FDS vs. COST
Compare and contrast key facts about FactSet Research Systems Inc. (FDS) and Costco Wholesale Corporation (COST).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDS or COST.
Key characteristics
| FDS | COST | |
|---|---|---|
| YTD Return | 0.81% | 43.82% |
| 1Y Return | 7.44% | 72.37% |
| 3Y Return (Ann) | 3.23% | 24.70% |
| 5Y Return (Ann) | 15.20% | 27.73% |
| 10Y Return (Ann) | 14.59% | 23.95% |
| Sharpe Ratio | 0.39 | 3.61 |
| Sortino Ratio | 0.64 | 4.23 |
| Omega Ratio | 1.09 | 1.63 |
| Calmar Ratio | 0.43 | 6.92 |
| Martin Ratio | 0.83 | 17.90 |
| Ulcer Index | 9.80% | 3.97% |
| Daily Std Dev | 20.94% | 19.72% |
| Max Drawdown | -58.96% | -53.39% |
| Current Drawdown | -1.64% | 0.00% |
Fundamentals
| FDS | COST | |
|---|---|---|
| Market Cap | $18.14B | $418.17B |
| EPS | $14.04 | $17.08 |
| PE Ratio | 34.01 | 55.26 |
| PEG Ratio | 2.63 | 5.66 |
| Total Revenue (TTM) | $2.20B | $254.45B |
| Gross Profit (TTM) | $1.19B | $32.10B |
| EBITDA (TTM) | $867.01M | $10.63B |
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.
Performance
FDS vs. COST - Performance Comparison
In the year-to-date period, FDS achieves a 0.81% return, which is significantly lower than COST's 43.82% return. Over the past 10 years, FDS has underperformed COST with an annualized return of 14.59%, while COST has yielded a comparatively higher 23.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
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.
Dividends
FDS vs. COST - Dividend Comparison
FDS's dividend yield for the trailing twelve months is around 0.85%, less than COST's 2.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDS FactSet Research Systems Inc. | 0.85% | 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 | 2.07% | 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.
Volatility
FDS vs. COST - Volatility Comparison
FactSet Research Systems Inc. (FDS) and Costco Wholesale Corporation (COST) have volatilities of 4.49% and 4.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities