FFIV vs. COST

Last updated Jun 3, 2026

FFIV (F5 Networks, Inc.) and COST (Costco Wholesale Corporation) are both stocks. FFIV operates in Software - Infrastructure (Technology), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, FFIV returned 14.01%/yr vs 22.25%/yr for COST. At a 0.29 correlation, their price movements are largely independent.

Performance

FFIV vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F5 Networks, Inc. (FFIV) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FFIV achieves a 60.28% return, which is significantly higher than COST's 10.97% return. Over the past 10 years, FFIV has underperformed COST with an annualized return of 14.01%, while COST has yielded a comparatively higher 22.25% annualized return.

FFIV

• 1D: 3.41%
• 1M: 26.59%
• YTD: 60.28%
• 6M: 71.53%
• 1Y: 43.04%
• 3Y*: 40.74%
• 5Y*: 17.32%
• 10Y*: 14.01%

COST

• 1D: 0.86%
• 1M: -5.68%
• YTD: 10.97%
• 6M: 3.79%
• 1Y: -9.20%
• 3Y*: 24.67%
• 5Y*: 21.28%
• 10Y*: 22.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FFIV vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FFIV F5 Networks, Inc.	60.28%	1.51%	40.50%	24.72%	-41.36%	39.09%	25.99%	-13.81%	23.48%	-9.33%
COST Costco Wholesale Corporation	10.97%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%

Correlation

The correlation between FFIV and COST is 0.10, 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	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Jun 7, 1999	0.29

The correlation between FFIV and COST shifts across timeframes, from 0.10 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS FFIV : $12.19 COST : $26.51
PE Ratio FFIV : 33.56 COST : 36.00
PEG Ratio FFIV : 1.47 COST : 2.81
PS Ratio FFIV : 9.85 COST : 1.08
Total Revenue (TTM) FFIV : $2.41B COST : $293.59B
Gross Profit (TTM) FFIV : $2.63B COST : $11.12B
EBITDA (TTM) FFIV : $889.95M COST : $12.48B

Return for Risk

FFIV vs. COST — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FFIV

FFIV Risk / Return Rank: 70
FFIV Sharpe Ratio Rank: 78
FFIV Sortino Ratio Rank: 71
FFIV Omega Ratio Rank: 72
FFIV Calmar Ratio Rank: 65
FFIV Martin Ratio Rank: 64

COST

COST Risk / Return Rank: 22
COST Sharpe Ratio Rank: 19
COST Sortino Ratio Rank: 18
COST Omega Ratio Rank: 19
COST Calmar Ratio Rank: 27
COST Martin Ratio Rank: 25

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FFIV vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F5 Networks, Inc. (FFIV) 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.

	FFIV	COST	Difference
Sharpe ratio Return per unit of total volatility	1.30	-0.48	+1.78
Sortino ratio Return per unit of downside risk	1.83	-0.56	+2.39
Omega ratio Gain probability vs. loss probability	1.25	0.93	+0.31
Calmar ratio Return relative to maximum drawdown	1.25	-0.40	+1.65
Martin ratio Return relative to average drawdown	2.75	-0.78	+3.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FFIV vs. COST - Sharpe Ratio Comparison

The current FFIV Sharpe Ratio is 1.30, which is higher than the COST Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of FFIV and COST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FFIV	COST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.30	-0.48	+1.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.94	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	1.02	-0.55
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.58	-0.31

Drawdowns

FFIV vs. COST - Drawdown Comparison

The maximum FFIV drawdown since its inception was -97.59%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for FFIV and COST.

Drawdown Indicators

	FFIV	COST	Difference
Max Drawdown Largest peak-to-trough decline	-97.59%	-53.39%	-44.20%
Max Drawdown (1Y) Largest decline over 1 year	-34.73%	-19.25%	-15.48%
Max Drawdown (3Y) Largest decline over 3 years	-34.73%	-20.74%	-13.99%
Max Drawdown (5Y) Largest decline over 5 years	-47.42%	-31.40%	-16.02%
Max Drawdown (10Y) Largest decline over 10 years	-54.59%	-31.40%	-23.19%
Current Drawdown Current decline from peak	0.00%	-12.80%	+12.80%
Average Drawdown Average peak-to-trough decline	-40.21%	-13.36%	-26.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.76%	9.92%	+5.84%

Volatility

FFIV vs. COST - Volatility Comparison

F5 Networks, Inc. (FFIV) and Costco Wholesale Corporation (COST) have volatilities of 7.88% and 7.99%, 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.

Volatility by Period

	FFIV	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.88%	7.99%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	24.59%	14.81%	+9.78%
Volatility (1Y) Calculated over the trailing 1-year period	33.24%	19.17%	+14.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.99%	22.73%	+7.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.82%	21.95%	+7.87%

Dividends

FFIV vs. COST - Dividend Comparison

FFIV has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.56%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.56%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
FFIV F5 Networks, 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

Frequently Asked Questions

Can I hold both FFIV and COST in my portfolio?

FFIV and COST have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FFIV or COST?

COST has higher volatility (7.99%) compared to FFIV (7.88%). In terms of maximum drawdown, FFIV dropped -97.59% vs COST's -53.39%.

Which has better risk-adjusted returns?

FFIV currently has the higher Sharpe Ratio (1.30 vs -0.48), 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.