COST vs. HD

Last updated Apr 1, 2026

Compare and contrast key facts about Costco Wholesale Corporation (COST) and The Home Depot, Inc. (HD).

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.

COST vs. HD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COST Costco Wholesale Corporation	15.71%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%
HD The Home Depot, Inc.	-3.78%	-9.33%	15.00%	12.77%	-21.98%	59.51%	24.50%	30.56%	-7.30%	44.61%

Fundamentals

EPS COST : $25.63 HD : $14.23
PE Ratio COST : 38.87 HD : 23.11
PS Ratio COST : 1.16 HD : 1.99
Total Revenue (TTM) COST : $286.27B HD : $164.68B
Gross Profit (TTM) COST : $19.33B HD : $54.87B
EBITDA (TTM) COST : $12.73B HD : $24.24B

Returns By Period

In the year-to-date period, COST achieves a 15.71% return, which is significantly higher than HD's -3.78% return. Over the past 10 years, COST has outperformed HD with an annualized return of 22.28%, while HD has yielded a comparatively lower 11.97% annualized return.

COST

• 1D: -0.02%
• 1M: -1.42%
• YTD: 15.71%
• 6M: 7.95%
• 1Y: 5.93%
• 3Y*: 27.83%
• 5Y*: 24.28%
• 10Y*: 22.28%

HD

• 1D: 1.67%
• 1M: -13.04%
• YTD: -3.78%
• 6M: -17.76%
• 1Y: -7.99%
• 3Y*: 6.33%
• 5Y*: 3.84%
• 10Y*: 11.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

COST vs. HD — Risk / Return Rank

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

COST

COST Risk / Return Rank: 49
COST Sharpe Ratio Rank: 53
COST Sortino Ratio Rank: 45
COST Omega Ratio Rank: 44
COST Calmar Ratio Rank: 52
COST Martin Ratio Rank: 52

HD

HD Risk / Return Rank: 28
HD Sharpe Ratio Rank: 26
HD Sortino Ratio Rank: 23
HD Omega Ratio Rank: 23
HD Calmar Ratio Rank: 35
HD Martin Ratio Rank: 33

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COST vs. HD - Risk-Adjusted Trends 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.

	COST	HD	Difference
Sharpe ratio Return per unit of total volatility	0.30	-0.34	+0.64
Sortino ratio Return per unit of downside risk	0.57	-0.36	+0.92
Omega ratio Gain probability vs. loss probability	1.07	0.96	+0.11
Calmar ratio Return relative to maximum drawdown	0.40	-0.25	+0.65
Martin ratio Return relative to average drawdown	0.80	-0.58	+1.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COST vs. HD - Sharpe Ratio Comparison

The current COST Sharpe Ratio is 0.30, which is higher than the HD Sharpe Ratio of -0.34. 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.

Sharpe Ratios by Period

	COST	HD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	-0.34	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.08	0.16	+0.92
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.02	0.49	+0.53
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.69	-0.09

Correlation

The correlation between COST and HD is 0.44, 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.

Dividends

COST vs. HD - Dividend Comparison

COST's dividend yield for the trailing twelve months is around 0.52%, less than HD's 2.81% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.52%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
HD The Home Depot, Inc.	2.81%	2.67%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%

Drawdowns

COST vs. HD - Drawdown Comparison

The maximum COST drawdown since its inception was -53.39%, smaller than the maximum HD drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for COST and HD.

Drawdown Indicators

	COST	HD	Difference
Max Drawdown Largest peak-to-trough decline	-53.39%	-70.46%	+17.07%
Max Drawdown (1Y) Largest decline over 1 year	-19.35%	-23.25%	+3.90%
Max Drawdown (5Y) Largest decline over 5 years	-31.40%	-34.73%	+3.33%
Max Drawdown (10Y) Largest decline over 10 years	-31.40%	-37.99%	+6.59%
Current Drawdown Current decline from peak	-6.96%	-21.33%	+14.37%
Average Drawdown Average peak-to-trough decline	-13.40%	-20.59%	+7.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.67%	10.17%	-0.50%

Volatility

COST vs. HD - Volatility Comparison

The current volatility for Costco Wholesale Corporation (COST) is 4.41%, while The Home Depot, Inc. (HD) has a volatility of 7.23%. 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.

Volatility by Period

	COST	HD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.41%	7.23%	-2.82%
Volatility (6M) Calculated over the trailing 6-month period	13.36%	16.87%	-3.51%
Volatility (1Y) Calculated over the trailing 1-year period	20.15%	23.38%	-3.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.51%	23.75%	-1.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.90%	24.61%	-2.71%

Financials

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.

COST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported a gross profit of -8.80B and revenue of 69.60B. Therefore, the gross margin over that period was -12.6%.

HD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Home Depot, Inc. reported a gross profit of 12.47B and revenue of 38.20B. Therefore, the gross margin over that period was 32.6%.

COST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported an operating income of 2.61B and revenue of 69.60B, resulting in an operating margin of 3.7%.

HD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Home Depot, Inc. reported an operating income of 3.85B and revenue of 38.20B, resulting in an operating margin of 10.1%.

COST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported a net income of 2.04B and revenue of 69.60B, resulting in a net margin of 2.9%.

HD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Home Depot, Inc. reported a net income of 2.57B and revenue of 38.20B, resulting in a net margin of 6.7%.