COST vs. GOVT
COST (Costco Wholesale Corporation) is a stock, while GOVT (iShares U.S. Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury Core Bond Index. Over the past 10 years, COST returned 22.25%/yr vs 0.79%/yr for GOVT. At a correlation of -0.04, they often move in opposite directions.
Performance
COST vs. GOVT - 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 GOVT's -0.44% return. Over the past 10 years, COST has outperformed GOVT with an annualized return of 22.25%, while GOVT has yielded a comparatively lower 0.79% 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%
GOVT
- 1D
- -0.11%
- 1M
- -0.70%
- YTD
- -0.44%
- 6M
- -0.15%
- 1Y
- 3.62%
- 3Y*
- 2.77%
- 5Y*
- -0.59%
- 10Y*
- 0.79%
COST vs. GOVT - 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% |
GOVT iShares U.S. Treasury Bond ETF | -0.44% | 3.77% | 2.95% | 4.17% | -13.39% | -1.11% | 7.28% | 7.36% | 0.26% | 2.19% |
Correlation
The correlation between COST and GOVT is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2012 | -0.04 |
The correlation between COST and GOVT shifts across timeframes, from -0.04 (all time) to 0.08 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
COST vs. GOVT — Risk / Return Rank
COST
GOVT
COST vs. GOVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and iShares U.S. Treasury Bond ETF (GOVT). 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 | GOVT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.17 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.27 | -1.50 |
| Martin ratioReturn relative to average drawdown | -0.51 | 3.66 | -4.17 |
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 | GOVT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 1.02 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | -0.10 | +1.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 0.15 | +0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.25 | +0.33 |
Drawdowns
COST vs. GOVT - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, which is greater than GOVT's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for COST and GOVT.
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Drawdown Indicators
| COST | GOVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -19.07% | -34.32% |
Max Drawdown (1Y)Largest decline over 1 year | -15.38% | -2.85% | -12.53% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -5.43% | -15.31% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -16.60% | -14.80% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | -19.07% | -12.33% |
Current DrawdownCurrent decline from peak | -10.93% | -7.48% | -3.45% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -5.25% | -8.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.15% | 0.99% | +6.16% |
Volatility
COST vs. GOVT - Volatility Comparison
Costco Wholesale Corporation (COST) has a higher volatility of 7.71% compared to iShares U.S. Treasury Bond ETF (GOVT) at 1.05%. This indicates that COST's price experiences larger fluctuations and is considered to be riskier than GOVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COST | GOVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 1.05% | +6.66% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 2.53% | +12.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.79% | 3.56% | +15.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.71% | 6.04% | +16.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.95% | 5.23% | +16.72% |
Dividends
COST vs. GOVT - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.55%, less than GOVT's 3.60% 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% |
GOVT iShares U.S. Treasury Bond ETF | 3.60% | 3.49% | 3.14% | 2.65% | 1.77% | 0.96% | 2.17% | 1.98% | 1.97% | 1.57% | 1.40% | 1.25% |
Frequently Asked Questions
COST and GOVT have a correlation of -0.01, 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 GOVT (1.05%). In terms of maximum drawdown, COST dropped -53.39% vs GOVT's -19.07%.
GOVT currently has the higher Sharpe Ratio (1.02 vs -0.18), 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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