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 20.70%/yr vs 58.18%/yr for USD. At a 0.39 correlation, their price movements are largely independent.
Performance
COST vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, COST achieves a 7.19% return, which is significantly lower than USD's 81.18% return. Over the past 10 years, COST has underperformed USD with an annualized return of 20.70%, while USD has yielded a comparatively higher 58.18% annualized return.
COST
- 1D
- -0.51%
- 1M
- -6.17%
- 6M
- -1.87%
- YTD
- 7.19%
- 1Y
- -5.50%
- 3Y*
- 20.62%
- 5Y*
- 18.76%
- 10Y*
- 20.70%
USD
- 1D
- 6.38%
- 1M
- -3.04%
- 6M
- 68.72%
- YTD
- 81.18%
- 1Y
- 145.11%
- 3Y*
- 104.08%
- 5Y*
- 63.45%
- 10Y*
- 58.18%
COST vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 7.19% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
USD ProShares Ultra Semiconductors | 81.18% | 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 -0.27, 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 | -0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 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 -0.27 (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 | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -2.61 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.31 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 4.59 | -4.92 |
| Martin ratioReturn relative to average drawdown | -0.77 | 11.97 | -12.74 |
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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% | -31.80% | +15.23% |
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 | -15.77% | -16.30% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -32.25% | +18.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.21% | 12.17% | -4.96% |
Volatility
COST vs. USD - Volatility Comparison
The current volatility for Costco Wholesale Corporation (COST) is 6.80%, while ProShares Ultra Semiconductors (USD) has a volatility of 31.36%. 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 | 6.80% | 31.36% | -24.56% |
Volatility (6M)Calculated over the trailing 6-month period | 14.79% | 57.84% | -43.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.58% | 70.75% | -51.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.86% | 78.26% | -55.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.99% | 70.08% | -48.09% |
Dividends
COST vs. USD - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.58%, more than USD's 0.32% 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 | 0.32% | 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 -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (31.36%) compared to COST (6.80%). In terms of maximum drawdown, COST dropped -53.39% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (2.06 vs -0.28), 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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