COST vs. HD
Compare and contrast key facts about Costco Wholesale Corporation (COST) and The Home Depot, Inc. (HD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COST or HD.
Performance
COST vs. HD - Performance Comparison
Returns By Period
In the year-to-date period, COST achieves a 45.62% return, which is significantly higher than HD's 20.70% return. Over the past 10 years, COST has outperformed HD with an annualized return of 23.82%, while HD has yielded a comparatively lower 18.11% annualized return.
COST
45.62%
7.10%
20.34%
66.89%
28.36%
23.82%
HD
20.70%
2.14%
27.20%
36.19%
16.32%
18.11%
Fundamentals
| COST | HD | |
|---|---|---|
| Market Cap | $411.21B | $404.10B |
| EPS | $16.56 | $14.73 |
| PE Ratio | 56.04 | 27.62 |
| PEG Ratio | 5.63 | 5.25 |
| Total Revenue (TTM) | $254.45B | $154.60B |
| Gross Profit (TTM) | $32.10B | $52.52B |
| EBITDA (TTM) | $12.15B | $24.26B |
Key characteristics
| COST | HD | |
|---|---|---|
| Sharpe Ratio | 3.48 | 1.89 |
| Sortino Ratio | 4.15 | 2.57 |
| Omega Ratio | 1.61 | 1.31 |
| Calmar Ratio | 6.64 | 1.70 |
| Martin Ratio | 17.18 | 4.63 |
| Ulcer Index | 3.97% | 8.18% |
| Daily Std Dev | 19.62% | 20.05% |
| Max Drawdown | -53.39% | -70.47% |
| Current Drawdown | 0.00% | -1.95% |
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Correlation
The correlation between COST and HD is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
COST vs. HD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and The Home Depot, Inc. (HD). 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.
Dividends
COST vs. HD - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 2.04%, less than HD's 2.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 2.04% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
HD The Home Depot, Inc. | 2.15% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
Drawdowns
COST vs. HD - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, smaller than the maximum HD drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for COST and HD. For additional features, visit the drawdowns tool.
Volatility
COST vs. HD - Volatility Comparison
The current volatility for Costco Wholesale Corporation (COST) is 5.89%, while The Home Depot, Inc. (HD) has a volatility of 6.87%. This indicates that COST experiences smaller price fluctuations and is considered to be less risky than HD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
COST vs. HD - Financials Comparison
This section allows you to compare key financial metrics between Costco Wholesale Corporation and The Home Depot, Inc.. 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