COSW vs. COST

Last updated Jun 26, 2026

COSW (Roundhill COST WeeklyPay ETF) is Derivative Income fund actively managed by Roundhill, while COST (Costco Wholesale Corporation) is a stock. With a 0.98 correlation, they move nearly in lockstep.

Performance

COSW vs. COST - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with COSW having a 9.49% return and COST slightly higher at 9.57%.

COSW

• 1D: -2.05%
• 1M: -7.53%
• YTD: 9.49%
• 6M: 7.99%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COST

• 1D: -1.96%
• 1M: -6.05%
• YTD: 9.57%
• 6M: 8.38%
• 1Y: -3.95%
• 3Y*: 23.28%
• 5Y*: 20.31%
• 10Y*: 21.89%

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

COSW vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025
COSW Roundhill COST WeeklyPay ETF	9.49%	-10.48%
COST Costco Wholesale Corporation	9.57%	-8.59%

Correlation

The correlation between COSW and COST is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025	0.98

Return for Risk

COSW vs. COST — Risk / Return Rank

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

COSW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

COST

COST Risk / Return Rank: 32
COST Sharpe Ratio Rank: 35
COST Sortino Ratio Rank: 29
COST Omega Ratio Rank: 29
COST Calmar Ratio Rank: 35
COST Martin Ratio Rank: 33

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.

COSW vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and Costco Wholesale Corporation (COST). 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.

	COSW	COST	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.21	—
Sortino ratio: Return per unit of downside risk	—	-0.17	—
Omega ratio: Gain probability vs. loss probability	—	0.98	—
Calmar ratio: Return relative to maximum drawdown	—	-0.28	—
Martin ratio: Return relative to average drawdown	—	-0.61	—

Drawdowns

COSW vs. COST - Drawdown Comparison

The maximum COSW drawdown since its inception was -16.63%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for COSW and COST.

Drawdown Indicators

	COSW	COST	Difference
Max Drawdown Largest peak-to-trough decline	-16.63%	-53.39%	+36.76%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.42%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.74%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.40%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.40%	—
Current Drawdown Current decline from peak	-16.63%	-13.90%	-2.73%
Average Drawdown Average peak-to-trough decline	-5.01%	-13.36%	+8.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.53%	—

Volatility

Volatility by Period

	COSW	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.00%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.61%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.50%	18.87%	+6.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.50%	22.75%	+2.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.50%	21.97%	+3.53%

Dividends

COSW vs. COST - Dividend Comparison

COSW's dividend yield for the trailing twelve months is around 20.02%, more than COST's 0.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.57%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
COSW Roundhill COST WeeklyPay ETF	20.02%	4.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both COSW and COST in my portfolio?

With a correlation of 0.98, COSW and COST move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.