COST vs. USD
COST (Costco Wholesale Corporation) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, COST returned 20.97%/yr vs 55.47%/yr for USD. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
COST vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, COST achieves a 10.40% return, which is significantly lower than USD's 71.41% return. Over the past 10 years, COST has underperformed USD with an annualized return of 20.97%, while USD has yielded a comparatively higher 55.47% annualized return.
COST
- 1D
- -0.65%
- 1M
- -0.24%
- 6M
- -2.78%
- YTD
- 10.40%
- 1Y
- -0.21%
- 3Y*
- 21.42%
- 5Y*
- 17.68%
- 10Y*
- 20.97%
- ALL TIME*
- 16.96%
USD
- 1D
- 10.39%
- 1M
- 2.58%
- 6M
- 64.91%
- YTD
- 71.41%
- 1Y
- 106.91%
- 3Y*
- 102.00%
- 5Y*
- 57.55%
- 10Y*
- 55.47%
- ALL TIME*
- 28.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.94B | $2.08B | $2.35B | |
| $73.98M | $71.11M | $96.07M |
COST vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 10.40% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
USD ProShares Ultra Semiconductors | 71.41% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between COST and USD is -0.29, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.39 |
The correlation between COST and USD shifts across timeframes, from -0.29 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COST vs. USD — Risk / Return Rank
COST
USD
COST vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and ProShares Ultra Semiconductors (USD). 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 | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.25 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 2.73 | -2.75 |
| Martin ratioReturn relative to average drawdown | -0.03 | 7.78 | -7.80 |
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Drawdowns
COST vs. USD - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for COST and USD.
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Drawdown Indicators
| COST | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -88.63% | +35.24% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -39.33% | +22.76% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -64.46% | +43.72% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -77.85% | +46.45% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | -77.85% | +46.45% |
Current DrawdownCurrent decline from peak | -13.25% | -20.81% | +7.56% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -32.23% | +18.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.89% | 13.80% | -5.91% |
Volatility
COST vs. USD - Volatility Comparison
The current volatility for Costco Wholesale Corporation (COST) is 6.79%, while ProShares Ultra Semiconductors (USD) has a volatility of 29.12%. This indicates that COST experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COST | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.79% | 29.12% | -22.33% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 61.81% | -47.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.88% | 74.29% | -54.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.93% | 78.90% | -55.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.04% | 70.46% | -48.42% |
Dividends
COST vs. USD - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.58%, more than USD's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.58% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
USD ProShares Ultra Semiconductors | 0.34% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
COST and USD have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (29.12%) compared to COST (6.79%). In terms of maximum drawdown, COST dropped -53.39% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (1.45 vs -0.01), 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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