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

Correlation

The correlation between DIOD and COST is 0.23, 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

DIOD vs. COST - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-17.23%
20.84%
DIOD
COST

Key characteristics

Sharpe Ratio

DIOD:

-0.39

COST:

2.45

Sortino Ratio

DIOD:

-0.28

COST:

3.09

Omega Ratio

DIOD:

0.97

COST:

1.43

Calmar Ratio

DIOD:

-0.32

COST:

4.62

Martin Ratio

DIOD:

-0.83

COST:

10.80

Ulcer Index

DIOD:

21.05%

COST:

4.39%

Daily Std Dev

DIOD:

44.67%

COST:

19.42%

Max Drawdown

DIOD:

-90.09%

COST:

-53.39%

Current Drawdown

DIOD:

-49.20%

COST:

-1.33%

Fundamentals

Market Cap

DIOD:

$2.65B

COST:

$471.66B

EPS

DIOD:

$0.95

COST:

$17.00

PE Ratio

DIOD:

60.12

COST:

62.50

PEG Ratio

DIOD:

0.88

COST:

6.32

Total Revenue (TTM)

DIOD:

$1.31B

COST:

$258.81B

Gross Profit (TTM)

DIOD:

$428.20M

COST:

$32.80B

EBITDA (TTM)

DIOD:

$153.39M

COST:

$12.25B

Returns By Period

In the year-to-date period, DIOD achieves a -7.39% return, which is significantly lower than COST's 16.09% return. Over the past 10 years, DIOD has underperformed COST with an annualized return of 7.35%, while COST has yielded a comparatively higher 24.06% annualized return.


DIOD

YTD

-7.39%

1M

-6.24%

6M

-17.23%

1Y

-15.90%

5Y*

3.84%

10Y*

7.35%

COST

YTD

16.09%

1M

12.78%

6M

20.84%

1Y

47.22%

5Y*

29.24%

10Y*

24.06%

*Annualized

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

DIOD vs. COST — Risk-Adjusted Performance Rank

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

DIOD
The Risk-Adjusted Performance Rank of DIOD is 2626
Overall Rank
The Sharpe Ratio Rank of DIOD is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of DIOD is 2525
Sortino Ratio Rank
The Omega Ratio Rank of DIOD is 2626
Omega Ratio Rank
The Calmar Ratio Rank of DIOD is 2727
Calmar Ratio Rank
The Martin Ratio Rank of DIOD is 2727
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9494
Overall Rank
The Sharpe Ratio Rank of COST is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 9292
Sortino Ratio Rank
The Omega Ratio Rank of COST is 9292
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9797
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DIOD vs. COST - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for DIOD, currently valued at -0.39, compared to the broader market-2.000.002.00-0.392.45
The chart of Sortino ratio for DIOD, currently valued at -0.28, compared to the broader market-4.00-2.000.002.004.006.00-0.283.09
The chart of Omega ratio for DIOD, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.43
The chart of Calmar ratio for DIOD, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.324.62
The chart of Martin ratio for DIOD, currently valued at -0.83, compared to the broader market0.0010.0020.0030.00-0.8310.80
DIOD
COST

The current DIOD Sharpe Ratio is -0.39, which is lower than the COST Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of DIOD 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.39
2.45
DIOD
COST

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 0.44%.


TTM20242023202220212020201920182017201620152014
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%
COST
Costco Wholesale Corporation
0.44%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-49.20%
-1.33%
DIOD
COST

Volatility

DIOD vs. COST - Volatility Comparison

Diodes Incorporated (DIOD) has a higher volatility of 12.66% compared to Costco Wholesale Corporation (COST) at 5.21%. 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
12.66%
5.21%
DIOD
COST

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.


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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