DSG.TO vs. COST
DSG.TO (The Descartes Systems Group Inc.) and COST (Costco Wholesale Corporation) are both stocks. DSG.TO operates in Software - Application (Technology), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, DSG.TO returned 15.09%/yr vs 23.51%/yr for COST. At a 0.20 correlation, their price movements are largely independent.
Performance
DSG.TO vs. COST - Performance Comparison
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Different Trading Currencies
DSG.TO is traded in CAD, while COST is traded in USD. To make them comparable, the COST values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DSG.TO achieves a -10.02% return, which is significantly lower than COST's 14.80% return. Over the past 10 years, DSG.TO has underperformed COST with an annualized return of 15.09%, while COST has yielded a comparatively higher 23.51% annualized return.
DSG.TO
- 1D
- 5.31%
- 1M
- 11.55%
- YTD
- -10.02%
- 6M
- -15.53%
- 1Y
- -22.03%
- 3Y*
- 1.36%
- 5Y*
- 7.06%
- 10Y*
- 15.09%
COST
- 1D
- 0.16%
- 1M
- -0.22%
- YTD
- 14.80%
- 6M
- 9.90%
- 1Y
- -1.44%
- 3Y*
- 26.78%
- 5Y*
- 25.04%
- 10Y*
- 23.51%
DSG.TO vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSG.TO The Descartes Systems Group Inc. | -10.02% | -26.31% | 46.77% | 17.95% | -9.78% | 40.52% | 34.14% | 54.04% | 0.81% | 24.83% |
COST Costco Wholesale Corporation | 14.80% | -9.73% | 51.62% | 45.72% | -13.28% | 50.45% | 30.42% | 38.54% | 19.98% | 14.58% |
Correlation
The correlation between DSG.TO and COST is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2009 | 0.20 |
The correlation between DSG.TO and COST shifts across timeframes, from 0.05 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DSG.TO:
CA$1.88
COST:
$26.51
DSG.TO:
57.69
COST:
36.67
DSG.TO:
3.26
COST:
2.87
DSG.TO:
12.96
COST:
1.10
DSG.TO:
CA$732.06M
COST:
$293.59B
DSG.TO:
CA$543.10M
COST:
$11.12B
DSG.TO:
CA$310.05M
COST:
$12.48B
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Return for Risk
DSG.TO vs. COST — Risk / Return Rank
DSG.TO
COST
DSG.TO vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Descartes Systems Group Inc. (DSG.TO) 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.
| DSG.TO | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.00 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.09 | -0.65 |
| Martin ratioReturn relative to average drawdown | -1.33 | -0.23 | -1.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSG.TO | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.80 | -0.07 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 1.14 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 1.09 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 1.19 | -0.99 |
Drawdowns
DSG.TO vs. COST - Drawdown Comparison
The maximum DSG.TO drawdown since its inception was -99.00%, which is greater than COST's maximum drawdown of -30.06%. Use the drawdown chart below to compare losses from any high point for DSG.TO and COST.
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Drawdown Indicators
| DSG.TO | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.00% | -30.06% | -68.94% |
Max Drawdown (1Y)Largest decline over 1 year | -42.44% | -15.67% | -26.77% |
Max Drawdown (3Y)Largest decline over 3 years | -50.94% | -23.23% | -27.71% |
Max Drawdown (5Y)Largest decline over 5 years | -50.94% | -30.06% | -20.88% |
Max Drawdown (10Y)Largest decline over 10 years | -50.94% | -30.06% | -20.88% |
Current DrawdownCurrent decline from peak | -38.21% | -10.74% | -27.47% |
Average DrawdownAverage peak-to-trough decline | -69.76% | -5.61% | -64.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.33% | 6.41% | +20.92% |
Volatility
DSG.TO vs. COST - Volatility Comparison
The Descartes Systems Group Inc. (DSG.TO) has a higher volatility of 15.54% compared to Costco Wholesale Corporation (COST) at 7.98%. This indicates that DSG.TO'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
| DSG.TO | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.54% | 7.98% | +7.56% |
Volatility (6M)Calculated over the trailing 6-month period | 32.35% | 15.21% | +17.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.41% | 19.81% | +19.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.86% | 22.05% | +7.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.79% | 21.61% | +7.18% |
Dividends
DSG.TO vs. COST - Dividend Comparison
DSG.TO has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
DSG.TO The Descartes Systems Group 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% |
Financials
DSG.TO vs. COST - Financials Comparison
This section allows you to compare key financial metrics between The Descartes Systems Group 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.
Total Revenue: Total amount of money received from sales and other business activities
DSG.TO vs. COST - Profitability Comparison
DSG.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Descartes Systems Group Inc. reported a gross profit of 130.68M and revenue of 195.83M. Therefore, the gross margin over that period was 66.7%.
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%.
DSG.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Descartes Systems Group Inc. reported an operating income of 66.08M and revenue of 195.83M, resulting in an operating margin of 33.7%.
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%.
DSG.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Descartes Systems Group Inc. reported a net income of 46.33M and revenue of 195.83M, resulting in a net margin of 23.7%.
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
DSG.TO and COST have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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