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COST vs. HLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

COST vs. HLT - Performance Comparison

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

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Returns By Period

In the year-to-date period, COST achieves a 13.35% return, which is significantly lower than HLT's 18.69% return. Over the past 10 years, COST has underperformed HLT with an annualized return of 22.25%, while HLT has yielded a comparatively higher 48.67% 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%

HLT

1D
-0.72%
1M
7.58%
YTD
18.69%
6M
26.36%
1Y
35.01%
3Y*
34.37%
5Y*
22.25%
10Y*
48.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COST vs. HLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COST
Costco Wholesale Corporation
13.35%-5.39%39.62%49.00%-19.05%51.82%32.67%45.70%10.60%22.37%
HLT
Hilton Worldwide Holdings Inc.
18.69%16.49%36.11%44.68%-18.72%40.20%0.47%55.48%-9.40%829.98%

Correlation

The correlation between COST and HLT is 0.06, 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

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2013

0.28

Over the past year, the correlation between COST and HLT has dropped to 0.06 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Fundamentals

EPS

COST:

$26.51

HLT:

$6.50

PE Ratio

COST:

36.77

HLT:

52.41

PEG Ratio

COST:

2.88

HLT:

0.85

PS Ratio

COST:

1.11

HLT:

6.58

Total Revenue (TTM)

COST:

$293.59B

HLT:

$12.28B

Gross Profit (TTM)

COST:

$11.12B

HLT:

$5.44B

EBITDA (TTM)

COST:

$12.48B

HLT:

$3.00B

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Return for Risk

COST vs. HLT — Risk / Return Rank

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

COST
COST Risk / Return Rank: 3232
Overall Rank
COST Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
COST Sortino Ratio Rank: 2828
Sortino Ratio Rank
COST Omega Ratio Rank: 2828
Omega Ratio Rank
COST Calmar Ratio Rank: 3535
Calmar Ratio Rank
COST Martin Ratio Rank: 3333
Martin Ratio Rank

HLT
HLT Risk / Return Rank: 8282
Overall Rank
HLT Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
HLT Sortino Ratio Rank: 8080
Sortino Ratio Rank
HLT Omega Ratio Rank: 7777
Omega Ratio Rank
HLT Calmar Ratio Rank: 8686
Calmar Ratio Rank
HLT Martin Ratio Rank: 8484
Martin Ratio Rank
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. HLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and Hilton Worldwide Holdings Inc. (HLT). 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.


COSTHLTDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.38

Omega ratioGain probability vs. loss probability

0.98

1.27

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.22

3.42

-3.64

Martin ratioReturn relative to average drawdown

-0.51

7.93

-8.44

COST vs. HLT - Sharpe Ratio Comparison

The current COST Sharpe Ratio is -0.18, which is lower than the HLT Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of COST and HLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


COSTHLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

1.52

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.83

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

0.27

+0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.23

+0.36

Drawdowns

COST vs. HLT - Drawdown Comparison

The maximum COST drawdown since its inception was -53.39%, which is greater than HLT's maximum drawdown of -50.82%. Use the drawdown chart below to compare losses from any high point for COST and HLT.


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Drawdown Indicators


COSTHLTDifference

Max Drawdown

Largest peak-to-trough decline

-53.39%

-50.82%

-2.57%

Max Drawdown (1Y)

Largest decline over 1 year

-15.38%

-10.29%

-5.09%

Max Drawdown (3Y)

Largest decline over 3 years

-20.74%

-26.35%

+5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-31.40%

-32.65%

+1.25%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-50.82%

+19.42%

Current Drawdown

Current decline from peak

-10.93%

-0.72%

-10.21%

Average Drawdown

Average peak-to-trough decline

-13.36%

-9.73%

-3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.15%

4.43%

+2.72%

Volatility

COST vs. HLT - Volatility Comparison

Costco Wholesale Corporation (COST) has a higher volatility of 7.71% compared to Hilton Worldwide Holdings Inc. (HLT) at 6.93%. This indicates that COST's price experiences larger fluctuations and is considered to be riskier than HLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COSTHLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

6.93%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

14.53%

17.33%

-2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

18.79%

23.12%

-4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.71%

27.07%

-4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.95%

181.03%

-159.08%

Dividends

COST vs. HLT - Dividend Comparison

COST's dividend yield for the trailing twelve months is around 0.55%, more than HLT's 0.18% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
HLT
Hilton Worldwide Holdings Inc.
0.18%0.21%0.24%0.33%0.36%0.00%0.13%0.54%0.84%31.40%1.03%0.65%

Financials

COST vs. HLT - Financials Comparison

This section allows you to compare key financial metrics between Costco Wholesale Corporation and Hilton Worldwide Holdings 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


0.0020.00B40.00B60.00B80.00B20222023202420252026
70.53B
2.94B
(COST) Total Revenue
(HLT) Total Revenue
Values in USD except per share items

COST vs. HLT - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%20222023202420252026
-25.1%
40.3%
Portfolio components
COST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.

HLT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hilton Worldwide Holdings Inc. reported a gross profit of 1.18B and revenue of 2.94B. Therefore, the gross margin over that period was 40.3%.

COST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.

HLT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hilton Worldwide Holdings Inc. reported an operating income of 678.00M and revenue of 2.94B, resulting in an operating margin of 23.1%.

COST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.

HLT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hilton Worldwide Holdings Inc. reported a net income of 385.00M and revenue of 2.94B, resulting in a net margin of 13.1%.


Frequently Asked Questions


COST and HLT have a correlation of 0.06, 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 HLT (6.93%). In terms of maximum drawdown, COST dropped -53.39% vs HLT's -50.82%.

HLT currently has the higher Sharpe Ratio (1.52 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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