COST vs. SIVR

Last updated Aug 1, 2026

COST (Costco Wholesale Corporation) is a stock, while SIVR (abrdn Physical Silver Shares ETF) is Silver fund tracking the LBMA Silver Price ($/ozt). Over the past 10 years, COST returned 21.10%/yr vs 10.56%/yr for SIVR. Their 0.07 correlation means their historical movements had little consistent relationship.

Performance

COST vs. SIVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Costco Wholesale Corporation (COST) and abrdn Physical Silver Shares ETF (SIVR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COST achieves a 10.87% return, which is significantly higher than SIVR's -18.61% return. Over the past 10 years, COST has outperformed SIVR with an annualized return of 21.10%, while SIVR has yielded a comparatively lower 10.56% annualized return.

COST

• 1D: -0.24%
• 1M: 3.11%
• 6M: 1.55%
• YTD: 10.87%
• 1Y: 2.04%
• 3Y*: 21.34%
• 5Y*: 18.51%
• 10Y*: 21.10%
• ALL TIME*: 16.98%

SIVR

• 1D: -2.08%
• 1M: -2.25%
• 6M: -30.49%
• YTD: -18.61%
• 1Y: 57.47%
• 3Y*: 33.21%
• 5Y*: 17.49%
• 10Y*: 10.56%
• ALL TIME*: 8.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
COST Costco Wholesale Corporation	$1.83B	$2.11B	$2.34B
SIVR abrdn Physical Silver Shares ETF	$49.50M	$48.83M	$86.59M

COST vs. SIVR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COST Costco Wholesale Corporation	10.87%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%
SIVR abrdn Physical Silver Shares ETF	-18.61%	145.34%	21.08%	-0.91%	2.59%	-12.33%	47.52%	15.17%	-8.96%	5.97%

Correlation

The correlation between COST and SIVR is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.07
Correlation (3Y) Balances recent behavior with more history.	0.02
Correlation (5Y) Shows whether the relationship held over a longer period.	0.05
Correlation (10Y) Provides a long-term view across more market conditions.	0.07
Correlation (All Time) Calculated using the full available price history since Jul 24, 2009	0.07

The correlation between COST and SIVR shifts across timeframes, from -0.07 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

Return for Risk

COST vs. SIVR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

COST

COST Risk / Return Rank: 45
COST Sharpe Ratio Rank: 49
COST Sortino Ratio Rank: 40
COST Omega Ratio Rank: 40
COST Calmar Ratio Rank: 48
COST Martin Ratio Rank: 49

SIVR

SIVR Risk / Return Rank: 36
SIVR Sharpe Ratio Rank: 38
SIVR Sortino Ratio Rank: 37
SIVR Omega Ratio Rank: 47
SIVR Calmar Ratio Rank: 33
SIVR Martin Ratio Rank: 26

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

COST vs. SIVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and abrdn Physical Silver Shares ETF (SIVR). 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	SIVR	Difference
Sharpe ratio: Return per unit of total volatility	0.10	0.94	-0.84
Sortino ratio: Return per unit of downside risk	0.28	1.38	-1.10
Omega ratio: Gain probability vs. loss probability	1.03	1.22	-0.18
Calmar ratio: Return relative to maximum drawdown	0.12	1.10	-0.98
Martin ratio: Return relative to average drawdown	0.26	2.11	-1.85

COST vs. SIVR - Sharpe Ratio Comparison

The current COST Sharpe Ratio is 0.10, which is lower than the SIVR Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of COST and SIVR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

COST vs. SIVR - Drawdown Comparison

The maximum COST drawdown since its inception was -53.39%, smaller than the maximum SIVR drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for COST and SIVR.

Drawdown Indicators

	COST	SIVR	Difference
Max Drawdown Largest peak-to-trough decline	-53.39%	-75.85%	+22.46%
Max Drawdown (1Y) Largest decline over 1 year	-16.57%	-52.27%	+35.70%
Max Drawdown (3Y) Largest decline over 3 years	-20.74%	-52.27%	+31.53%
Max Drawdown (5Y) Largest decline over 5 years	-31.40%	-52.27%	+20.87%
Max Drawdown (10Y) Largest decline over 10 years	-31.40%	-52.27%	+20.87%
Current Drawdown Current decline from peak	-12.88%	-50.35%	+37.47%
Average Drawdown Average peak-to-trough decline	-13.36%	-47.84%	+34.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.81%	27.28%	-19.47%

Volatility

COST vs. SIVR - Volatility Comparison

The current volatility for Costco Wholesale Corporation (COST) is 7.34%, while abrdn Physical Silver Shares ETF (SIVR) has a volatility of 11.28%. This indicates that COST experiences smaller price fluctuations and is considered to be less risky than SIVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COST	SIVR	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.34%	11.28%	-3.94%
Volatility (6M) Calculated over the trailing 6-month period	15.13%	55.47%	-40.34%
Volatility (1Y) Calculated over the trailing 1-year period	19.96%	61.33%	-41.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.93%	37.00%	-14.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.03%	32.26%	-10.23%

Dividends

COST vs. SIVR - Dividend Comparison

COST's dividend yield for the trailing twelve months is around 0.72%, while SIVR has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.72%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
SIVR abrdn Physical Silver Shares 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

Can I hold both COST and SIVR in my portfolio?

COST and SIVR have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COST or SIVR?

SIVR has higher volatility (11.28%) compared to COST (7.34%). In terms of maximum drawdown, COST dropped -53.39% vs SIVR's -75.85%.

Which has better risk-adjusted returns?

SIVR currently has the higher Sharpe Ratio (0.94 vs 0.10), 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.