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DOO vs. COST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DOO vs. COST - Performance Comparison

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

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Returns By Period

In the year-to-date period, DOO achieves a -12.11% return, which is significantly lower than COST's 10.87% return. Over the past 10 years, DOO has underperformed COST with an annualized return of 15.02%, while COST has yielded a comparatively higher 21.10% annualized return.


DOO

1D
-0.90%
1M
6.85%
6M
-17.49%
YTD
-12.11%
1Y
27.04%
3Y*
-11.33%
5Y*
-4.97%
10Y*
15.02%
ALL TIME*
7.56%

COST

1D
-0.24%
1M
0.18%
6M
1.55%
YTD
10.87%
1Y
0.52%
3Y*
21.34%
5Y*
18.51%
10Y*
21.10%
ALL TIME*
16.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.83B$2.11B$2.34B
$13.72M$13.50M$14.70M

DOO vs. COST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DOO
BRP Inc
-12.11%41.18%-28.32%-5.37%-12.35%33.74%44.98%77.45%-29.76%75.41%
COST
Costco Wholesale Corporation
10.87%-5.39%39.62%49.00%-19.05%51.82%32.67%45.70%10.60%22.37%

Correlation

The correlation between DOO and COST is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.04

Correlation (3Y)
Balances recent behavior with more history.

0.08

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.23

Correlation (10Y)
Provides a long-term view across more market conditions.

0.21

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2013

0.18

The correlation between DOO and COST shifts across timeframes, from 0.04 (1 year) to 0.23 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DOO:

$4.54B

COST:

$422.14B

EPS

DOO:

CA$3.65

COST:

$26.51

PE Ratio

DOO:

23.71

COST:

35.91

PEG Ratio

DOO:

1.29

COST:

2.81

PS Ratio

DOO:

0.71

COST:

1.08

Total Revenue (TTM)

DOO:

CA$8.99B

COST:

$293.59B

Gross Profit (TTM)

DOO:

CA$2.05B

COST:

$11.12B

EBITDA (TTM)

DOO:

CA$1.01B

COST:

$12.48B

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Return for Risk

DOO vs. COST — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DOO
DOO Risk / Return Rank: 6161
Overall Rank
DOO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
DOO Sortino Ratio Rank: 5656
Sortino Ratio Rank
DOO Omega Ratio Rank: 6666
Omega Ratio Rank
DOO Calmar Ratio Rank: 6060
Calmar Ratio Rank
DOO Martin Ratio Rank: 6060
Martin Ratio Rank

COST
COST Risk / Return Rank: 4545
Overall Rank
COST Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
COST Sortino Ratio Rank: 4040
Sortino Ratio Rank
COST Omega Ratio Rank: 4040
Omega Ratio Rank
COST Calmar Ratio Rank: 4848
Calmar Ratio Rank
COST Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DOO vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BRP Inc (DOO) 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.


DOOCOSTDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.17

1.03

+0.13

Calmar ratioReturn relative to maximum drawdown

0.64

0.12

+0.52

Martin ratioReturn relative to average drawdown

1.42

0.26

+1.16

DOO vs. COST - Sharpe Ratio Comparison

The current DOO Sharpe Ratio is 0.47, which is higher than the COST Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of DOO and COST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DOO vs. COST - Drawdown Comparison

The maximum DOO drawdown since its inception was -75.49%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for DOO and COST.


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Drawdown Indicators


DOOCOSTDifference

Max Drawdown

Largest peak-to-trough decline

-75.49%

-53.39%

-22.10%

Max Drawdown (1Y)

Largest decline over 1 year

-37.43%

-16.57%

-20.86%

Max Drawdown (3Y)

Largest decline over 3 years

-62.78%

-20.74%

-42.04%

Max Drawdown (5Y)

Largest decline over 5 years

-66.60%

-31.40%

-35.20%

Max Drawdown (10Y)

Largest decline over 10 years

-75.49%

-31.40%

-44.09%

Current Drawdown

Current decline from peak

-35.30%

-12.88%

-22.42%

Average Drawdown

Average peak-to-trough decline

-25.02%

-13.36%

-11.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.00%

7.81%

+9.19%

Volatility

DOO vs. COST - Volatility Comparison

BRP Inc (DOO) and Costco Wholesale Corporation (COST) have volatilities of 7.08% and 7.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOOCOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

7.34%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

50.71%

15.13%

+35.58%

Volatility (1Y)

Calculated over the trailing 1-year period

51.65%

19.96%

+31.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.52%

22.93%

+20.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.41%

22.03%

+24.38%

Dividends

DOO vs. COST - Dividend Comparison

DOO's dividend yield for the trailing twelve months is around 1.39%, more than COST's 0.72% yield.


PositionTTM20252024202320222021202020192018201720162015
COST
Costco Wholesale Corporation
0.58%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%
DOO
BRP Inc
1.39%1.09%1.20%0.82%0.64%0.61%0.13%0.66%1.05%0.51%0.00%0.00%

Financials

DOO vs. COST - Financials Comparison

This section allows you to compare key financial metrics between BRP 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

DOO vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between BRP Inc and Costco Wholesale Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

DOO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, BRP Inc reported a gross profit of 561.60M and revenue of 2.39B. Therefore, the gross margin over that period was 23.5%.

COST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.

DOO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, BRP Inc reported an operating income of 222.30M and revenue of 2.39B, resulting in an operating margin of 9.3%.

COST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.

DOO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, BRP Inc reported a net income of 129.50M and revenue of 2.39B, resulting in a net margin of 5.4%.

COST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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


DOO and COST have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COST has higher volatility (7.34%) compared to DOO (7.08%). In terms of maximum drawdown, DOO dropped -75.49% vs COST's -53.39%.

DOO currently has the higher Sharpe Ratio (0.47 vs 0.10), 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.

Portfolio Optimizer

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