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CRH vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CRH and COST is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

CRH vs. COST - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
30.17%
12.38%
CRH
COST

Key characteristics

Sharpe Ratio

CRH:

1.51

COST:

2.51

Sortino Ratio

CRH:

2.17

COST:

3.11

Omega Ratio

CRH:

1.26

COST:

1.45

Calmar Ratio

CRH:

2.38

COST:

4.56

Martin Ratio

CRH:

6.70

COST:

11.72

Ulcer Index

CRH:

6.05%

COST:

4.00%

Daily Std Dev

CRH:

26.89%

COST:

18.67%

Max Drawdown

CRH:

-65.58%

COST:

-53.39%

Current Drawdown

CRH:

-8.34%

COST:

-3.61%

Fundamentals

Market Cap

CRH:

$65.93B

COST:

$435.99B

EPS

CRH:

$4.99

COST:

$16.98

PE Ratio

CRH:

19.49

COST:

57.84

PEG Ratio

CRH:

1.93

COST:

5.99

Total Revenue (TTM)

CRH:

$25.59B

COST:

$258.81B

Gross Profit (TTM)

CRH:

$8.86B

COST:

$32.80B

EBITDA (TTM)

CRH:

$4.23B

COST:

$12.25B

Returns By Period

In the year-to-date period, CRH achieves a 38.72% return, which is significantly lower than COST's 46.11% return. Over the past 10 years, CRH has underperformed COST with an annualized return of 17.64%, while COST has yielded a comparatively higher 23.55% annualized return.


CRH

YTD

38.72%

1M

-6.56%

6M

30.17%

1Y

40.53%

5Y*

22.06%

10Y*

17.64%

COST

YTD

46.11%

1M

-0.54%

6M

12.38%

1Y

46.87%

5Y*

28.75%

10Y*

23.55%

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Risk-Adjusted Performance

CRH vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CRH plc (CRH) 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.


Sharpe ratio
The chart of Sharpe ratio for CRH, currently valued at 1.51, compared to the broader market-4.00-2.000.002.001.512.51
The chart of Sortino ratio for CRH, currently valued at 2.17, compared to the broader market-4.00-2.000.002.004.002.173.11
The chart of Omega ratio for CRH, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.45
The chart of Calmar ratio for CRH, currently valued at 2.38, compared to the broader market0.002.004.006.002.384.56
The chart of Martin ratio for CRH, currently valued at 6.70, compared to the broader market0.0010.0020.006.7011.72
CRH
COST

The current CRH Sharpe Ratio is 1.51, which is lower than the COST Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of CRH and COST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
1.51
2.51
CRH
COST

Dividends

CRH vs. COST - Dividend Comparison

CRH's dividend yield for the trailing twelve months is around 1.11%, less than COST's 2.03% yield.


TTM20232022202120202019201820172016201520142013
CRH
CRH plc
1.11%3.41%3.07%2.20%2.17%2.02%3.15%1.99%2.02%2.40%3.54%3.22%
COST
Costco Wholesale Corporation
2.03%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

CRH vs. COST - Drawdown Comparison

The maximum CRH drawdown since its inception was -65.58%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for CRH and COST. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.34%
-3.61%
CRH
COST

Volatility

CRH vs. COST - Volatility Comparison

CRH plc (CRH) has a higher volatility of 5.44% compared to Costco Wholesale Corporation (COST) at 3.89%. This indicates that CRH's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.44%
3.89%
CRH
COST

Financials

CRH vs. COST - Financials Comparison

This section allows you to compare key financial metrics between CRH plc and Costco Wholesale Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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