COST vs. XLP
Compare and contrast key facts about Costco Wholesale Corporation (COST) and Consumer Staples Select Sector SPDR Fund (XLP).
XLP is a passively managed fund by State Street that tracks the performance of the Consumer Staples Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COST or XLP.
Key characteristics
| COST | XLP | |
|---|---|---|
| YTD Return | 13.05% | 6.12% |
| 1Y Return | 56.22% | 2.13% |
| 3Y Return (Ann) | 27.48% | 5.57% |
| 5Y Return (Ann) | 27.17% | 8.60% |
| 10Y Return (Ann) | 23.44% | 8.51% |
| Sharpe Ratio | 3.14 | 0.18 |
| Daily Std Dev | 18.01% | 10.49% |
| Max Drawdown | -70.95% | -35.89% |
| Current Drawdown | -5.15% | -0.63% |
Correlation
The correlation between COST and XLP is 0.51, 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.
Performance
COST vs. XLP - Performance Comparison
In the year-to-date period, COST achieves a 13.05% return, which is significantly higher than XLP's 6.12% return. Over the past 10 years, COST has outperformed XLP with an annualized return of 23.44%, while XLP has yielded a comparatively lower 8.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
COST vs. XLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and Consumer Staples Select Sector SPDR Fund (XLP). 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.
Dividends
COST vs. XLP - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 2.58%, less than XLP's 2.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 2.58% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
XLP Consumer Staples Select Sector SPDR Fund | 2.77% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
Drawdowns
COST vs. XLP - Drawdown Comparison
The maximum COST drawdown since its inception was -70.95%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for COST and XLP. For additional features, visit the drawdowns tool.
Volatility
COST vs. XLP - Volatility Comparison
Costco Wholesale Corporation (COST) has a higher volatility of 3.89% compared to Consumer Staples Select Sector SPDR Fund (XLP) at 2.48%. This indicates that COST's price experiences larger fluctuations and is considered to be riskier than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.