PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DJCO vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DJCO and COST is 0.08, 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.


-0.50.00.51.00.1

Performance

DJCO vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Daily Journal Corporation (DJCO) 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%SeptemberOctoberNovemberDecember2025February
-5.06%
22.39%
DJCO
COST

Key characteristics

Sharpe Ratio

DJCO:

0.68

COST:

2.47

Sortino Ratio

DJCO:

1.21

COST:

3.11

Omega Ratio

DJCO:

1.14

COST:

1.44

Calmar Ratio

DJCO:

0.83

COST:

4.64

Martin Ratio

DJCO:

3.16

COST:

10.85

Ulcer Index

DJCO:

8.85%

COST:

4.39%

Daily Std Dev

DJCO:

40.87%

COST:

19.32%

Max Drawdown

DJCO:

-53.80%

COST:

-53.39%

Current Drawdown

DJCO:

-31.36%

COST:

-0.57%

Fundamentals

Market Cap

DJCO:

$571.19M

COST:

$466.53B

EPS

DJCO:

$55.39

COST:

$16.91

PE Ratio

DJCO:

7.31

COST:

61.73

PEG Ratio

DJCO:

0.00

COST:

6.32

Total Revenue (TTM)

DJCO:

$53.94M

COST:

$258.81B

Gross Profit (TTM)

DJCO:

$11.37M

COST:

$32.80B

EBITDA (TTM)

DJCO:

$70.19M

COST:

$12.25B

Returns By Period

In the year-to-date period, DJCO achieves a -28.71% return, which is significantly lower than COST's 14.05% return. Over the past 10 years, DJCO has underperformed COST with an annualized return of 8.46%, while COST has yielded a comparatively higher 23.81% annualized return.


DJCO

YTD

-28.71%

1M

-27.36%

6M

-5.06%

1Y

26.87%

5Y*

8.08%

10Y*

8.46%

COST

YTD

14.05%

1M

12.68%

6M

22.39%

1Y

44.93%

5Y*

29.41%

10Y*

23.81%

*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

DJCO vs. COST — Risk-Adjusted Performance Rank

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

DJCO
The Risk-Adjusted Performance Rank of DJCO is 6868
Overall Rank
The Sharpe Ratio Rank of DJCO is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of DJCO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of DJCO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of DJCO is 7575
Calmar Ratio Rank
The Martin Ratio Rank of DJCO is 7373
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 9898
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.

DJCO vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Daily Journal Corporation (DJCO) 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 DJCO, currently valued at 0.68, compared to the broader market-2.000.002.004.000.682.47
The chart of Sortino ratio for DJCO, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.213.11
The chart of Omega ratio for DJCO, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.44
The chart of Calmar ratio for DJCO, currently valued at 0.83, compared to the broader market0.002.004.006.000.834.64
The chart of Martin ratio for DJCO, currently valued at 3.16, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.003.1610.85
DJCO
COST

The current DJCO Sharpe Ratio is 0.68, which is lower than the COST Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of DJCO 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 Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
0.68
2.47
DJCO
COST

Dividends

DJCO vs. COST - Dividend Comparison

DJCO has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.44%.


TTM20242023202220212020201920182017201620152014
DJCO
Daily Journal Corporation
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

DJCO vs. COST - Drawdown Comparison

The maximum DJCO drawdown since its inception was -53.80%, roughly equal to the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for DJCO 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%SeptemberOctoberNovemberDecember2025February
-31.36%
-0.57%
DJCO
COST

Volatility

DJCO vs. COST - Volatility Comparison

Daily Journal Corporation (DJCO) has a higher volatility of 12.32% compared to Costco Wholesale Corporation (COST) at 5.47%. This indicates that DJCO'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%SeptemberOctoberNovemberDecember2025February
12.32%
5.47%
DJCO
COST

Financials

DJCO vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Daily Journal Corporation 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab