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COST vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

COST vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Costco Wholesale Corporation (COST) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COST vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COST
COST Risk / Return Rank: 3232
Overall Rank
COST Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
COST Sortino Ratio Rank: 2828
Sortino Ratio Rank
COST Omega Ratio Rank: 2828
Omega Ratio Rank
COST Calmar Ratio Rank: 3535
Calmar Ratio Rank
COST Martin Ratio Rank: 3333
Martin Ratio Rank

USD=X
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. 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.


COSTUSD=XDifference
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

COST vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COSTUSD=XDifference

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


COSTUSD=XDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-10.93%

0.00%

-10.93%

Average Drawdown

Average peak-to-trough decline

-13.36%

0.00%

-13.36%

Ulcer Index

Depth 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


COSTUSD=XDifference

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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