EVO vs. COST
EVO (Evotec SE ADR) and COST (Costco Wholesale Corporation) are both stocks. EVO operates in Drug Manufacturers - Specialty & Generic (Healthcare), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, EVO returned -1.89%/yr vs 21.10%/yr for COST. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
EVO vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, EVO achieves a -37.99% return, which is significantly lower than COST's 10.87% return. Over the past 10 years, EVO has underperformed COST with an annualized return of -1.89%, while COST has yielded a comparatively higher 21.10% annualized return.
EVO
- 1D
- -1.04%
- 1M
- -34.14%
- 6M
- -47.67%
- YTD
- -37.99%
- 1Y
- -52.49%
- 3Y*
- -47.31%
- 5Y*
- -37.73%
- 10Y*
- -1.89%
- ALL TIME*
- 1.16%
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 | |
| $102.03K | $137.11K | $133.87K |
EVO vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVO Evotec SE ADR | -37.99% | -25.96% | -64.54% | 44.99% | -65.94% | 29.45% | 42.78% | 29.05% | 24.08% | 106.17% |
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 EVO and COST is -0.08, 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. | -0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2009 | 0.12 |
The correlation between EVO and COST shifts across timeframes, from -0.08 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
EVO:
$678.51M
COST:
$422.14B
EVO:
-€0.29
COST:
$26.51
EVO:
0.75
COST:
1.08
EVO:
€786.00M
COST:
$293.59B
EVO:
€113.49M
COST:
$11.12B
EVO:
-€34.87M
COST:
$12.48B
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Return for Risk
EVO vs. COST — Risk / Return Rank
EVO
COST
EVO vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evotec SE ADR (EVO) 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.
| EVO | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.03 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 0.12 | -1.09 |
| Martin ratioReturn relative to average drawdown | -1.97 | 0.26 | -2.23 |
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Drawdowns
EVO vs. COST - Drawdown Comparison
The maximum EVO drawdown since its inception was -92.80%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for EVO and COST.
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Drawdown Indicators
| EVO | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.80% | -53.39% | -39.41% |
Max Drawdown (1Y)Largest decline over 1 year | -53.98% | -16.57% | -37.41% |
Max Drawdown (3Y)Largest decline over 3 years | -84.91% | -20.74% | -64.17% |
Max Drawdown (5Y)Largest decline over 5 years | -92.80% | -31.40% | -61.40% |
Max Drawdown (10Y)Largest decline over 10 years | -92.80% | -31.40% | -61.40% |
Current DrawdownCurrent decline from peak | -92.80% | -12.88% | -79.92% |
Average DrawdownAverage peak-to-trough decline | -34.26% | -13.36% | -20.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.47% | 7.81% | +18.66% |
Volatility
EVO vs. COST - Volatility Comparison
Evotec SE ADR (EVO) has a higher volatility of 19.51% compared to Costco Wholesale Corporation (COST) at 7.34%. This indicates that EVO'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
| EVO | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.51% | 7.34% | +12.17% |
Volatility (6M)Calculated over the trailing 6-month period | 43.49% | 15.13% | +28.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.17% | 19.96% | +34.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.31% | 22.93% | +36.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.99% | 22.03% | +29.96% |
Dividends
EVO vs. COST - Dividend Comparison
EVO 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% |
EVO Evotec SE ADR | 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
EVO vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Evotec SE ADR 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
EVO vs. COST - Profitability Comparison
EVO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Evotec SE ADR reported a gross profit of 77.73M and revenue of 250.90M. Therefore, the gross margin over that period was 31.0%.
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%.
EVO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Evotec SE ADR reported an operating income of 24.06M and revenue of 250.90M, resulting in an operating margin of 9.6%.
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%.
EVO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Evotec SE ADR reported a net income of 14.49M and revenue of 250.90M, resulting in a net margin of 5.8%.
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
EVO and COST have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVO has higher volatility (19.51%) compared to COST (7.34%). In terms of maximum drawdown, EVO dropped -92.80% vs COST's -53.39%.
COST currently has the higher Sharpe Ratio (0.10 vs -0.97), 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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