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COST vs. HD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between COST and HD is 0.52, 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.


Performance

COST vs. HD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Costco Wholesale Corporation (COST) and The Home Depot, Inc. (HD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

COST:

1.39

HD:

0.31

Sortino Ratio

COST:

1.96

HD:

0.72

Omega Ratio

COST:

1.27

HD:

1.08

Calmar Ratio

COST:

1.81

HD:

0.42

Martin Ratio

COST:

5.32

HD:

1.10

Ulcer Index

COST:

5.89%

HD:

8.31%

Daily Std Dev

COST:

21.91%

HD:

23.04%

Max Drawdown

COST:

-53.39%

HD:

-70.47%

Current Drawdown

COST:

-6.26%

HD:

-15.38%

Fundamentals

Market Cap

COST:

$447.27B

HD:

$362.64B

EPS

COST:

$17.12

HD:

$14.91

PE Ratio

COST:

58.88

HD:

24.33

PEG Ratio

COST:

5.33

HD:

4.23

PS Ratio

COST:

1.69

HD:

2.27

PB Ratio

COST:

17.47

HD:

54.62

Total Revenue (TTM)

COST:

$264.09B

HD:

$123.10B

Gross Profit (TTM)

COST:

$35.11B

HD:

$40.88B

EBITDA (TTM)

COST:

$11.25B

HD:

$19.18B

Returns By Period

In the year-to-date period, COST achieves a 10.29% return, which is significantly higher than HD's -6.16% return. Over the past 10 years, COST has outperformed HD with an annualized return of 23.77%, while HD has yielded a comparatively lower 15.27% annualized return.


COST

YTD

10.29%

1M

4.68%

6M

7.07%

1Y

28.72%

5Y*

28.78%

10Y*

23.77%

HD

YTD

-6.16%

1M

2.57%

6M

-9.60%

1Y

7.30%

5Y*

11.61%

10Y*

15.27%

*Annualized

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Risk-Adjusted Performance

COST vs. HD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COST
The Risk-Adjusted Performance Rank of COST is 8888
Overall Rank
The Sharpe Ratio Rank of COST is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 8585
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8484
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9292
Calmar Ratio Rank
The Martin Ratio Rank of COST is 8787
Martin Ratio Rank

HD
The Risk-Adjusted Performance Rank of HD is 6363
Overall Rank
The Sharpe Ratio Rank of HD is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of HD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of HD is 5555
Omega Ratio Rank
The Calmar Ratio Rank of HD is 7070
Calmar Ratio Rank
The Martin Ratio Rank of HD is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current COST Sharpe Ratio is 1.39, which is higher than the HD Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of COST and HD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

COST vs. HD - Dividend Comparison

COST's dividend yield for the trailing twelve months is around 0.47%, less than HD's 2.50% yield.


TTM20242023202220212020201920182017201620152014
COST
Costco Wholesale Corporation
0.47%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
HD
The Home Depot, Inc.
2.50%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%

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.


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Volatility

COST vs. HD - Volatility Comparison

Costco Wholesale Corporation (COST) and The Home Depot, Inc. (HD) have volatilities of 5.91% and 5.77%, 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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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


30.00B40.00B50.00B60.00B70.00B80.00B20212022202320242025
63.72B
39.70B
(COST) Total Revenue
(HD) Total Revenue
Values in USD except per share items

COST vs. HD - Profitability Comparison

The chart below illustrates the profitability comparison between Costco Wholesale Corporation and The Home Depot, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%35.0%20212022202320242025
15.1%
32.8%
(COST) Gross Margin
(HD) Gross Margin
COST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Costco Wholesale Corporation reported a gross profit of 9.61B and revenue of 63.72B. Therefore, the gross margin over that period was 15.1%.

HD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Home Depot, Inc. reported a gross profit of 13.03B and revenue of 39.70B. Therefore, the gross margin over that period was 32.8%.

COST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Costco Wholesale Corporation reported an operating income of 2.32B and revenue of 63.72B, resulting in an operating margin of 3.6%.

HD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Home Depot, Inc. reported an operating income of 4.50B and revenue of 39.70B, resulting in an operating margin of 11.3%.

COST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Costco Wholesale Corporation reported a net income of 1.79B and revenue of 63.72B, resulting in a net margin of 2.8%.

HD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Home Depot, Inc. reported a net income of 3.00B and revenue of 39.70B, resulting in a net margin of 7.6%.