FTS.TO vs. COST
FTS.TO (Fortis Inc.) and COST (Costco Wholesale Corporation) are both stocks. FTS.TO operates in Utilities - Regulated Electric (Utilities), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, FTS.TO returned 10.80%/yr vs 23.32%/yr for COST. At a 0.14 correlation, their price movements are largely independent.
Performance
FTS.TO vs. COST - Performance Comparison
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Different Trading Currencies
FTS.TO is traded in CAD, while COST is traded in USD. To make them comparable, the COST values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FTS.TO achieves a 13.43% return, which is significantly lower than COST's 16.55% return. Over the past 10 years, FTS.TO has underperformed COST with an annualized return of 10.80%, while COST has yielded a comparatively higher 23.32% annualized return.
FTS.TO
- 1D
- 0.99%
- 1M
- 5.79%
- YTD
- 13.43%
- 6M
- 15.37%
- 1Y
- 25.87%
- 3Y*
- 16.29%
- 5Y*
- 11.27%
- 10Y*
- 10.80%
COST
- 1D
- 0.87%
- 1M
- -4.65%
- YTD
- 16.55%
- 6M
- 12.97%
- 1Y
- 2.52%
- 3Y*
- 26.99%
- 5Y*
- 25.70%
- 10Y*
- 23.32%
FTS.TO vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTS.TO Fortis Inc. | 13.43% | 23.93% | 14.24% | 4.76% | -7.87% | 21.81% | 0.04% | 22.71% | 2.74% | 15.29% |
COST Costco Wholesale Corporation | 16.55% | -9.71% | 51.45% | 45.46% | -13.92% | 51.75% | 29.52% | 39.70% | 19.90% | 14.09% |
Correlation
The correlation between FTS.TO and COST is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2006 | 0.14 |
The correlation between FTS.TO and COST shifts across timeframes, from 0.12 (3 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
FTS.TO:
CA$3.56
COST:
$26.51
FTS.TO:
22.34
COST:
37.06
FTS.TO:
3.25
COST:
2.90
FTS.TO:
3.30
COST:
1.12
FTS.TO:
CA$12.21B
COST:
$293.59B
FTS.TO:
CA$3.98B
COST:
$11.12B
FTS.TO:
CA$5.87B
COST:
$12.48B
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Return for Risk
FTS.TO vs. COST — Risk / Return Rank
FTS.TO
COST
FTS.TO vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortis Inc. (FTS.TO) 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.
| FTS.TO | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.98 | ||
| Sortino ratioReturn per unit of downside risk | +2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.02 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 0.05 | +4.28 |
| Martin ratioReturn relative to average drawdown | 10.47 | 0.12 | +10.35 |
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Drawdowns
FTS.TO vs. COST - Drawdown Comparison
The maximum FTS.TO drawdown since its inception was -28.27%, smaller than the maximum COST drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for FTS.TO and COST.
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Drawdown Indicators
| FTS.TO | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.27% | -33.74% | +5.47% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -14.89% | +8.80% |
Max Drawdown (3Y)Largest decline over 3 years | -10.97% | -23.58% | +12.61% |
Max Drawdown (5Y)Largest decline over 5 years | -24.01% | -30.01% | +6.00% |
Max Drawdown (10Y)Largest decline over 10 years | -28.27% | -30.01% | +1.74% |
Current DrawdownCurrent decline from peak | 0.00% | -10.25% | +10.25% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -7.21% | +1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 6.20% | -3.69% |
Volatility
FTS.TO vs. COST - Volatility Comparison
The current volatility for Fortis Inc. (FTS.TO) is 4.96%, while Costco Wholesale Corporation (COST) has a volatility of 7.80%. This indicates that FTS.TO experiences smaller price fluctuations and is considered to be less risky 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
| FTS.TO | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 7.80% | -2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 10.44% | 15.65% | -5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.12% | 20.08% | -6.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 23.87% | -9.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 23.14% | -6.28% |
Dividends
FTS.TO vs. COST - Dividend Comparison
FTS.TO's dividend yield for the trailing twelve months is around 3.18%, more than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
FTS.TO Fortis Inc. | 3.18% | 3.48% | 3.99% | 4.19% | 4.01% | 3.36% | 3.73% | 3.39% | 3.79% | 3.52% | 3.68% | 3.73% |
Financials
FTS.TO vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Fortis 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
FTS.TO vs. COST - Profitability Comparison
FTS.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fortis Inc. reported a gross profit of 933.00M and revenue of 3.38B. Therefore, the gross margin over that period was 27.6%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
FTS.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fortis Inc. reported an operating income of 933.00M and revenue of 3.38B, resulting in an operating margin of 27.6%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
FTS.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fortis Inc. reported a net income of 523.00M and revenue of 3.38B, resulting in a net margin of 15.5%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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
FTS.TO and COST have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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