielded a comparatively lower 0.98% 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%
DIS
- 1D
- -0.84%
- 1M
- -8.47%
- YTD
- -13.10%
- 6M
- -7.52%
- 1Y
- -12.24%
- 3Y*
- 3.25%
- 5Y*
- -10.48%
- 10Y*
- 0.98%
COST vs. DIS - 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% |
DIS The Walt Disney Company | -13.10% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
Correlation
The correlation between COST and DIS is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 1993 | 0.31 |
Over the past year, the correlation between COST and DIS has dropped to 0.05 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
COST:
$26.51
DIS:
$6.25
COST:
36.77
DIS:
15.81
COST:
2.88
DIS:
0.21
COST:
1.11
DIS:
1.82
COST:
$293.59B
DIS:
$97.26B
COST:
$11.12B
DIS:
$36.14B
COST:
$12.48B
DIS:
$20.74B
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Return for Risk
COST vs. DIS — Risk / Return Rank
COST
DIS
COST vs. DIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and The Walt Disney Company (DIS). 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 | DIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.93 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | -0.49 | +0.27 |
| Martin ratioReturn relative to average drawdown | -0.51 | -1.00 | +0.49 |
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 | DIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | -0.51 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | -0.36 | +1.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 0.03 | +0.98 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.34 | +0.25 |
Drawdowns
COST vs. DIS - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, smaller than the maximum DIS drawdown of -85.66%. Use the drawdown chart below to compare losses from any high point for COST and DIS.
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Drawdown Indicators
| COST | DIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -85.66% | +32.27% |
Max Drawdown (1Y)Largest decline over 1 year | -15.38% | -24.97% | +9.59% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -32.86% | +12.12% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -57.33% | +25.93% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | -60.72% | +29.32% |
Current DrawdownCurrent decline from peak | -10.93% | -49.88% | +38.95% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -26.77% | +13.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.15% | 12.23% | -5.08% |
Volatility
COST vs. DIS - Volatility Comparison
Costco Wholesale Corporation (COST) has a higher volatility of 7.71% compared to The Walt Disney Company (DIS) at 6.12%. This indicates that COST's price experiences larger fluctuations and is considered to be riskier than DIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COST | DIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 6.12% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 19.37% | -4.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.79% | 24.33% | -5.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.71% | 29.33% | -6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.95% | 28.77% | -6.82% |
Dividends
COST vs. DIS - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.55%, less than DIS's 1.26% yield.
| 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% |
DIS The Walt Disney Company | 1.26% | 1.10% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% |
Financials
COST vs. DIS - Financials Comparison
This section allows you to compare key financial metrics between Costco Wholesale Corporation and The Walt Disney Company. 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
COST vs. DIS - Profitability Comparison
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
DIS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Walt Disney Company reported a gross profit of 9.27B and revenue of 25.17B. Therefore, the gross margin over that period was 36.8%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
DIS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Walt Disney Company reported an operating income of 4.96B and revenue of 25.17B, resulting in an operating margin of 19.7%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
DIS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Walt Disney Company reported a net income of 2.25B and revenue of 25.17B, resulting in a net margin of 8.9%.
Frequently Asked Questions
COST and DIS have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.71%) compared to DIS (6.12%). In terms of maximum drawdown, COST dropped -53.39% vs DIS's -85.66%.
COST currently has the higher Sharpe Ratio (-0.18 vs -0.51), 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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