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ENTG vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ENTG and COST is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

ENTG vs. COST - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
568.75%
3,741.49%
ENTG
COST

Key characteristics

Sharpe Ratio

ENTG:

-1.05

COST:

1.48

Sortino Ratio

ENTG:

-1.51

COST:

1.95

Omega Ratio

ENTG:

0.82

COST:

1.26

Calmar Ratio

ENTG:

-0.90

COST:

1.77

Martin Ratio

ENTG:

-1.99

COST:

5.93

Ulcer Index

ENTG:

24.01%

COST:

5.16%

Daily Std Dev

ENTG:

45.38%

COST:

20.70%

Max Drawdown

ENTG:

-97.21%

COST:

-53.39%

Current Drawdown

ENTG:

-52.91%

COST:

-14.89%

Fundamentals

Market Cap

ENTG:

$10.89B

COST:

$429.08B

EPS

ENTG:

$1.93

COST:

$17.08

PE Ratio

ENTG:

37.27

COST:

56.62

PEG Ratio

ENTG:

1.58

COST:

5.76

Total Revenue (TTM)

ENTG:

$2.47B

COST:

$264.09B

Gross Profit (TTM)

ENTG:

$1.09B

COST:

$35.11B

EBITDA (TTM)

ENTG:

$725.65M

COST:

$11.25B

Returns By Period

In the year-to-date period, ENTG achieves a -27.30% return, which is significantly lower than COST's 0.13% return. Over the past 10 years, ENTG has underperformed COST with an annualized return of 18.13%, while COST has yielded a comparatively higher 21.88% annualized return.


ENTG

YTD

-27.30%

1M

-26.85%

6M

-34.80%

1Y

-48.58%

5Y*

11.78%

10Y*

18.13%

COST

YTD

0.13%

1M

-12.53%

6M

4.03%

1Y

30.73%

5Y*

28.19%

10Y*

21.88%

*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

ENTG vs. COST — Risk-Adjusted Performance Rank

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

ENTG
The Risk-Adjusted Performance Rank of ENTG is 66
Overall Rank
The Sharpe Ratio Rank of ENTG is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ENTG is 88
Sortino Ratio Rank
The Omega Ratio Rank of ENTG is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ENTG is 33
Calmar Ratio Rank
The Martin Ratio Rank of ENTG is 22
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 8989
Overall Rank
The Sharpe Ratio Rank of COST is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 8585
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8585
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9292
Calmar Ratio Rank
The Martin Ratio Rank of COST is 8989
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.

ENTG vs. COST - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ENTG, currently valued at -1.07, compared to the broader market-2.00-1.000.001.002.003.00
ENTG: -1.07
COST: 1.48
The chart of Sortino ratio for ENTG, currently valued at -1.55, compared to the broader market-6.00-4.00-2.000.002.004.00
ENTG: -1.55
COST: 1.95
The chart of Omega ratio for ENTG, currently valued at 0.82, compared to the broader market0.501.001.502.00
ENTG: 0.82
COST: 1.26
The chart of Calmar ratio for ENTG, currently valued at -0.92, compared to the broader market0.001.002.003.004.005.00
ENTG: -0.92
COST: 1.77
The chart of Martin ratio for ENTG, currently valued at -2.01, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ENTG: -2.01
COST: 5.93

The current ENTG Sharpe Ratio is -1.05, which is lower than the COST Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of ENTG 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-1.07
1.48
ENTG
COST

Dividends

ENTG vs. COST - Dividend Comparison

ENTG's dividend yield for the trailing twelve months is around 0.56%, more than COST's 0.51% yield.


TTM20242023202220212020201920182017201620152014
ENTG
Entegris, Inc.
0.56%0.40%0.33%0.61%0.23%0.33%0.60%1.00%0.23%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
0.51%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-52.91%
-14.89%
ENTG
COST

Volatility

ENTG vs. COST - Volatility Comparison

Entegris, Inc. (ENTG) has a higher volatility of 20.31% compared to Costco Wholesale Corporation (COST) at 10.79%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.31%
10.79%
ENTG
COST

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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.

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