GL vs. COST
GL (Globe Life Inc.) and COST (Costco Wholesale Corporation) are both stocks. GL operates in Insurance - Life (Financial Services), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, GL returned 12.50%/yr vs 21.10%/yr for COST. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
GL vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, GL achieves a 31.11% return, which is significantly higher than COST's 10.87% return. Over the past 10 years, GL has underperformed COST with an annualized return of 12.50%, while COST has yielded a comparatively higher 21.10% annualized return.
GL
- 1D
- -0.40%
- 1M
- 1.16%
- 6M
- 30.52%
- YTD
- 31.11%
- 1Y
- 33.87%
- 3Y*
- 18.44%
- 5Y*
- 15.34%
- 10Y*
- 12.50%
- ALL TIME*
- 12.78%
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 | |
| $148.51M | $123.13M | $108.97M |
GL vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GL Globe Life Inc. | 31.11% | 26.47% | -7.53% | 1.77% | 29.68% | -0.49% | -8.93% | 42.34% | -17.23% | 23.93% |
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 GL and COST is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 1993 | 0.31 |
The correlation between GL and COST shifts across timeframes, from 0.16 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GL:
$14.15B
COST:
$422.14B
GL:
$14.55
COST:
$26.51
GL:
12.52
COST:
35.91
GL:
0.68
COST:
2.81
GL:
2.43
COST:
1.08
GL:
$6.08B
COST:
$293.59B
GL:
$2.31B
COST:
$11.12B
GL:
$1.61B
COST:
$12.48B
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Return for Risk
GL vs. COST — Risk / Return Rank
GL
COST
GL vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Globe Life Inc. (GL) 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.
| GL | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.03 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 0.12 | +2.72 |
| Martin ratioReturn relative to average drawdown | 6.70 | 0.26 | +6.44 |
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Drawdowns
GL vs. COST - Drawdown Comparison
The maximum GL drawdown since its inception was -75.34%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for GL and COST.
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Drawdown Indicators
| GL | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.34% | -53.39% | -21.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -16.57% | +5.70% |
Max Drawdown (3Y)Largest decline over 3 years | -61.62% | -20.74% | -40.88% |
Max Drawdown (5Y)Largest decline over 5 years | -61.62% | -31.40% | -30.22% |
Max Drawdown (10Y)Largest decline over 10 years | -61.62% | -31.40% | -30.22% |
Current DrawdownCurrent decline from peak | -1.36% | -12.88% | +11.52% |
Average DrawdownAverage peak-to-trough decline | -12.13% | -13.36% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 7.81% | -3.20% |
Volatility
GL vs. COST - Volatility Comparison
Globe Life Inc. (GL) has a higher volatility of 8.90% compared to Costco Wholesale Corporation (COST) at 7.34%. This indicates that GL'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
| GL | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.90% | 7.34% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 15.53% | 15.13% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.82% | 19.96% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.65% | 22.93% | +12.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.25% | 22.03% | +10.22% |
Dividends
GL vs. COST - Dividend Comparison
GL's dividend yield for the trailing twelve months is around 0.66%, less than COST's 0.72% yield.
| 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% |
GL Globe Life Inc. | 0.66% | 0.75% | 0.85% | 0.73% | 0.68% | 0.83% | 0.77% | 0.64% | 0.85% | 0.65% | 0.75% | 0.71% |
Financials
GL vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Globe Life 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
GL vs. COST - Profitability Comparison
GL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Globe Life Inc. reported a gross profit of 770.04M and revenue of 1.56B. Therefore, the gross margin over that period was 49.4%.
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%.
GL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Globe Life Inc. reported an operating income of 368.13M and revenue of 1.56B, resulting in an operating margin of 23.6%.
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%.
GL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Globe Life Inc. reported a net income of 270.53M and revenue of 1.56B, resulting in a net margin of 17.4%.
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
GL and COST have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GL has higher volatility (8.90%) compared to COST (7.34%). In terms of maximum drawdown, GL dropped -75.34% vs COST's -53.39%.
GL currently has the higher Sharpe Ratio (1.56 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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