COST vs. EGLN.L
COST (Costco Wholesale Corporation) is a stock, while EGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, COST returned 22.27%/yr vs 11.12%/yr for EGLN.L. At a 0.04 correlation, their price movements are largely independent.
Performance
COST vs. EGLN.L - Performance Comparison
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Different Trading Currencies
COST is traded in USD, while EGLN.L is traded in EUR. To make them comparable, the EGLN.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, COST achieves a 14.24% return, which is significantly higher than EGLN.L's -2.27% return. Over the past 10 years, COST has outperformed EGLN.L with an annualized return of 22.27%, while EGLN.L has yielded a comparatively lower 11.12% 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%
EGLN.L
- 1D
- 2.73%
- 1M
- -10.28%
- YTD
- -2.27%
- 6M
- -1.66%
- 1Y
- 24.16%
- 3Y*
- 29.23%
- 5Y*
- 17.39%
- 10Y*
- 11.12%
COST vs. EGLN.L - 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% |
EGLN.L iShares Physical Gold ETC | -2.27% | 65.63% | 26.01% | 12.82% | -0.37% | -3.23% | 23.75% | 18.25% | -1.44% | 13.61% |
Correlation
The correlation between COST and EGLN.L is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | 0.04 |
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Return for Risk
COST vs. EGLN.L — Risk / Return Rank
COST
EGLN.L
COST vs. EGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and iShares Physical Gold ETC (EGLN.L). 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 | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.19 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.06 | -1.16 |
| Martin ratioReturn relative to average drawdown | -0.22 | 3.23 | -3.46 |
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Drawdowns
COST vs. EGLN.L - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, smaller than the maximum EGLN.L drawdown of -59.11%. Use the drawdown chart below to compare losses from any high point for COST and EGLN.L.
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Drawdown Indicators
| COST | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -59.11% | +5.72% |
Max Drawdown (1Y)Largest decline over 1 year | -15.14% | -22.68% | +7.54% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -22.68% | +1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -22.68% | -8.72% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | -26.49% | -4.91% |
Current DrawdownCurrent decline from peak | -10.23% | -20.57% | +10.34% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -33.85% | +20.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.67% | 7.44% | -0.77% |
Volatility
COST vs. EGLN.L - Volatility Comparison
Costco Wholesale Corporation (COST) and iShares Physical Gold ETC (EGLN.L) have volatilities of 7.44% and 7.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COST | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 7.25% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 21.66% | -7.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 24.87% | -6.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.72% | 18.43% | +4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.95% | 17.10% | +4.85% |
Dividends
COST vs. EGLN.L - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.55%, while EGLN.L 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% |
EGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
COST and EGLN.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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