COST vs. WMT
COST (Costco Wholesale Corporation) and WMT (Walmart Inc.) are both stocks. Both operate in the Discount Stores industry within the Consumer Defensive sector. Over the past 10 years, COST returned 21.24%/yr vs 18.63%/yr for WMT. Their 0.49 correlation means their historical movements had little consistent relationship.
Performance
COST vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, COST achieves a 12.58% return, which is significantly higher than WMT's 1.92% return. Over the past 10 years, COST has outperformed WMT with an annualized return of 21.24%, while WMT has yielded a comparatively lower 18.63% annualized return.
COST
- 1D
- 1.58%
- 1M
- 1.64%
- 6M
- 0.06%
- YTD
- 12.58%
- 1Y
- 4.24%
- 3Y*
- 21.39%
- 5Y*
- 19.12%
- 10Y*
- 21.24%
- ALL TIME*
- 17.04%
WMT
- 1D
- 1.22%
- 1M
- -2.24%
- 6M
- -2.90%
- YTD
- 1.92%
- 1Y
- 16.84%
- 3Y*
- 29.90%
- 5Y*
- 20.52%
- 10Y*
- 18.63%
- ALL TIME*
- 18.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.96B | $2.19B | $2.34B | |
WMT Walmart Inc. | $2.38B | $2.45B | $2.68B |
COST vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 12.58% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
WMT Walmart Inc. | 1.92% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between COST and WMT is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 1993 | 0.49 |
The correlation between COST and WMT shifts across timeframes, from 0.49 (all time) to 0.65 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
COST:
$428.66B
WMT:
$900.06B
COST:
$26.51
WMT:
$2.88
COST:
36.47
WMT:
39.29
COST:
2.85
WMT:
2.57
COST:
1.10
WMT:
1.25
COST:
$293.59B
WMT:
$725.31B
COST:
$11.12B
WMT:
$181.16B
COST:
$12.48B
WMT:
$44.32B
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Return for Risk
COST vs. WMT — Risk / Return Rank
COST
WMT
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.
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 | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.14 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | 0.88 | -0.62 |
| Martin ratioReturn relative to average drawdown | 0.55 | 2.35 | -1.80 |
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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.
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Drawdown Indicators
| COST | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -77.14% | +23.75% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -19.23% | +2.66% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -21.93% | +1.19% |
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 DrawdownCurrent decline from peak | -11.53% | -15.72% | +4.19% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -14.63% | +1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.69% | 7.17% | +0.52% |
Volatility
COST vs. WMT - Volatility Comparison
Costco Wholesale Corporation (COST) and Walmart Inc. (WMT) have volatilities of 7.23% and 7.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COST | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 7.51% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 15.04% | 19.41% | -4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.86% | 24.62% | -4.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.92% | 21.93% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.03% | 21.89% | +0.14% |
Dividends
COST vs. WMT - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.71%, less than WMT's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.71% | 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. | 0.85% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
COST vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Costco Wholesale Corporation and Walmart Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
COST vs. WMT - Profitability Comparison
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
WMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Walmart Inc. reported a gross profit of 44.69B and revenue of 177.75B. Therefore, the gross margin over that period was 25.1%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
WMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Walmart Inc. reported an operating income of 7.49B and revenue of 177.75B, resulting in an operating margin of 4.2%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
WMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Walmart Inc. reported a net income of 5.65B and revenue of 177.75B, resulting in a net margin of 3.2%.
Frequently Asked Questions
COST and WMT have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMT has higher volatility (7.51%) compared to COST (7.23%). In terms of maximum drawdown, COST dropped -53.39% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (0.69 vs 0.21), 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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