COST vs. USD=X
COST (Costco Wholesale Corporation) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, COST returned 22.25%/yr vs 0.00%/yr for USD=X.
Performance
COST vs. USD=X - Performance Comparison
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Returns By Period
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%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
COST vs. USD=X - 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% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
COST vs. USD=X — Risk / Return Rank
COST
USD=X
COST vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.98 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | — | — |
| Martin ratioReturn relative to average drawdown | -0.51 | — | — |
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 | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | — | — |
Drawdowns
COST vs. USD=X - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for COST and USD=X.
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Drawdown Indicators
| COST | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | 0.00% | -53.39% |
Max Drawdown (1Y)Largest decline over 1 year | -15.38% | 0.00% | -15.38% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | 0.00% | -20.74% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | 0.00% | -31.40% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | 0.00% | -31.40% |
Current DrawdownCurrent decline from peak | -10.93% | 0.00% | -10.93% |
Average DrawdownAverage peak-to-trough decline | -13.36% | 0.00% | -13.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.15% | 0.00% | +7.15% |
Volatility
COST vs. USD=X - Volatility Comparison
Costco Wholesale Corporation (COST) has a higher volatility of 7.71% compared to USD Cash (USD=X) at 0.00%. This indicates that COST's price experiences larger fluctuations and is considered to be riskier than USD=X 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=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 0.00% | +7.71% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 0.00% | +14.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.79% | 0.00% | +18.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.71% | 0.00% | +22.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.95% | 0.00% | +21.95% |
Frequently Asked Questions
COST has higher volatility (7.71%) compared to USD=X (0.00%). In terms of maximum drawdown, COST dropped -53.39% vs USD=X's 0.00%.
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