COST vs. IBIT
COST (Costco Wholesale Corporation) is a stock, while IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Over the past year, COST returned -0.24% vs -39.67% for IBIT. At a 0.11 correlation, their price movements are largely independent.
Performance
COST vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, COST achieves a 14.24% return, which is significantly higher than IBIT's -27.41% return.
COST
- 1D
- 0.68%
- 1M
- -5.66%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -0.24%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
IBIT
- 1D
- -0.03%
- 1M
- -21.94%
- YTD
- -27.41%
- 6M
- -29.61%
- 1Y
- -39.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COST vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
COST Costco Wholesale Corporation | 14.24% | -5.39% | 36.99% |
IBIT iShares Bitcoin Trust ETF | -27.41% | -6.41% | 89.87% |
Correlation
The correlation between COST and IBIT 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 (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.11 |
The correlation between COST and IBIT shifts across timeframes, from -0.06 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COST vs. IBIT — Risk / Return Rank
COST
IBIT
COST vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and iShares Bitcoin Trust ETF (IBIT). 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 | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.85 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | -0.78 | +0.68 |
| Martin ratioReturn relative to average drawdown | -0.22 | -1.37 | +1.15 |
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Drawdowns
COST vs. IBIT - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, roughly equal to the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for COST and IBIT.
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Drawdown Indicators
| COST | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -52.11% | -1.28% |
Max Drawdown (1Y)Largest decline over 1 year | -15.14% | -52.11% | +36.97% |
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 | -10.23% | -49.45% | +39.22% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -16.53% | +3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.67% | 29.64% | -22.97% |
Volatility
COST vs. IBIT - Volatility Comparison
The current volatility for Costco Wholesale Corporation (COST) is 7.44%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that COST experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COST | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 12.07% | -4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 34.45% | -19.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 44.10% | -25.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.72% | 50.26% | -27.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.95% | 50.26% | -28.31% |
Dividends
COST vs. IBIT - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.55%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IBIT iShares Bitcoin Trust ETF | 0.00% | 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 IBIT 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.
IBIT has higher volatility (12.07%) compared to COST (7.44%). In terms of maximum drawdown, COST dropped -53.39% vs IBIT's -52.11%.
COST currently has the higher Sharpe Ratio (-0.08 vs -0.92), 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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