COST vs. IXN
COST (Costco Wholesale Corporation) is a stock, while IXN (iShares Global Tech ETF) is Technology Equities fund tracking the S&P Global Information Technology Sector Index. Over the past 10 years, COST returned 22.25%/yr vs 24.76%/yr for IXN. At a 0.44 correlation, their price movements are largely independent.
Performance
COST vs. IXN - Performance Comparison
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Returns By Period
In the year-to-date period, COST achieves a 13.35% return, which is significantly lower than IXN's 32.00% return. Over the past 10 years, COST has underperformed IXN with an annualized return of 22.25%, while IXN has yielded a comparatively higher 24.76% 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%
IXN
- 1D
- 2.45%
- 1M
- 4.20%
- YTD
- 32.00%
- 6M
- 30.10%
- 1Y
- 61.63%
- 3Y*
- 33.24%
- 5Y*
- 21.65%
- 10Y*
- 24.76%
COST vs. IXN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 13.35% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
IXN iShares Global Tech ETF | 32.00% | 25.25% | 24.84% | 52.98% | -29.86% | 29.58% | 43.62% | 47.88% | -5.44% | 41.23% |
Correlation
The correlation between COST and IXN is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2001 | 0.44 |
The correlation between COST and IXN shifts across timeframes, from -0.16 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COST vs. IXN — Risk / Return Rank
COST
IXN
COST vs. IXN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and iShares Global Tech ETF (IXN). 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 | IXN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.83 | ||
| Sortino ratioReturn per unit of downside risk | -3.32 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.44 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 4.49 | -4.71 |
| Martin ratioReturn relative to average drawdown | -0.51 | 15.19 | -15.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COST | IXN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 2.65 | -2.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.87 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 1.01 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.53 | +0.06 |
Drawdowns
COST vs. IXN - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, roughly equal to the maximum IXN drawdown of -55.67%. Use the drawdown chart below to compare losses from any high point for COST and IXN.
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Drawdown Indicators
| COST | IXN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -55.67% | +2.28% |
Max Drawdown (1Y)Largest decline over 1 year | -15.38% | -13.80% | -1.58% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -25.55% | +4.81% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -36.30% | +4.90% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | -36.30% | +4.90% |
Current DrawdownCurrent decline from peak | -10.93% | -7.44% | -3.49% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -11.27% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.15% | 4.07% | +3.08% |
Volatility
COST vs. IXN - Volatility Comparison
The current volatility for Costco Wholesale Corporation (COST) is 7.71%, while iShares Global Tech ETF (IXN) has a volatility of 11.51%. This indicates that COST experiences smaller price fluctuations and is considered to be less risky than IXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COST | IXN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 11.51% | -3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 19.70% | -5.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.79% | 23.42% | -4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.71% | 25.08% | -2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.95% | 24.53% | -2.58% |
Dividends
COST vs. IXN - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.55%, less than IXN's 0.79% 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% |
IXN iShares Global Tech ETF | 0.79% | 1.04% | 0.43% | 0.55% | 0.81% | 0.58% | 0.63% | 1.06% | 0.94% | 0.93% | 1.03% | 1.12% |
Frequently Asked Questions
COST and IXN have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IXN has higher volatility (11.51%) compared to COST (7.71%). In terms of maximum drawdown, COST dropped -53.39% vs IXN's -55.67%.
IXN currently has the higher Sharpe Ratio (2.65 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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