DIOD vs. COST
DIOD (Diodes Incorporated) and COST (Costco Wholesale Corporation) are both stocks. DIOD operates in Semiconductors (Technology), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, DIOD returned 21.04%/yr vs 21.90%/yr for COST. At a 0.22 correlation, their price movements are largely independent.
Performance
DIOD vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, DIOD achieves a 148.80% return, which is significantly higher than COST's 10.63% return. Both investments have delivered pretty close results over the past 10 years, with DIOD having a 21.04% annualized return and COST not far ahead at 21.90%.
DIOD
- 1D
- 2.76%
- 1M
- 23.19%
- YTD
- 148.80%
- 6M
- 142.75%
- 1Y
- 140.71%
- 3Y*
- 12.76%
- 5Y*
- 9.96%
- 10Y*
- 21.04%
COST
- 1D
- -0.01%
- 1M
- -7.48%
- YTD
- 10.63%
- 6M
- 12.24%
- 1Y
- -2.41%
- 3Y*
- 23.60%
- 5Y*
- 20.70%
- 10Y*
- 21.90%
DIOD vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIOD Diodes Incorporated | 148.80% | -19.99% | -23.41% | 5.75% | -30.66% | 55.76% | 25.07% | 74.74% | 12.52% | 11.69% |
COST Costco Wholesale Corporation | 10.63% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between DIOD and COST is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 1993 | 0.22 |
The correlation between DIOD and COST shifts across timeframes, from -0.07 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DIOD:
$1.85
COST:
$26.51
DIOD:
66.48
COST:
35.89
DIOD:
3.66
COST:
1.08
DIOD:
$1.56B
COST:
$293.59B
DIOD:
$486.53M
COST:
$11.12B
DIOD:
$216.64M
COST:
$12.48B
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Return for Risk
DIOD vs. COST — Risk / Return Rank
DIOD
COST
DIOD vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diodes Incorporated (DIOD) 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.
| DIOD | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.56 | ||
| Sortino ratioReturn per unit of downside risk | +3.14 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.99 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 5.16 | -0.16 | +5.32 |
| Martin ratioReturn relative to average drawdown | 13.10 | -0.35 | +13.45 |
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Drawdowns
DIOD vs. COST - Drawdown Comparison
The maximum DIOD drawdown since its inception was -90.09%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for DIOD and COST.
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Drawdown Indicators
| DIOD | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.09% | -53.39% | -36.70% |
Max Drawdown (1Y)Largest decline over 1 year | -27.44% | -15.14% | -12.30% |
Max Drawdown (3Y)Largest decline over 3 years | -64.19% | -20.74% | -43.45% |
Max Drawdown (5Y)Largest decline over 5 years | -69.52% | -31.40% | -38.12% |
Max Drawdown (10Y)Largest decline over 10 years | -69.52% | -31.40% | -38.12% |
Current DrawdownCurrent decline from peak | 0.00% | -13.06% | +13.06% |
Average DrawdownAverage peak-to-trough decline | -33.30% | -13.36% | -19.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.78% | 6.86% | +3.92% |
Volatility
DIOD vs. COST - Volatility Comparison
Diodes Incorporated (DIOD) has a higher volatility of 23.49% compared to Costco Wholesale Corporation (COST) at 6.51%. This indicates that DIOD'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.
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Volatility by Period
| DIOD | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.49% | 6.51% | +16.98% |
Volatility (6M)Calculated over the trailing 6-month period | 45.88% | 14.49% | +31.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.36% | 18.95% | +39.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.09% | 22.73% | +24.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.60% | 21.98% | +21.62% |
Dividends
DIOD vs. COST - Dividend Comparison
DIOD has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.56% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
DIOD Diodes Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
DIOD vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Diodes Incorporated 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.
Total Revenue: Total amount of money received from sales and other business activities
DIOD vs. COST - Profitability Comparison
DIOD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Diodes Incorporated reported a gross profit of 128.79M and revenue of 405.47M. Therefore, the gross margin over that period was 31.8%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
DIOD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Diodes Incorporated reported an operating income of 19.77M and revenue of 405.47M, resulting in an operating margin of 4.9%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
DIOD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Diodes Incorporated reported a net income of 14.96M and revenue of 405.47M, resulting in a net margin of 3.7%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
Frequently Asked Questions
DIOD and COST have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIOD has higher volatility (23.49%) compared to COST (6.51%). In terms of maximum drawdown, DIOD dropped -90.09% vs COST's -53.39%.
DIOD currently has the higher Sharpe Ratio (2.43 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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