FEAM vs. COST
FEAM (5E Advanced Materials Inc) and COST (Costco Wholesale Corporation) are both stocks. FEAM operates in Specialty Chemicals (Basic Materials), while COST operates in Discount Stores (Consumer Defensive). Over the past 3 years, FEAM returned -75.77%/yr vs 21.34%/yr for COST. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
FEAM vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, FEAM achieves a -63.93% return, which is significantly lower than COST's 10.87% return.
FEAM
- 1D
- -0.90%
- 1M
- -19.71%
- 6M
- -47.12%
- YTD
- -63.93%
- 1Y
- -63.93%
- 3Y*
- -75.77%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -77.04%
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 | |
| $307.55K | $239.05K | $336.58K |
FEAM vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FEAM 5E Advanced Materials Inc | -63.93% | -79.28% | -54.61% | -82.11% | -73.73% |
COST Costco Wholesale Corporation | 10.87% | -5.39% | 39.62% | 49.00% | -12.76% |
Correlation
The correlation between FEAM and COST is -0.09, 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. | -0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.00 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2022 | 0.06 |
The correlation between FEAM and COST shifts across timeframes, from -0.09 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FEAM:
$25.86M
COST:
$422.14B
FEAM:
-$1.66
COST:
$26.51
FEAM:
$0.00
COST:
$293.59B
FEAM:
-$10.56M
COST:
$11.12B
FEAM:
-$22.23M
COST:
$12.48B
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Return for Risk
FEAM vs. COST — Risk / Return Rank
FEAM
COST
FEAM vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 5E Advanced Materials Inc (FEAM) 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.
| FEAM | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.03 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 0.12 | -0.95 |
| Martin ratioReturn relative to average drawdown | -1.16 | 0.26 | -1.43 |
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Drawdowns
FEAM vs. COST - Drawdown Comparison
The maximum FEAM drawdown since its inception was -99.86%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for FEAM and COST.
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Drawdown Indicators
| FEAM | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.86% | -53.39% | -46.47% |
Max Drawdown (1Y)Largest decline over 1 year | -85.07% | -16.57% | -68.50% |
Max Drawdown (3Y)Largest decline over 3 years | -98.73% | -20.74% | -77.99% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.40% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.40% | — |
Current DrawdownCurrent decline from peak | -99.86% | -12.88% | -86.98% |
Average DrawdownAverage peak-to-trough decline | -86.78% | -13.36% | -73.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 59.95% | 7.81% | +52.14% |
Volatility
FEAM vs. COST - Volatility Comparison
5E Advanced Materials Inc (FEAM) has a higher volatility of 18.71% compared to Costco Wholesale Corporation (COST) at 7.34%. This indicates that FEAM'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
| FEAM | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.71% | 7.34% | +11.37% |
Volatility (6M)Calculated over the trailing 6-month period | 64.74% | 15.13% | +49.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 111.78% | 19.96% | +91.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 108.67% | 22.93% | +85.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.67% | 22.03% | +86.64% |
Dividends
FEAM vs. COST - Dividend Comparison
FEAM 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% |
FEAM 5E Advanced Materials 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
FEAM vs. COST - Financials Comparison
This section allows you to compare key financial metrics between 5E Advanced Materials 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
FEAM and COST have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FEAM has higher volatility (18.71%) compared to COST (7.34%). In terms of maximum drawdown, FEAM dropped -99.86% vs COST's -53.39%.
COST currently has the higher Sharpe Ratio (0.10 vs -0.63), 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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