EVH vs. COST
EVH (Evolent Health, Inc.) and COST (Costco Wholesale Corporation) are both stocks. EVH operates in Health Information Services (Healthcare), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, EVH returned -18.37%/yr vs 21.10%/yr for COST. Their 0.18 correlation means their historical movements had little consistent relationship.
Performance
EVH vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, EVH achieves a -22.75% return, which is significantly lower than COST's 10.87% return. Over the past 10 years, EVH has underperformed COST with an annualized return of -18.37%, while COST has yielded a comparatively higher 21.10% annualized return.
EVH
- 1D
- -2.83%
- 1M
- -45.88%
- 6M
- -3.74%
- YTD
- -22.75%
- 1Y
- -69.04%
- 3Y*
- -53.33%
- 5Y*
- -33.03%
- 10Y*
- -18.37%
- ALL TIME*
- -14.61%
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 | |
| $20.23M | $15.99M | $13.23M |
EVH vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVH Evolent Health, Inc. | -22.75% | -64.44% | -65.94% | 17.63% | 1.48% | 72.61% | 77.13% | -54.64% | 62.20% | -16.89% |
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 EVH and COST is -0.02, 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. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015 | 0.18 |
The correlation between EVH and COST shifts across timeframes, from -0.02 (1 year) to 0.19 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
EVH:
$347.57M
COST:
$422.14B
EVH:
-$4.38
COST:
$26.51
EVH:
0.19
COST:
1.08
EVH:
$1.89B
COST:
$293.59B
EVH:
$264.34M
COST:
$11.12B
EVH:
-$353.64M
COST:
$12.48B
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Return for Risk
EVH vs. COST — Risk / Return Rank
EVH
COST
EVH vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evolent Health, Inc. (EVH) 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.
| EVH | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.03 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 0.12 | -1.01 |
| Martin ratioReturn relative to average drawdown | -1.29 | 0.26 | -1.55 |
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Drawdowns
EVH vs. COST - Drawdown Comparison
The maximum EVH drawdown since its inception was -94.54%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for EVH and COST.
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Drawdown Indicators
| EVH | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.54% | -53.39% | -41.15% |
Max Drawdown (1Y)Largest decline over 1 year | -78.28% | -16.57% | -61.71% |
Max Drawdown (3Y)Largest decline over 3 years | -93.75% | -20.74% | -73.01% |
Max Drawdown (5Y)Largest decline over 5 years | -94.54% | -31.40% | -63.14% |
Max Drawdown (10Y)Largest decline over 10 years | -94.54% | -31.40% | -63.14% |
Current DrawdownCurrent decline from peak | -92.22% | -12.88% | -79.34% |
Average DrawdownAverage peak-to-trough decline | -41.20% | -13.36% | -27.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.04% | 7.81% | +46.23% |
Volatility
EVH vs. COST - Volatility Comparison
Evolent Health, Inc. (EVH) has a higher volatility of 26.53% compared to Costco Wholesale Corporation (COST) at 7.34%. This indicates that EVH'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
| EVH | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.53% | 7.34% | +19.19% |
Volatility (6M)Calculated over the trailing 6-month period | 61.73% | 15.13% | +46.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 78.11% | 19.96% | +58.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.09% | 22.93% | +39.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.37% | 22.03% | +41.34% |
Dividends
EVH vs. COST - Dividend Comparison
EVH has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.72%.
| 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% |
EVH Evolent Health, 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
EVH vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Evolent Health, 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
Frequently Asked Questions
EVH and COST have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVH has higher volatility (26.53%) compared to COST (7.34%). In terms of maximum drawdown, EVH dropped -94.54% vs COST's -53.39%.
COST currently has the higher Sharpe Ratio (0.10 vs -0.89), 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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