COST vs. RGR
COST (Costco Wholesale Corporation) and RGR (Sturm, Ruger & Company, Inc.) are both stocks. COST operates in Discount Stores (Consumer Defensive), while RGR operates in Aerospace & Defense (Industrials). Over the past 10 years, COST returned 22.25%/yr vs -0.07%/yr for RGR. At a 0.19 correlation, their price movements are largely independent.
Performance
COST vs. RGR - 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 RGR's 18.37% return. Over the past 10 years, COST has outperformed RGR with an annualized return of 22.25%, while RGR has yielded a comparatively lower -0.07% 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%
RGR
- 1D
- -0.80%
- 1M
- -1.21%
- YTD
- 18.37%
- 6M
- 18.77%
- 1Y
- 8.20%
- 3Y*
- -8.15%
- 5Y*
- -9.67%
- 10Y*
- -0.07%
COST vs. RGR - 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% |
RGR Sturm, Ruger & Company, Inc. | 18.37% | -6.13% | -20.91% | -8.04% | -15.41% | 9.30% | 50.28% | -10.14% | -2.84% | 8.65% |
Correlation
The correlation between COST and RGR is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 1993 | 0.19 |
The correlation between COST and RGR shifts across timeframes, from 0.03 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
COST:
$26.51
RGR:
-$0.73
COST:
1.11
RGR:
1.14
COST:
$293.59B
RGR:
$551.68M
COST:
$11.12B
RGR:
$79.33M
COST:
$12.48B
RGR:
-$2.50M
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Return for Risk
COST vs. RGR — Risk / Return Rank
COST
RGR
COST vs. RGR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and Sturm, Ruger & Company, Inc. (RGR). 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 | RGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.08 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 0.21 | -0.44 |
| Martin ratioReturn relative to average drawdown | -0.51 | 0.47 | -0.98 |
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 | RGR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 0.23 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | -0.32 | +1.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | -0.00 | +1.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.21 | +0.38 |
Drawdowns
COST vs. RGR - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, smaller than the maximum RGR drawdown of -79.69%. Use the drawdown chart below to compare losses from any high point for COST and RGR.
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Drawdown Indicators
| COST | RGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -79.69% | +26.30% |
Max Drawdown (1Y)Largest decline over 1 year | -15.38% | -38.79% | +23.41% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -46.00% | +25.26% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -60.59% | +29.19% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | -60.59% | +29.19% |
Current DrawdownCurrent decline from peak | -10.93% | -47.12% | +36.19% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -31.96% | +18.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.15% | 17.56% | -10.41% |
Volatility
COST vs. RGR - Volatility Comparison
Costco Wholesale Corporation (COST) has a higher volatility of 7.71% compared to Sturm, Ruger & Company, Inc. (RGR) at 7.14%. This indicates that COST's price experiences larger fluctuations and is considered to be riskier than RGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COST | RGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 7.14% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 19.49% | -4.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.79% | 35.49% | -16.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.71% | 30.36% | -7.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.95% | 33.10% | -11.15% |
Dividends
COST vs. RGR - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.55%, less than RGR's 1.01% 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% |
RGR Sturm, Ruger & Company, Inc. | 1.01% | 1.90% | 1.95% | 2.79% | 14.66% | 4.94% | 10.00% | 1.74% | 2.07% | 2.44% | 3.28% | 1.85% |
Financials
COST vs. RGR - Financials Comparison
This section allows you to compare key financial metrics between Costco Wholesale Corporation and Sturm, Ruger & Company, 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.
Total Revenue: Total amount of money received from sales and other business activities
COST vs. RGR - Profitability Comparison
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%.
RGR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sturm, Ruger & Company, Inc. reported a gross profit of 28.08M and revenue of 141.36M. Therefore, the gross margin over that period was 19.9%.
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%.
RGR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sturm, Ruger & Company, Inc. reported an operating income of -1.95M and revenue of 141.36M, resulting in an operating margin of -1.4%.
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%.
RGR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sturm, Ruger & Company, Inc. reported a net income of 128.00K and revenue of 141.36M, resulting in a net margin of 0.1%.
Frequently Asked Questions
COST and RGR have a correlation of 0.03, 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 RGR (7.14%). In terms of maximum drawdown, COST dropped -53.39% vs RGR's -79.69%.
RGR currently has the higher Sharpe Ratio (0.23 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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