FFIV vs. COST
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 12.60%/yr vs 21.10%/yr for COST. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
FFIV vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, FFIV achieves a 57.71% return, which is significantly higher than COST's 10.87% return. Over the past 10 years, FFIV has underperformed COST with an annualized return of 12.60%, while COST has yielded a comparatively higher 21.10% annualized return.
FFIV
- 1D
- 3.55%
- 1M
- -1.36%
- 6M
- 46.07%
- YTD
- 57.71%
- 1Y
- 30.95%
- 3Y*
- 36.04%
- 5Y*
- 14.28%
- 10Y*
- 12.60%
- ALL TIME*
- 17.43%
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 | |
| $329.37M | $263.27M | $263.18M |
FFIV vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFIV F5 Networks, Inc. | 57.71% | 1.51% | 40.50% | 24.72% | -41.36% | 39.09% | 25.99% | -13.81% | 23.48% | -9.33% |
COST Costco Wholesale Corporation | 10.87% | -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 0.00, 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. | 0.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 1999 | 0.29 |
Over the past year, the correlation between FFIV and COST has dropped to 0.00 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
Fundamentals
FFIV:
$22.71B
COST:
$422.14B
FFIV:
$12.55
COST:
$26.51
FFIV:
32.08
COST:
35.91
FFIV:
1.40
COST:
2.81
FFIV:
28.77
COST:
1.08
FFIV:
$810.09M
COST:
$293.59B
FFIV:
$2.71B
COST:
$11.12B
FFIV:
$882.95M
COST:
$12.48B
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Return for Risk
FFIV vs. COST — Risk / Return Rank
FFIV
COST
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.
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.
| FFIV | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.03 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 0.12 | +0.70 |
| Martin ratioReturn relative to average drawdown | 1.80 | 0.26 | +1.54 |
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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.
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Drawdown Indicators
| FFIV | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.59% | -53.39% | -44.20% |
Max Drawdown (1Y)Largest decline over 1 year | -34.73% | -16.57% | -18.16% |
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 DrawdownCurrent decline from peak | -6.65% | -12.88% | +6.23% |
Average DrawdownAverage peak-to-trough decline | -39.99% | -13.36% | -26.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.88% | 7.81% | +8.07% |
Volatility
FFIV vs. COST - Volatility Comparison
F5 Networks, Inc. (FFIV) has a higher volatility of 11.59% compared to Costco Wholesale Corporation (COST) at 7.34%. This indicates that FFIV'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
| FFIV | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 7.34% | +4.25% |
Volatility (6M)Calculated over the trailing 6-month period | 24.87% | 15.13% | +9.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.20% | 19.96% | +15.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.23% | 22.93% | +7.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.66% | 22.03% | +7.63% |
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 0.72%.
| 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% |
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
FFIV vs. COST - Financials Comparison
This section allows you to compare key financial metrics between F5 Networks, 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
FFIV vs. COST - Profitability Comparison
FFIV - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, F5 Networks, Inc. reported a gross profit of 700.06M and revenue of -1.63B. Therefore, the gross margin over that period was -42.8%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
FFIV - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, F5 Networks, Inc. reported an operating income of 213.63M and revenue of -1.63B, resulting in an operating margin of -13.1%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
FFIV - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, F5 Networks, Inc. reported a net income of 208.21M and revenue of -1.63B, resulting in a net margin of -12.7%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
Frequently Asked Questions
FFIV and COST have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FFIV has higher volatility (11.59%) compared to COST (7.34%). In terms of maximum drawdown, FFIV dropped -97.59% vs COST's -53.39%.
FFIV currently has the higher Sharpe Ratio (0.82 vs 0.10), 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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