COST vs. SOXX
COST (Costco Wholesale Corporation) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, COST returned 22.27%/yr vs 35.55%/yr for SOXX. At a 0.41 correlation, their price movements are largely independent.
Performance
COST vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, COST achieves a 14.24% return, which is significantly lower than SOXX's 98.11% return. Over the past 10 years, COST has underperformed SOXX with an annualized return of 22.27%, while SOXX has yielded a comparatively higher 35.55% annualized return.
COST
- 1D
- 0.68%
- 1M
- -5.66%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -0.24%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
SOXX
- 1D
- 1.59%
- 1M
- 12.49%
- YTD
- 98.11%
- 6M
- 99.51%
- 1Y
- 171.57%
- 3Y*
- 53.00%
- 5Y*
- 33.69%
- 10Y*
- 35.55%
COST vs. SOXX - 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% |
SOXX iShares Semiconductor ETF | 98.11% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between COST and SOXX is -0.12, 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 | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.41 |
The correlation between COST and SOXX shifts across timeframes, from -0.12 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COST vs. SOXX — Risk / Return Rank
COST
SOXX
COST vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and iShares Semiconductor ETF (SOXX). 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 | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.51 | ||
| Sortino ratioReturn per unit of downside risk | -4.35 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.62 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 10.50 | -10.60 |
| Martin ratioReturn relative to average drawdown | -0.22 | 38.20 | -38.42 |
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Drawdowns
COST vs. SOXX - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for COST and SOXX.
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Drawdown Indicators
| COST | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -70.21% | +16.82% |
Max Drawdown (1Y)Largest decline over 1 year | -15.14% | -15.77% | +0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -41.36% | +20.62% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -45.75% | +14.35% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | -45.75% | +14.35% |
Current DrawdownCurrent decline from peak | -10.23% | -3.16% | -7.07% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -19.95% | +6.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.67% | 4.33% | +2.34% |
Volatility
COST vs. SOXX - Volatility Comparison
The current volatility for Costco Wholesale Corporation (COST) is 7.44%, while iShares Semiconductor ETF (SOXX) has a volatility of 19.42%. This indicates that COST experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COST | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 19.42% | -11.98% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 31.46% | -16.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 37.35% | -18.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.72% | 36.73% | -14.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.95% | 33.77% | -11.82% |
Dividends
COST vs. SOXX - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.55%, more than SOXX's 0.28% 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% |
SOXX iShares Semiconductor ETF | 0.28% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
COST and SOXX have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (19.42%) compared to COST (7.44%). In terms of maximum drawdown, COST dropped -53.39% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (4.43 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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