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

Correlation

The correlation between FDS and COST is 0.33, 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.


-0.50.00.51.00.3

Performance

FDS vs. COST - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
15.70%
12.30%
FDS
COST

Key characteristics

Sharpe Ratio

FDS:

0.24

COST:

2.51

Sortino Ratio

FDS:

0.45

COST:

3.11

Omega Ratio

FDS:

1.06

COST:

1.45

Calmar Ratio

FDS:

0.27

COST:

4.57

Martin Ratio

FDS:

0.52

COST:

11.75

Ulcer Index

FDS:

9.80%

COST:

3.99%

Daily Std Dev

FDS:

21.29%

COST:

18.69%

Max Drawdown

FDS:

-58.96%

COST:

-53.39%

Current Drawdown

FDS:

-1.08%

COST:

-4.50%

Fundamentals

Market Cap

FDS:

$18.57B

COST:

$435.99B

EPS

FDS:

$13.90

COST:

$16.98

PE Ratio

FDS:

35.17

COST:

57.84

PEG Ratio

FDS:

2.68

COST:

5.99

Total Revenue (TTM)

FDS:

$1.66B

COST:

$258.81B

Gross Profit (TTM)

FDS:

$900.52M

COST:

$32.80B

EBITDA (TTM)

FDS:

$647.44M

COST:

$12.25B

Returns By Period

In the year-to-date period, FDS achieves a 3.54% return, which is significantly lower than COST's 44.75% return. Over the past 10 years, FDS has underperformed COST with an annualized return of 14.17%, while COST has yielded a comparatively higher 23.44% annualized return.


FDS

YTD

3.54%

1M

0.57%

6M

15.70%

1Y

5.28%

5Y*

13.94%

10Y*

14.17%

COST

YTD

44.75%

1M

-1.46%

6M

12.31%

1Y

45.50%

5Y*

28.65%

10Y*

23.44%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FDS vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FactSet Research Systems Inc. (FDS) 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 FDS, currently valued at 0.24, compared to the broader market-4.00-2.000.002.000.242.51
The chart of Sortino ratio for FDS, currently valued at 0.45, compared to the broader market-4.00-2.000.002.004.000.453.11
The chart of Omega ratio for FDS, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.45
The chart of Calmar ratio for FDS, currently valued at 0.27, compared to the broader market0.002.004.006.000.274.57
The chart of Martin ratio for FDS, currently valued at 0.52, compared to the broader market-5.000.005.0010.0015.0020.0025.000.5211.75
FDS
COST

The current FDS Sharpe Ratio is 0.24, which is lower than the COST Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of FDS 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.24
2.51
FDS
COST

Dividends

FDS vs. COST - Dividend Comparison

FDS's dividend yield for the trailing twelve months is around 0.84%, less than COST's 2.05% yield.


TTM20232022202120202019201820172016201520142013
FDS
FactSet Research Systems Inc.
0.84%0.80%0.87%0.66%0.91%1.04%1.24%1.13%1.19%1.05%1.08%1.25%
COST
Costco Wholesale Corporation
2.05%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

FDS vs. COST - Drawdown Comparison

The maximum FDS drawdown since its inception was -58.96%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for FDS and COST. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.08%
-4.50%
FDS
COST

Volatility

FDS vs. COST - Volatility Comparison

FactSet Research Systems Inc. (FDS) has a higher volatility of 5.84% compared to Costco Wholesale Corporation (COST) at 3.87%. This indicates that FDS'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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.84%
3.87%
FDS
COST

Financials

FDS vs. COST - Financials Comparison

This section allows you to compare key financial metrics between FactSet Research Systems 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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