ENTG vs. COST
ENTG (Entegris, Inc.) and COST (Costco Wholesale Corporation) are both stocks. ENTG operates in Semiconductor Equipment & Materials (Technology), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, ENTG returned 22.18%/yr vs 21.10%/yr for COST. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
ENTG vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, ENTG achieves a 41.64% return, which is significantly higher than COST's 10.87% return. Both investments have delivered pretty close results over the past 10 years, with ENTG having a 22.18% annualized return and COST not far behind at 21.10%.
ENTG
- 1D
- 1.66%
- 1M
- -18.76%
- 6M
- 0.99%
- YTD
- 41.64%
- 1Y
- 57.89%
- 3Y*
- 3.79%
- 5Y*
- 0.12%
- 10Y*
- 22.18%
- ALL TIME*
- 9.81%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.83B | $2.11B | $2.34B | |
ENTG Entegris, Inc. | $377.05M | $414.34M | $472.33M |
ENTG vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENTG Entegris, Inc. | 41.64% | -14.57% | -17.05% | 83.54% | -52.49% | 44.59% | 92.86% | 80.87% | -7.56% | 70.48% |
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 ENTG and COST is -0.22, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2000 | 0.32 |
The correlation between ENTG and COST shifts across timeframes, from -0.22 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ENTG:
$18.13B
COST:
$422.14B
ENTG:
$1.73
COST:
$26.51
ENTG:
68.66
COST:
35.91
ENTG:
5.62
COST:
1.08
ENTG:
$3.24B
COST:
$293.59B
ENTG:
$1.40B
COST:
$11.12B
ENTG:
$789.60M
COST:
$12.48B
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Return for Risk
ENTG vs. COST — Risk / Return Rank
ENTG
COST
ENTG vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Entegris, Inc. (ENTG) 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.
| ENTG | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.03 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 0.12 | +1.13 |
| Martin ratioReturn relative to average drawdown | 4.00 | 0.26 | +3.74 |
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Drawdowns
ENTG vs. COST - Drawdown Comparison
The maximum ENTG drawdown since its inception was -97.21%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for ENTG and COST.
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Drawdown Indicators
| ENTG | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.21% | -53.39% | -43.82% |
Max Drawdown (1Y)Largest decline over 1 year | -41.79% | -16.57% | -25.22% |
Max Drawdown (3Y)Largest decline over 3 years | -56.93% | -20.74% | -36.19% |
Max Drawdown (5Y)Largest decline over 5 years | -59.32% | -31.40% | -27.92% |
Max Drawdown (10Y)Largest decline over 10 years | -59.32% | -31.40% | -27.92% |
Current DrawdownCurrent decline from peak | -35.24% | -12.88% | -22.36% |
Average DrawdownAverage peak-to-trough decline | -36.39% | -13.36% | -23.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.14% | 7.81% | +5.33% |
Volatility
ENTG vs. COST - Volatility Comparison
Entegris, Inc. (ENTG) has a higher volatility of 23.87% compared to Costco Wholesale Corporation (COST) at 7.34%. This indicates that ENTG'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
| ENTG | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.87% | 7.34% | +16.53% |
Volatility (6M)Calculated over the trailing 6-month period | 52.67% | 15.13% | +37.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.77% | 19.96% | +44.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.93% | 22.93% | +31.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.75% | 22.03% | +24.72% |
Dividends
ENTG vs. COST - Dividend Comparison
ENTG's dividend yield for the trailing twelve months is around 0.34%, less than COST's 0.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ENTG Entegris, Inc. | 0.34% | 0.47% | 0.40% | 0.33% | 0.61% | 0.23% | 0.33% | 0.60% | 1.00% | 0.23% | 0.00% | 0.00% |
Financials
ENTG vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Entegris, 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
ENTG vs. COST - Profitability Comparison
ENTG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Entegris, Inc. reported a gross profit of 380.80M and revenue of 811.90M. Therefore, the gross margin over that period was 46.9%.
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%.
ENTG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Entegris, Inc. reported an operating income of 141.60M and revenue of 811.90M, resulting in an operating margin of 17.4%.
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%.
ENTG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Entegris, Inc. reported a net income of 92.00M and revenue of 811.90M, resulting in a net margin of 11.3%.
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
ENTG and COST have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENTG has higher volatility (23.87%) compared to COST (7.34%). In terms of maximum drawdown, ENTG dropped -97.21% vs COST's -53.39%.
ENTG currently has the higher Sharpe Ratio (0.81 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.
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