COST vs. GRNY
COST (Costco Wholesale Corporation) is a stock, while GRNY (Fundstrat Granny Shots U.S. Large Cap ETF) is Large Cap Blend Equities fund actively managed by Tidal ETFs. Over the past year, COST returned -1.04% vs 17.27% for GRNY. At a 0.12 correlation, their price movements are largely independent.
Performance
COST vs. GRNY - Performance Comparison
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Returns By Period
In the year-to-date period, COST achieves a 8.82% return, which is significantly lower than GRNY's 9.98% return.
COST
- 1D
- -0.54%
- 1M
- -1.64%
- 6M
- -2.61%
- YTD
- 8.82%
- 1Y
- -1.04%
- 3Y*
- 20.42%
- 5Y*
- 18.94%
- 10Y*
- 20.81%
- ALL TIME*
- 16.93%
GRNY
- 1D
- -0.37%
- 1M
- -0.94%
- 6M
- 5.26%
- YTD
- 9.98%
- 1Y
- 17.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.76%
COST vs. GRNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
COST Costco Wholesale Corporation | 8.82% | -5.39% | 1.89% |
GRNY Fundstrat Granny Shots U.S. Large Cap ETF | 9.98% | 24.05% | -0.45% |
Correlation
The correlation between COST and GRNY is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.12 |
The correlation between COST and GRNY shifts across timeframes, from -0.13 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COST vs. GRNY — Risk / Return Rank
COST
GRNY
COST vs. GRNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). 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 | GRNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.17 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 1.49 | -1.55 |
| Martin ratioReturn relative to average drawdown | -0.14 | 4.48 | -4.63 |
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Drawdowns
COST vs. GRNY - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, which is greater than GRNY's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for COST and GRNY.
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Drawdown Indicators
| COST | GRNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -24.18% | -29.21% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -11.63% | -4.94% |
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 | -14.49% | -2.68% | -11.81% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -3.84% | -9.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.38% | 3.86% | +3.52% |
Volatility
COST vs. GRNY - Volatility Comparison
Costco Wholesale Corporation (COST) has a higher volatility of 7.25% compared to Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) at 4.09%. This indicates that COST's price experiences larger fluctuations and is considered to be riskier than GRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COST | GRNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.25% | 4.09% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 14.98% | 13.02% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.74% | 18.06% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 22.80% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.02% | 22.80% | -0.78% |
Dividends
COST vs. GRNY - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.57%, more than GRNY's 0.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.57% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
GRNY Fundstrat Granny Shots U.S. Large Cap ETF | 0.07% | 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 GRNY have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.25%) compared to GRNY (4.09%). In terms of maximum drawdown, COST dropped -53.39% vs GRNY's -24.18%.
GRNY currently has the higher Sharpe Ratio (0.96 vs -0.05), 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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