COST vs. IVV
COST (Costco Wholesale Corporation) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, COST returned 22.27%/yr vs 15.47%/yr for IVV. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
COST vs. IVV - 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 IVV's 9.08% return. Over the past 10 years, COST has outperformed IVV with an annualized return of 22.27%, while IVV has yielded a comparatively lower 15.47% annualized return.
COST
- 1D
- 0.68%
- 1M
- -4.91%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -1.48%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
IVV
- 1D
- 0.55%
- 1M
- -0.08%
- YTD
- 9.08%
- 6M
- 9.43%
- 1Y
- 24.38%
- 3Y*
- 20.95%
- 5Y*
- 13.42%
- 10Y*
- 15.47%
COST vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 14.24% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
IVV iShares Core S&P 500 ETF | 9.08% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between COST and IVV is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.54 |
The correlation between COST and IVV shifts across timeframes, from -0.04 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COST vs. IVV — Risk / Return Rank
COST
IVV
COST vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and iShares Core S&P 500 ETF (IVV). 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 | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.36 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 2.76 | -2.85 |
| Martin ratioReturn relative to average drawdown | -0.22 | 12.43 | -12.66 |
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Drawdowns
COST vs. IVV - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, roughly equal to the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for COST and IVV.
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Drawdown Indicators
| COST | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -55.25% | +1.86% |
Max Drawdown (1Y)Largest decline over 1 year | -15.14% | -8.89% | -6.25% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -18.75% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -24.53% | -6.87% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | -33.90% | +2.50% |
Current DrawdownCurrent decline from peak | -10.23% | -2.35% | -7.88% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -10.77% | -2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.67% | 1.97% | +4.70% |
Volatility
COST vs. IVV - Volatility Comparison
Costco Wholesale Corporation (COST) has a higher volatility of 7.44% compared to iShares Core S&P 500 ETF (IVV) at 4.37%. This indicates that COST's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COST | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 4.37% | +3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 9.59% | +4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 12.28% | +6.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.72% | 16.95% | +5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.95% | 18.08% | +3.87% |
Dividends
COST vs. IVV - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.55%, less than IVV's 1.08% yield.
| 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% |
IVV iShares Core S&P 500 ETF | 1.08% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Frequently Asked Questions
COST and IVV have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.44%) compared to IVV (4.37%). In terms of maximum drawdown, COST dropped -53.39% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (2.00 vs -0.08), 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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