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

Correlation

The correlation between FTDR and COST is 0.25, 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.


-0.50.00.51.00.2

Performance

FTDR vs. COST - Performance Comparison

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

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
23.66%
18.21%
FTDR
COST

Key characteristics

Sharpe Ratio

FTDR:

2.39

COST:

2.23

Sortino Ratio

FTDR:

3.54

COST:

2.85

Omega Ratio

FTDR:

1.42

COST:

1.39

Calmar Ratio

FTDR:

1.55

COST:

4.26

Martin Ratio

FTDR:

16.12

COST:

9.93

Ulcer Index

FTDR:

4.73%

COST:

4.40%

Daily Std Dev

FTDR:

31.80%

COST:

19.62%

Max Drawdown

FTDR:

-66.39%

COST:

-53.39%

Current Drawdown

FTDR:

-6.36%

COST:

-3.90%

Fundamentals

Market Cap

FTDR:

$4.41B

COST:

$471.66B

EPS

FTDR:

$3.02

COST:

$17.00

PE Ratio

FTDR:

19.27

COST:

62.50

Total Revenue (TTM)

FTDR:

$1.46B

COST:

$258.81B

Gross Profit (TTM)

FTDR:

$787.00M

COST:

$32.80B

EBITDA (TTM)

FTDR:

$356.00M

COST:

$12.25B

Returns By Period

In the year-to-date period, FTDR achieves a 6.86% return, which is significantly lower than COST's 13.06% return.


FTDR

YTD

6.86%

1M

-0.83%

6M

23.67%

1Y

79.59%

5Y*

4.59%

10Y*

N/A

COST

YTD

13.06%

1M

9.31%

6M

18.21%

1Y

43.91%

5Y*

28.53%

10Y*

23.66%

*Annualized

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

FTDR vs. COST — Risk-Adjusted Performance Rank

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

FTDR
The Risk-Adjusted Performance Rank of FTDR is 9393
Overall Rank
The Sharpe Ratio Rank of FTDR is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of FTDR is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FTDR is 9292
Omega Ratio Rank
The Calmar Ratio Rank of FTDR is 8686
Calmar Ratio Rank
The Martin Ratio Rank of FTDR is 9696
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9393
Overall Rank
The Sharpe Ratio Rank of COST is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 9090
Sortino Ratio Rank
The Omega Ratio Rank of COST is 9090
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9797
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTDR vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Frontdoor, Inc. (FTDR) 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 FTDR, currently valued at 2.39, compared to the broader market-2.000.002.002.392.23
The chart of Sortino ratio for FTDR, currently valued at 3.54, compared to the broader market-4.00-2.000.002.004.006.003.542.85
The chart of Omega ratio for FTDR, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.39
The chart of Calmar ratio for FTDR, currently valued at 1.55, compared to the broader market0.002.004.006.001.554.26
The chart of Martin ratio for FTDR, currently valued at 16.12, compared to the broader market-10.000.0010.0020.0030.0016.129.93
FTDR
COST

The current FTDR Sharpe Ratio is 2.39, which is comparable to the COST Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of FTDR 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 Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.39
2.23
FTDR
COST

Dividends

FTDR vs. COST - Dividend Comparison

FTDR has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.45%.


TTM20242023202220212020201920182017201620152014
FTDR
Frontdoor, 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
0.45%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

FTDR vs. COST - Drawdown Comparison

The maximum FTDR drawdown since its inception was -66.39%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for FTDR and COST. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.36%
-3.90%
FTDR
COST

Volatility

FTDR vs. COST - Volatility Comparison

Frontdoor, Inc. (FTDR) has a higher volatility of 8.82% compared to Costco Wholesale Corporation (COST) at 6.12%. This indicates that FTDR'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%SeptemberOctoberNovemberDecember2025February
8.82%
6.12%
FTDR
COST

Financials

FTDR vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Frontdoor, 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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