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COST vs. SPTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COST vs. SPTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Costco Wholesale Corporation (COST) and SPDR Portfolio Intermediate Term Treasury ETF (SPTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COST achieves a 14.24% return, which is significantly higher than SPTI's -0.31% return. Over the past 10 years, COST has outperformed SPTI with an annualized return of 22.27%, while SPTI has yielded a comparatively lower 1.31% 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%

SPTI

1D
-0.18%
1M
0.08%
YTD
-0.31%
6M
0.01%
1Y
3.39%
3Y*
3.70%
5Y*
-0.00%
10Y*
1.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COST vs. SPTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COST
Costco Wholesale Corporation
14.24%-5.39%39.62%49.00%-19.05%51.82%32.67%45.70%10.60%22.37%
SPTI
SPDR Portfolio Intermediate Term Treasury ETF
-0.31%7.46%1.32%4.24%-10.65%-2.55%7.70%6.01%2.27%1.04%

Correlation

The correlation between COST and SPTI is -0.02, 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

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.00

Correlation (All Time)
Calculated using the full available price history since May 30, 2007

-0.10

The correlation between COST and SPTI shifts across timeframes, from -0.10 (all time) to 0.09 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

COST vs. SPTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COST
COST Risk / Return Rank: 3737
Overall Rank
COST Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
COST Sortino Ratio Rank: 3232
Sortino Ratio Rank
COST Omega Ratio Rank: 3232
Omega Ratio Rank
COST Calmar Ratio Rank: 4040
Calmar Ratio Rank
COST Martin Ratio Rank: 3939
Martin Ratio Rank

SPTI
SPTI Risk / Return Rank: 2828
Overall Rank
SPTI Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SPTI Sortino Ratio Rank: 3030
Sortino Ratio Rank
SPTI Omega Ratio Rank: 2727
Omega Ratio Rank
SPTI Calmar Ratio Rank: 2727
Calmar Ratio Rank
SPTI Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COST vs. SPTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and SPDR Portfolio Intermediate Term Treasury ETF (SPTI). 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.


COSTSPTIDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.43

Omega ratioGain probability vs. loss probability

1.00

1.17

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.10

1.14

-1.24

Martin ratioReturn relative to average drawdown

-0.22

3.22

-3.44

COST vs. SPTI - Sharpe Ratio Comparison

The current COST Sharpe Ratio is -0.08, which is lower than the SPTI Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of COST and SPTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

COST vs. SPTI - Drawdown Comparison

The maximum COST drawdown since its inception was -53.39%, which is greater than SPTI's maximum drawdown of -16.12%. Use the drawdown chart below to compare losses from any high point for COST and SPTI.


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Drawdown Indicators


COSTSPTIDifference

Max Drawdown

Largest peak-to-trough decline

-53.39%

-16.12%

-37.27%

Max Drawdown (1Y)

Largest decline over 1 year

-15.14%

-2.80%

-12.34%

Max Drawdown (3Y)

Largest decline over 3 years

-20.74%

-4.35%

-16.39%

Max Drawdown (5Y)

Largest decline over 5 years

-31.40%

-15.06%

-16.34%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-16.12%

-15.28%

Current Drawdown

Current decline from peak

-10.23%

-2.28%

-7.95%

Average Drawdown

Average peak-to-trough decline

-13.36%

-2.92%

-10.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.67%

0.99%

+5.68%

Volatility

COST vs. SPTI - Volatility Comparison

Costco Wholesale Corporation (COST) has a higher volatility of 7.44% compared to SPDR Portfolio Intermediate Term Treasury ETF (SPTI) at 1.13%. This indicates that COST's price experiences larger fluctuations and is considered to be riskier than SPTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COSTSPTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

1.13%

+6.31%

Volatility (6M)

Calculated over the trailing 6-month period

14.53%

2.40%

+12.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

3.37%

+15.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.72%

5.36%

+17.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.95%

4.38%

+17.57%

Dividends

COST vs. SPTI - Dividend Comparison

COST's dividend yield for the trailing twelve months is around 0.55%, less than SPTI's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SPTI
SPDR Portfolio Intermediate Term Treasury ETF
3.86%3.79%3.77%2.99%1.45%0.53%0.75%2.02%1.97%1.46%1.23%1.18%

Frequently Asked Questions


COST and SPTI have a correlation of -0.02, 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 SPTI (1.13%). In terms of maximum drawdown, COST dropped -53.39% vs SPTI's -16.12%.

SPTI currently has the higher Sharpe Ratio (0.95 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.

Portfolio Optimizer

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