EYX.DE vs. COST
EYX.DE (Exor N.V.) and COST (Costco Wholesale Corporation) are both stocks. EYX.DE operates in Farm & Heavy Construction Machinery (Industrials), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, EYX.DE returned 11.89%/yr vs 22.16%/yr for COST. At a 0.02 correlation, their price movements are largely independent.
Performance
EYX.DE vs. COST - Performance Comparison
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Different Trading Currencies
EYX.DE is traded in EUR, while COST is traded in USD. To make them comparable, the COST values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EYX.DE achieves a -8.96% return, which is significantly lower than COST's 14.36% return. Over the past 10 years, EYX.DE has underperformed COST with an annualized return of 11.89%, while COST has yielded a comparatively higher 22.16% annualized return.
EYX.DE
- 1D
- 0.38%
- 1M
- -0.41%
- YTD
- -8.96%
- 6M
- -8.40%
- 1Y
- -21.11%
- 3Y*
- -5.22%
- 5Y*
- 25.19%
- 10Y*
- 11.89%
COST
- 1D
- 0.95%
- 1M
- -3.70%
- YTD
- 14.36%
- 6M
- 9.14%
- 1Y
- -8.58%
- 3Y*
- 21.67%
- 5Y*
- 22.64%
- 10Y*
- 22.16%
EYX.DE vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EYX.DE Exor N.V. | -8.96% | -17.41% | -1.55% | 32.06% | 214.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 14.36% | -16.62% | 48.84% | 44.54% | -14.03% | 63.18% | 21.73% | 48.99% | 15.79% | 7.33% |
Correlation
The correlation between EYX.DE and COST is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2008 | 0.02 |
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Return for Risk
EYX.DE vs. COST — Risk / Return Rank
EYX.DE
COST
EYX.DE vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exor N.V. (EYX.DE) 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.
| EYX.DE | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.95 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | -0.46 | -0.21 |
| Martin ratioReturn relative to average drawdown | -1.14 | -0.98 | -0.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EYX.DE | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.77 | -0.42 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.98 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.98 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.83 | -0.77 |
Drawdowns
EYX.DE vs. COST - Drawdown Comparison
The maximum EYX.DE drawdown since its inception was -63.40%, which is greater than COST's maximum drawdown of -38.85%. Use the drawdown chart below to compare losses from any high point for EYX.DE and COST.
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Drawdown Indicators
| EYX.DE | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.40% | -38.85% | -24.55% |
Max Drawdown (1Y)Largest decline over 1 year | -31.33% | -18.64% | -12.69% |
Max Drawdown (3Y)Largest decline over 3 years | -40.80% | -29.57% | -11.23% |
Max Drawdown (5Y)Largest decline over 5 years | -40.80% | -29.57% | -11.23% |
Max Drawdown (10Y)Largest decline over 10 years | -40.80% | -29.57% | -11.23% |
Current DrawdownCurrent decline from peak | -37.46% | -18.19% | -19.27% |
Average DrawdownAverage peak-to-trough decline | -14.97% | -8.13% | -6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.51% | 11.31% | +7.20% |
Volatility
EYX.DE vs. COST - Volatility Comparison
Exor N.V. (EYX.DE) has a higher volatility of 9.81% compared to Costco Wholesale Corporation (COST) at 8.72%. This indicates that EYX.DE'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
| EYX.DE | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.81% | 8.72% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 19.74% | 15.83% | +3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.44% | 20.42% | +7.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.73% | 23.10% | +65.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.83% | 22.68% | +40.15% |
Dividends
EYX.DE vs. COST - Dividend Comparison
EYX.DE's dividend yield for the trailing twelve months is around 0.75%, more than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
EYX.DE Exor N.V. | 0.75% | 0.67% | 0.52% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
EYX.DE vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Exor N.V. 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
EYX.DE and COST have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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