COST vs. IGPT
COST (Costco Wholesale Corporation) is a stock, while IGPT (Invesco AI and Next Gen Software ETF) is Artificial Intelligence fund tracking the STOXX World AC NexGen Software Development Index. Over the past 10 years, COST returned 20.97%/yr vs 20.40%/yr for IGPT. Their 0.41 correlation means their historical movements had little consistent relationship.
Performance
COST vs. IGPT - Performance Comparison
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Returns By Period
In the year-to-date period, COST achieves a 10.40% return, which is significantly lower than IGPT's 57.96% return. Both investments have delivered pretty close results over the past 10 years, with COST having a 20.97% annualized return and IGPT not far behind at 20.40%.
COST
- 1D
- -0.65%
- 1M
- -0.24%
- 6M
- -2.78%
- YTD
- 10.40%
- 1Y
- -0.21%
- 3Y*
- 21.42%
- 5Y*
- 17.68%
- 10Y*
- 20.97%
- ALL TIME*
- 16.96%
IGPT
- 1D
- 4.95%
- 1M
- -1.40%
- 6M
- 46.51%
- YTD
- 57.96%
- 1Y
- 85.54%
- 3Y*
- 40.20%
- 5Y*
- 13.77%
- 10Y*
- 20.40%
- ALL TIME*
- 15.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.94B | $2.08B | $2.35B | |
| $24.43M | $21.87M | $21.97M |
COST vs. IGPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 10.40% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
IGPT Invesco AI and Next Gen Software ETF | 57.96% | 31.55% | 17.15% | 27.29% | -27.73% | -11.79% | 54.31% | 35.06% | 16.38% | 34.60% |
Correlation
The correlation between COST and IGPT is -0.27, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2005 | 0.41 |
The correlation between COST and IGPT shifts across timeframes, from -0.27 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COST vs. IGPT — Risk / Return Rank
COST
IGPT
COST vs. IGPT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and Invesco AI and Next Gen Software ETF (IGPT). 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 | IGPT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.37 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 3.48 | -3.49 |
| Martin ratioReturn relative to average drawdown | -0.03 | 12.99 | -13.01 |
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Drawdowns
COST vs. IGPT - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, which is greater than IGPT's maximum drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for COST and IGPT.
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Drawdown Indicators
| COST | IGPT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -50.14% | -3.25% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -24.74% | +8.17% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -29.30% | +8.56% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -41.73% | +10.33% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | -50.14% | +18.74% |
Current DrawdownCurrent decline from peak | -13.25% | -13.11% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -11.95% | -1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.89% | 6.61% | +1.28% |
Volatility
COST vs. IGPT - Volatility Comparison
The current volatility for Costco Wholesale Corporation (COST) is 6.79%, while Invesco AI and Next Gen Software ETF (IGPT) has a volatility of 14.97%. This indicates that COST experiences smaller price fluctuations and is considered to be less risky than IGPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COST | IGPT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.79% | 14.97% | -8.18% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 33.17% | -18.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.88% | 37.18% | -17.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.93% | 29.66% | -6.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.04% | 27.36% | -5.32% |
Dividends
COST vs. IGPT - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.58%, more than IGPT's 0.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.58% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
IGPT Invesco AI and Next Gen Software ETF | 0.01% | 0.04% | 0.00% | 0.00% | 1.41% | 6.21% | 0.04% | 0.05% | 0.00% | 0.00% | 0.03% | 0.15% |
Frequently Asked Questions
COST and IGPT have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGPT has higher volatility (14.97%) compared to COST (6.79%). In terms of maximum drawdown, COST dropped -53.39% vs IGPT's -50.14%.
IGPT currently has the higher Sharpe Ratio (2.32 vs -0.01), 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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