COST vs. WMT

Last updated Apr 1, 2026

Compare and contrast key facts about Costco Wholesale Corporation (COST) and Walmart Inc. (WMT).

Performance

COST vs. WMT - Performance Comparison

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

COST vs. WMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COST Costco Wholesale Corporation	15.71%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%
WMT Walmart Inc.	11.78%	24.49%	73.99%	12.88%	-0.46%	1.97%	23.32%	30.16%	-3.43%	46.56%

Fundamentals

EPS COST : $25.63 WMT : $2.73
PE Ratio COST : 38.87 WMT : 45.54
PEG Ratio COST : 3.04 WMT : 2.97
PS Ratio COST : 1.16 WMT : 1.40
Total Revenue (TTM) COST : $286.27B WMT : $713.16B
Gross Profit (TTM) COST : $19.33B WMT : $177.77B
EBITDA (TTM) COST : $12.73B WMT : $48.50B

Returns By Period

In the year-to-date period, COST achieves a 15.71% return, which is significantly higher than WMT's 11.78% return. Over the past 10 years, COST has outperformed WMT with an annualized return of 22.28%, while WMT has yielded a comparatively lower 20.48% annualized return.

COST

• 1D: -0.02%
• 1M: -1.42%
• YTD: 15.71%
• 6M: 7.95%
• 1Y: 5.93%
• 3Y*: 27.83%
• 5Y*: 24.28%
• 10Y*: 22.28%

WMT

• 1D: 0.63%
• 1M: -2.67%
• YTD: 11.78%
• 6M: 21.08%
• 1Y: 42.82%
• 3Y*: 37.81%
• 5Y*: 24.04%
• 10Y*: 20.48%

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

Return for Risk

COST vs. WMT — Risk / Return Rank

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

COST

COST Risk / Return Rank: 49
COST Sharpe Ratio Rank: 53
COST Sortino Ratio Rank: 45
COST Omega Ratio Rank: 44
COST Calmar Ratio Rank: 52
COST Martin Ratio Rank: 52

WMT

WMT Risk / Return Rank: 90
WMT Sharpe Ratio Rank: 89
WMT Sortino Ratio Rank: 89
WMT Omega Ratio Rank: 86
WMT Calmar Ratio Rank: 92
WMT Martin Ratio Rank: 92

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. WMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and Walmart Inc. (WMT). 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	WMT	Difference
Sharpe ratio Return per unit of total volatility	0.30	1.78	-1.48
Sortino ratio Return per unit of downside risk	0.57	2.72	-2.15
Omega ratio Gain probability vs. loss probability	1.07	1.34	-0.27
Calmar ratio Return relative to maximum drawdown	0.40	4.33	-3.92
Martin ratio Return relative to average drawdown	0.80	11.97	-11.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COST vs. WMT - Sharpe Ratio Comparison

The current COST Sharpe Ratio is 0.30, which is lower than the WMT Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of COST and WMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	COST	WMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	1.78	-1.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.08	1.15	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.02	0.95	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.64	-0.05

Correlation

The correlation between COST and WMT is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

COST vs. WMT - Dividend Comparison

COST's dividend yield for the trailing twelve months is around 0.52%, less than WMT's 0.77% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.52%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
WMT Walmart Inc.	0.77%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%

Drawdowns

COST vs. WMT - Drawdown Comparison

The maximum COST drawdown since its inception was -53.39%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for COST and WMT.

Drawdown Indicators

	COST	WMT	Difference
Max Drawdown Largest peak-to-trough decline	-53.39%	-77.14%	+23.75%
Max Drawdown (1Y) Largest decline over 1 year	-19.35%	-10.92%	-8.43%
Max Drawdown (5Y) Largest decline over 5 years	-31.40%	-25.74%	-5.66%
Max Drawdown (10Y) Largest decline over 10 years	-31.40%	-25.74%	-5.66%
Current Drawdown Current decline from peak	-6.96%	-6.99%	+0.03%
Average Drawdown Average peak-to-trough decline	-13.40%	-14.66%	+1.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.67%	3.95%	+5.72%

Volatility

COST vs. WMT - Volatility Comparison

The current volatility for Costco Wholesale Corporation (COST) is 4.41%, while Walmart Inc. (WMT) has a volatility of 5.96%. This indicates that COST experiences smaller price fluctuations and is considered to be less risky than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COST	WMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.41%	5.96%	-1.55%
Volatility (6M) Calculated over the trailing 6-month period	13.36%	17.03%	-3.67%
Volatility (1Y) Calculated over the trailing 1-year period	20.15%	24.35%	-4.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.51%	21.09%	+1.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.90%	21.70%	+0.20%

Financials

COST vs. WMT - Profitability Comparison

The chart below illustrates the profitability comparison between Costco Wholesale Corporation and Walmart Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

COST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported a gross profit of -8.80B and revenue of 69.60B. Therefore, the gross margin over that period was -12.6%.

WMT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Walmart Inc. reported a gross profit of 47.04B and revenue of 190.66B. Therefore, the gross margin over that period was 24.7%.

COST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported an operating income of 2.61B and revenue of 69.60B, resulting in an operating margin of 3.7%.

WMT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Walmart Inc. reported an operating income of 8.71B and revenue of 190.66B, resulting in an operating margin of 4.6%.

COST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported a net income of 2.04B and revenue of 69.60B, resulting in a net margin of 2.9%.

WMT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Walmart Inc. reported a net income of 4.24B and revenue of 190.66B, resulting in a net margin of 2.2%.