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

Correlation

The correlation between DBX and COST is 0.29, 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

DBX vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dropbox, Inc. (DBX) 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%50.00%JulyAugustSeptemberOctoberNovemberDecember
39.97%
12.17%
DBX
COST

Key characteristics

Sharpe Ratio

DBX:

-0.06

COST:

2.43

Sortino Ratio

DBX:

0.15

COST:

3.01

Omega Ratio

DBX:

1.03

COST:

1.43

Calmar Ratio

DBX:

-0.04

COST:

4.45

Martin Ratio

DBX:

-0.08

COST:

11.50

Ulcer Index

DBX:

24.97%

COST:

3.97%

Daily Std Dev

DBX:

34.68%

COST:

18.82%

Max Drawdown

DBX:

-62.64%

COST:

-53.39%

Current Drawdown

DBX:

-30.14%

COST:

-3.01%

Fundamentals

Market Cap

DBX:

$9.29B

COST:

$435.99B

EPS

DBX:

$1.73

COST:

$16.98

PE Ratio

DBX:

17.80

COST:

57.84

PEG Ratio

DBX:

2.54

COST:

5.99

Total Revenue (TTM)

DBX:

$2.54B

COST:

$258.81B

Gross Profit (TTM)

DBX:

$2.09B

COST:

$32.80B

EBITDA (TTM)

DBX:

$551.30M

COST:

$12.25B

Returns By Period

In the year-to-date period, DBX achieves a -0.47% return, which is significantly lower than COST's 47.01% return.


DBX

YTD

-0.47%

1M

11.22%

6M

41.33%

1Y

-2.56%

5Y*

10.47%

10Y*

N/A

COST

YTD

47.01%

1M

4.92%

6M

11.10%

1Y

46.43%

5Y*

29.02%

10Y*

23.77%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

DBX vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dropbox, Inc. (DBX) 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 DBX, currently valued at -0.06, compared to the broader market-4.00-2.000.002.00-0.062.43
The chart of Sortino ratio for DBX, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.000.153.01
The chart of Omega ratio for DBX, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.43
The chart of Calmar ratio for DBX, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.044.45
The chart of Martin ratio for DBX, currently valued at -0.08, compared to the broader market0.0010.0020.00-0.0811.50
DBX
COST

The current DBX Sharpe Ratio is -0.06, which is lower than the COST Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of DBX 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.06
2.43
DBX
COST

Dividends

DBX vs. COST - Dividend Comparison

DBX has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 2.02%.


TTM20232022202120202019201820172016201520142013
DBX
Dropbox, 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
2.02%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

DBX vs. COST - Drawdown Comparison

The maximum DBX drawdown since its inception was -62.64%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for DBX and COST. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.14%
-3.01%
DBX
COST

Volatility

DBX vs. COST - Volatility Comparison

Dropbox, Inc. (DBX) has a higher volatility of 9.53% compared to Costco Wholesale Corporation (COST) at 4.79%. This indicates that DBX'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%JulyAugustSeptemberOctoberNovemberDecember
9.53%
4.79%
DBX
COST

Financials

DBX vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Dropbox, 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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