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

Correlation

The correlation between CRUS and COST is 0.26, 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.


-0.50.00.51.00.3

Performance

CRUS vs. COST - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%JulyAugustSeptemberOctoberNovemberDecember
556.79%
15,426.72%
CRUS
COST

Key characteristics

Sharpe Ratio

CRUS:

0.51

COST:

2.38

Sortino Ratio

CRUS:

1.02

COST:

2.96

Omega Ratio

CRUS:

1.12

COST:

1.42

Calmar Ratio

CRUS:

0.63

COST:

4.37

Martin Ratio

CRUS:

1.51

COST:

11.30

Ulcer Index

CRUS:

13.03%

COST:

3.98%

Daily Std Dev

CRUS:

38.85%

COST:

18.85%

Max Drawdown

CRUS:

-97.48%

COST:

-53.39%

Current Drawdown

CRUS:

-31.25%

COST:

-4.01%

Fundamentals

Market Cap

CRUS:

$5.49B

COST:

$435.99B

EPS

CRUS:

$5.88

COST:

$16.98

PE Ratio

CRUS:

17.57

COST:

57.84

PEG Ratio

CRUS:

8.09

COST:

5.99

Total Revenue (TTM)

CRUS:

$1.91B

COST:

$258.81B

Gross Profit (TTM)

CRUS:

$983.58M

COST:

$32.80B

EBITDA (TTM)

CRUS:

$456.32M

COST:

$12.25B

Returns By Period

In the year-to-date period, CRUS achieves a 20.40% return, which is significantly lower than COST's 45.49% return. Over the past 10 years, CRUS has underperformed COST with an annualized return of 15.51%, while COST has yielded a comparatively higher 23.51% annualized return.


CRUS

YTD

20.40%

1M

-0.42%

6M

-19.78%

1Y

22.22%

5Y*

4.35%

10Y*

15.51%

COST

YTD

45.49%

1M

2.65%

6M

11.01%

1Y

48.60%

5Y*

28.73%

10Y*

23.51%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CRUS vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cirrus Logic, Inc. (CRUS) 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 CRUS, currently valued at 0.51, compared to the broader market-4.00-2.000.002.000.512.38
The chart of Sortino ratio for CRUS, currently valued at 1.02, compared to the broader market-4.00-2.000.002.004.001.022.96
The chart of Omega ratio for CRUS, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.42
The chart of Calmar ratio for CRUS, currently valued at 0.63, compared to the broader market0.002.004.006.000.634.37
The chart of Martin ratio for CRUS, currently valued at 1.51, compared to the broader market0.0010.0020.001.5111.30
CRUS
COST

The current CRUS Sharpe Ratio is 0.51, which is lower than the COST Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of CRUS 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.51
2.38
CRUS
COST

Dividends

CRUS vs. COST - Dividend Comparison

CRUS has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 2.04%.


TTM20232022202120202019201820172016201520142013
CRUS
Cirrus Logic, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
2.04%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

CRUS vs. COST - Drawdown Comparison

The maximum CRUS drawdown since its inception was -97.48%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for CRUS and COST. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-31.25%
-4.01%
CRUS
COST

Volatility

CRUS vs. COST - Volatility Comparison

Cirrus Logic, Inc. (CRUS) has a higher volatility of 8.15% compared to Costco Wholesale Corporation (COST) at 4.85%. This indicates that CRUS'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%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
8.15%
4.85%
CRUS
COST

Financials

CRUS vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Cirrus Logic, Inc. 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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