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

Performance

EHC vs. COST - Performance Comparison

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

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EHC vs. COST - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EHC
Encompass Health Corporation
-7.91%15.67%39.17%12.62%16.77%-19.90%21.42%14.26%26.89%
COST
Costco Wholesale Corporation
15.72%-5.39%39.62%49.00%-19.05%51.82%32.67%45.70%10.60%

Fundamentals

EPS

EHC:

$5.54

COST:

$25.63

PE Ratio

EHC:

17.57

COST:

38.88

PEG Ratio

EHC:

1.47

COST:

3.04

PS Ratio

EHC:

1.68

COST:

1.16

Total Revenue (TTM)

EHC:

$5.94B

COST:

$286.27B

Gross Profit (TTM)

EHC:

$2.69B

COST:

$19.33B

EBITDA (TTM)

EHC:

$1.21B

COST:

$12.73B

Returns By Period

In the year-to-date period, EHC achieves a -7.91% return, which is significantly lower than COST's 15.72% return.


EHC

1D
0.87%
1M
-9.71%
YTD
-7.91%
6M
-21.50%
1Y
-3.21%
3Y*
22.55%
5Y*
9.28%
10Y*

COST

1D
0.01%
1M
-0.62%
YTD
15.72%
6M
8.94%
1Y
4.99%
3Y*
27.83%
5Y*
24.29%
10Y*
22.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EHC vs. COST — Risk / Return Rank

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

EHC
EHC Risk / Return Rank: 3333
Overall Rank
EHC Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EHC Sortino Ratio Rank: 2929
Sortino Ratio Rank
EHC Omega Ratio Rank: 2929
Omega Ratio Rank
EHC Calmar Ratio Rank: 3737
Calmar Ratio Rank
EHC Martin Ratio Rank: 3636
Martin Ratio Rank

COST
COST Risk / Return Rank: 4646
Overall Rank
COST Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
COST Sortino Ratio Rank: 4141
Sortino Ratio Rank
COST Omega Ratio Rank: 4040
Omega Ratio Rank
COST Calmar Ratio Rank: 4848
Calmar Ratio Rank
COST Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EHC vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Encompass Health Corporation (EHC) 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.


EHCCOSTDifference

Sharpe ratio

Return per unit of total volatility

-0.12

0.25

-0.37

Sortino ratio

Return per unit of downside risk

0.03

0.50

-0.47

Omega ratio

Gain probability vs. loss probability

1.00

1.06

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.12

0.31

-0.42

Martin ratio

Return relative to average drawdown

-0.27

0.61

-0.88

EHC vs. COST - Sharpe Ratio Comparison

The current EHC Sharpe Ratio is -0.12, which is lower than the COST Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of EHC 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.


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Sharpe Ratios by Period


EHCCOSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

0.25

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

1.08

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.59

-0.13

Correlation

The correlation between EHC and COST is 0.29, 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.


Dividends

EHC vs. COST - Dividend Comparison

EHC's dividend yield for the trailing twelve months is around 0.76%, more than COST's 0.52% yield.


TTM20252024202320222021202020192018201720162015
EHC
Encompass Health Corporation
0.76%0.66%0.51%0.90%20.45%1.72%1.35%1.59%1.69%0.51%0.00%0.00%
COST
Costco Wholesale Corporation
0.52%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%

Drawdowns

EHC vs. COST - Drawdown Comparison

The maximum EHC drawdown since its inception was -39.54%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for EHC and COST.


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Drawdown Indicators


EHCCOSTDifference

Max Drawdown

Largest peak-to-trough decline

-39.54%

-53.39%

+13.85%

Max Drawdown (1Y)

Largest decline over 1 year

-26.09%

-19.35%

-6.74%

Max Drawdown (5Y)

Largest decline over 5 years

-38.16%

-31.40%

-6.76%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

Current Drawdown

Current decline from peak

-23.14%

-6.95%

-16.19%

Average Drawdown

Average peak-to-trough decline

-11.98%

-13.40%

+1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.48%

9.67%

+1.81%

Volatility

EHC vs. COST - Volatility Comparison

Encompass Health Corporation (EHC) has a higher volatility of 7.87% compared to Costco Wholesale Corporation (COST) at 4.38%. This indicates that EHC'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


EHCCOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.87%

4.38%

+3.49%

Volatility (6M)

Calculated over the trailing 6-month period

17.63%

13.33%

+4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

27.82%

20.08%

+7.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.45%

22.51%

+2.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.14%

21.90%

+6.24%

Financials

EHC vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Encompass Health 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


0.0020.00B40.00B60.00B80.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
1.54B
69.60B
(EHC) Total Revenue
(COST) Total Revenue
Values in USD except per share items

EHC vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between Encompass Health Corporation 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

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
48.1%
-12.6%
Portfolio components
EHC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Encompass Health Corporation reported a gross profit of 743.50M and revenue of 1.54B. Therefore, the gross margin over that period was 48.1%.

COST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported a gross profit of -8.80B and revenue of 69.60B. Therefore, the gross margin over that period was -12.6%.

EHC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Encompass Health Corporation reported an operating income of -9.60M and revenue of 1.54B, resulting in an operating margin of -0.6%.

COST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported an operating income of 2.61B and revenue of 69.60B, resulting in an operating margin of 3.7%.

EHC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Encompass Health Corporation reported a net income of 146.10M and revenue of 1.54B, resulting in a net margin of 9.5%.

COST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported a net income of 2.04B and revenue of 69.60B, resulting in a net margin of 2.9%.