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COST vs. TYT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

COST vs. TYT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Costco Wholesale Corporation (COST) and Toyota Motor Corp (TYT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

COST is traded in USD, while TYT.L is traded in JPY. To make them comparable, the TYT.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, COST achieves a 14.24% return, which is significantly higher than TYT.L's -17.93% return. Over the past 10 years, COST has outperformed TYT.L with an annualized return of 22.27%, while TYT.L has yielded a comparatively lower 16.02% annualized return.


COST

1D
0.68%
1M
-4.91%
YTD
14.24%
6M
11.38%
1Y
-1.48%
3Y*
25.12%
5Y*
22.12%
10Y*
22.27%

TYT.L

1D
0.84%
1M
-7.01%
YTD
-17.93%
6M
-15.96%
1Y
-0.90%
3Y*
6.78%
5Y*
3.13%
10Y*
16.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COST vs. TYT.L - 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%
TYT.L
Toyota Motor Corp
-17.93%10.65%11.81%36.60%-22.35%37.16%18.88%43.15%7.71%29.13%

Correlation

The correlation between COST and TYT.L 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

-0.01

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

0.03

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

0.01

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2007

-0.03

Fundamentals

EPS

COST:

$26.51

TYT.L:

¥295.25

PE Ratio

COST:

37.06

TYT.L:

9.40

PEG Ratio

COST:

2.90

TYT.L:

0.52

PS Ratio

COST:

1.12

TYT.L:

0.71

Total Revenue (TTM)

COST:

$293.59B

TYT.L:

¥50.68T

Gross Profit (TTM)

COST:

$11.12B

TYT.L:

¥8.46T

EBITDA (TTM)

COST:

$12.48B

TYT.L:

¥7.05T

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Return for Risk

COST vs. TYT.L — 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

TYT.L
TYT.L Risk / Return Rank: 5252
Overall Rank
TYT.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
TYT.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
TYT.L Omega Ratio Rank: 5050
Omega Ratio Rank
TYT.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
TYT.L Martin Ratio Rank: 5555
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. TYT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and Toyota Motor Corp (TYT.L). 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.


COSTTYT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.00

1.02

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.10

-0.03

-0.07

Martin ratioReturn relative to average drawdown

-0.22

-0.08

-0.14

COST vs. TYT.L - Sharpe Ratio Comparison

The current COST Sharpe Ratio is -0.08, which is lower than the TYT.L Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of COST and TYT.L, 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. TYT.L - Drawdown Comparison

The maximum COST drawdown since its inception was -53.39%, roughly equal to the maximum TYT.L drawdown of -55.36%. Use the drawdown chart below to compare losses from any high point for COST and TYT.L.


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Drawdown Indicators


COSTTYT.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.39%

-55.36%

+1.97%

Max Drawdown (1Y)

Largest decline over 1 year

-15.14%

-29.47%

+14.33%

Max Drawdown (3Y)

Largest decline over 3 years

-20.74%

-38.71%

+17.97%

Max Drawdown (5Y)

Largest decline over 5 years

-31.40%

-38.71%

+7.31%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-38.71%

+7.31%

Current Drawdown

Current decline from peak

-10.23%

-28.87%

+18.64%

Average Drawdown

Average peak-to-trough decline

-13.36%

-14.24%

+0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.67%

10.79%

-4.12%

Volatility

COST vs. TYT.L - Volatility Comparison

The current volatility for Costco Wholesale Corporation (COST) is 7.44%, while Toyota Motor Corp (TYT.L) has a volatility of 7.88%. This indicates that COST experiences smaller price fluctuations and is considered to be less risky than TYT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COSTTYT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

7.88%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

14.53%

21.32%

-6.79%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

31.56%

-12.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.72%

35.83%

-13.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.95%

32.23%

-10.28%

Dividends

COST vs. TYT.L - Dividend Comparison

COST's dividend yield for the trailing twelve months is around 0.55%, less than TYT.L's 3.42% 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%
TYT.L
Toyota Motor Corp
3.42%2.83%2.70%2.51%2.69%12.11%7.85%14.24%17.17%14.55%15.27%15.01%

Financials

COST vs. TYT.L - Financials Comparison

This section allows you to compare key financial metrics between Costco Wholesale Corporation and Toyota Motor Corp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00T4.00T6.00T8.00T10.00T12.00T14.00T20222023202420252026
70.53B
12.60T
(COST) Total Revenue
(TYT.L) Total Revenue
Please note, different currencies. COST values in USD, TYT.L values in JPY

COST vs. TYT.L - Profitability Comparison

The chart below illustrates the profitability comparison between Costco Wholesale Corporation and Toyota Motor Corp over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-30.0%-20.0%-10.0%0.0%10.0%20.0%20222023202420252026
-25.1%
15.1%
Portfolio components
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%.

TYT.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corp reported a gross profit of 1.91T and revenue of 12.60T. Therefore, the gross margin over that period was 15.1%.

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%.

TYT.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corp reported an operating income of 569.50B and revenue of 12.60T, resulting in an operating margin of 4.5%.

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%.

TYT.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corp reported a net income of 817.21B and revenue of 12.60T, resulting in a net margin of 6.5%.


Frequently Asked Questions


COST and TYT.L 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.

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