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

Correlation

The correlation between FND 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

FND vs. COST - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
217.44%
533.76%
FND
COST

Key characteristics

Sharpe Ratio

FND:

-0.21

COST:

2.43

Sortino Ratio

FND:

-0.03

COST:

3.01

Omega Ratio

FND:

1.00

COST:

1.43

Calmar Ratio

FND:

-0.21

COST:

4.45

Martin Ratio

FND:

-0.47

COST:

11.50

Ulcer Index

FND:

16.96%

COST:

3.97%

Daily Std Dev

FND:

38.48%

COST:

18.82%

Max Drawdown

FND:

-58.26%

COST:

-53.39%

Current Drawdown

FND:

-29.01%

COST:

-3.01%

Fundamentals

Market Cap

FND:

$11.56B

COST:

$435.99B

EPS

FND:

$1.80

COST:

$16.98

PE Ratio

FND:

59.87

COST:

57.84

PEG Ratio

FND:

2.20

COST:

5.99

Total Revenue (TTM)

FND:

$4.40B

COST:

$258.81B

Gross Profit (TTM)

FND:

$1.77B

COST:

$32.80B

EBITDA (TTM)

FND:

$278.46M

COST:

$12.25B

Returns By Period

In the year-to-date period, FND achieves a -8.80% return, which is significantly lower than COST's 47.01% return.


FND

YTD

-8.80%

1M

-0.69%

6M

-15.08%

1Y

-9.46%

5Y*

14.83%

10Y*

N/A

COST

YTD

47.01%

1M

4.92%

6M

11.10%

1Y

46.43%

5Y*

29.02%

10Y*

23.77%

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Risk-Adjusted Performance

FND vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Floor & Decor Holdings, Inc. (FND) 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 FND, currently valued at -0.21, compared to the broader market-4.00-2.000.002.00-0.212.43
The chart of Sortino ratio for FND, currently valued at -0.03, compared to the broader market-4.00-2.000.002.004.00-0.033.01
The chart of Omega ratio for FND, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.43
The chart of Calmar ratio for FND, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.214.45
The chart of Martin ratio for FND, currently valued at -0.47, compared to the broader market0.0010.0020.00-0.4711.50
FND
COST

The current FND Sharpe Ratio is -0.21, which is lower than the COST Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of FND 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.21
2.43
FND
COST

Dividends

FND vs. COST - Dividend Comparison

FND has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 2.02%.


TTM20232022202120202019201820172016201520142013
FND
Floor & Decor Holdings, 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%
COST
Costco Wholesale Corporation
2.02%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

FND vs. COST - Drawdown Comparison

The maximum FND drawdown since its inception was -58.26%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for FND and COST. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.01%
-3.01%
FND
COST

Volatility

FND vs. COST - Volatility Comparison

Floor & Decor Holdings, Inc. (FND) has a higher volatility of 14.06% compared to Costco Wholesale Corporation (COST) at 4.79%. This indicates that FND'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
14.06%
4.79%
FND
COST

Financials

FND vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Floor & Decor Holdings, 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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