COST vs. TDG
COST (Costco Wholesale Corporation) and TDG (TransDigm Group Incorporated) are both stocks. COST operates in Discount Stores (Consumer Defensive), while TDG operates in Aerospace & Defense (Industrials). Over the past 10 years, COST returned 22.25%/yr vs 22.15%/yr for TDG. At a 0.31 correlation, their price movements are largely independent.
Performance
COST vs. TDG - Performance Comparison
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Returns By Period
In the year-to-date period, COST achieves a 13.35% return, which is significantly higher than TDG's -9.29% return. Both investments have delivered pretty close results over the past 10 years, with COST having a 22.25% annualized return and TDG not far behind at 22.15%.
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%
TDG
- 1D
- -2.62%
- 1M
- -0.72%
- YTD
- -9.29%
- 6M
- -10.46%
- 1Y
- -12.05%
- 3Y*
- 20.83%
- 5Y*
- 16.93%
- 10Y*
- 22.15%
COST vs. TDG - 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% |
TDG TransDigm Group Incorporated | -9.29% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | 23.83% | 19.84% |
Correlation
The correlation between COST and TDG is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2006 | 0.31 |
Over the past year, the correlation between COST and TDG has dropped to 0.01 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
COST:
$26.51
TDG:
$34.79
COST:
36.77
TDG:
34.67
COST:
2.88
TDG:
1.03
COST:
1.11
TDG:
7.38
COST:
$293.59B
TDG:
$9.50B
COST:
$11.12B
TDG:
$5.61B
COST:
$12.48B
TDG:
$4.78B
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Return for Risk
COST vs. TDG — Risk / Return Rank
COST
TDG
COST vs. TDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and TransDigm Group Incorporated (TDG). 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 | TDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.94 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | -0.48 | +0.26 |
| Martin ratioReturn relative to average drawdown | -0.51 | -0.83 | +0.32 |
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 | TDG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | -0.44 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.61 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 0.66 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.85 | -0.26 |
Drawdowns
COST vs. TDG - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, smaller than the maximum TDG drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for COST and TDG.
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Drawdown Indicators
| COST | TDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -62.64% | +9.25% |
Max Drawdown (1Y)Largest decline over 1 year | -15.38% | -25.30% | +9.92% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -25.30% | +4.56% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -25.30% | -6.10% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | -62.64% | +31.24% |
Current DrawdownCurrent decline from peak | -10.93% | -20.46% | +9.53% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -7.95% | -5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.15% | 14.58% | -7.43% |
Volatility
COST vs. TDG - Volatility Comparison
Costco Wholesale Corporation (COST) and TransDigm Group Incorporated (TDG) have volatilities of 7.71% and 7.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COST | TDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 7.72% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 21.00% | -6.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.79% | 27.63% | -8.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.71% | 27.81% | -5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.95% | 33.78% | -11.83% |
Dividends
COST vs. TDG - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.55%, less than TDG's 7.46% 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% |
TDG TransDigm Group Incorporated | 7.46% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% |
Financials
COST vs. TDG - Financials Comparison
This section allows you to compare key financial metrics between Costco Wholesale Corporation and TransDigm Group Incorporated. 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. TDG - 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%.
TDG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a gross profit of 1.51B and revenue of 2.54B. Therefore, the gross margin over that period was 59.4%.
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%.
TDG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported an operating income of 1.18B and revenue of 2.54B, resulting in an operating margin of 46.3%.
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%.
TDG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a net income of 535.00M and revenue of 2.54B, resulting in a net margin of 21.0%.
Frequently Asked Questions
COST and TDG have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDG has higher volatility (7.72%) compared to COST (7.71%). In terms of maximum drawdown, COST dropped -53.39% vs TDG's -62.64%.
COST currently has the higher Sharpe Ratio (-0.18 vs -0.44), 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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