COST vs. UTES
COST (Costco Wholesale Corporation) is a stock, while UTES (Virtus Reaves Utilities ETF) is Utilities Equities fund actively managed by Virtus Investment Partners. Over the past 10 years, COST returned 20.64%/yr vs 12.29%/yr for UTES. At a 0.28 correlation, their price movements are largely independent.
Performance
COST vs. UTES - Performance Comparison
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Returns By Period
In the year-to-date period, COST achieves a 6.55% return, which is significantly higher than UTES's 3.96% return. Over the past 10 years, COST has outperformed UTES with an annualized return of 20.64%, while UTES has yielded a comparatively lower 12.29% annualized return.
COST
- 1D
- 0.36%
- 1M
- -6.09%
- 6M
- -0.65%
- YTD
- 6.55%
- 1Y
- -5.04%
- 3Y*
- 21.66%
- 5Y*
- 18.59%
- 10Y*
- 20.64%
UTES
- 1D
- 0.64%
- 1M
- 5.30%
- 6M
- 4.37%
- YTD
- 3.96%
- 1Y
- 9.77%
- 3Y*
- 23.62%
- 5Y*
- 16.54%
- 10Y*
- 12.29%
COST vs. UTES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 6.55% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
UTES Virtus Reaves Utilities ETF | 3.96% | 25.71% | 45.35% | -2.46% | 0.80% | 20.74% | -0.30% | 25.48% | 5.14% | 14.21% |
Correlation
The correlation between COST and UTES is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2015 | 0.28 |
The correlation between COST and UTES shifts across timeframes, from -0.01 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
COST vs. UTES — Risk / Return Rank
COST
UTES
COST vs. UTES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and Virtus Reaves Utilities ETF (UTES). 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 | UTES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.10 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 0.75 | -1.05 |
| Martin ratioReturn relative to average drawdown | -0.71 | 1.60 | -2.31 |
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Drawdowns
COST vs. UTES - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, which is greater than UTES's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for COST and UTES.
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Drawdown Indicators
| COST | UTES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -35.39% | -18.00% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -13.88% | -2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -17.62% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -20.40% | -11.00% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | -35.39% | +3.99% |
Current DrawdownCurrent decline from peak | -16.27% | -5.74% | -10.53% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -5.53% | -7.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.07% | 6.46% | +0.61% |
Volatility
COST vs. UTES - Volatility Comparison
Costco Wholesale Corporation (COST) has a higher volatility of 6.92% compared to Virtus Reaves Utilities ETF (UTES) at 5.70%. This indicates that COST's price experiences larger fluctuations and is considered to be riskier than UTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COST | UTES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 5.70% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 16.60% | -1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.57% | 21.55% | -1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.85% | 20.68% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.98% | 20.21% | +1.77% |
Dividends
COST vs. UTES - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.59%, less than UTES's 1.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.59% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
UTES Virtus Reaves Utilities ETF | 1.46% | 1.42% | 1.51% | 2.44% | 2.13% | 1.94% | 2.09% | 1.84% | 2.09% | 3.44% | 3.53% | 0.61% |
Frequently Asked Questions
COST and UTES have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (6.92%) compared to UTES (5.70%). In terms of maximum drawdown, COST dropped -53.39% vs UTES's -35.39%.
UTES currently has the higher Sharpe Ratio (0.48 vs -0.26), 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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