GRBK vs. COST

Last updated Jun 4, 2026

GRBK (Green Brick Partners, Inc.) and COST (Costco Wholesale Corporation) are both stocks. GRBK operates in Residential Construction (Consumer Cyclical), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, GRBK returned 25.07%/yr vs 22.34%/yr for COST. At a 0.16 correlation, their price movements are largely independent.

Performance

GRBK vs. COST - Performance Comparison

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

Returns By Period

In the year-to-date period, GRBK achieves a 9.56% return, which is significantly lower than COST's 11.85% return. Over the past 10 years, GRBK has outperformed COST with an annualized return of 25.07%, while COST has yielded a comparatively lower 22.34% annualized return.

GRBK

• 1D: -0.54%
• 1M: 6.11%
• YTD: 9.56%
• 6M: 1.98%
• 1Y: 17.33%
• 3Y*: 10.31%
• 5Y*: 23.26%
• 10Y*: 25.07%

COST

• 1D: 0.79%
• 1M: -5.03%
• YTD: 11.85%
• 6M: 4.58%
• 1Y: -8.37%
• 3Y*: 25.00%
• 5Y*: 21.24%
• 10Y*: 22.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GRBK vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GRBK Green Brick Partners, Inc.	9.56%	10.92%	8.76%	114.36%	-20.11%	32.10%	100.00%	58.56%	-35.93%	12.44%
COST Costco Wholesale Corporation	11.85%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%

Correlation

The correlation between GRBK and COST is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Jun 15, 2007	0.16

The correlation between GRBK and COST shifts across timeframes, from 0.12 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS GRBK : $6.86 COST : $26.51
PE Ratio GRBK : 10.01 COST : 36.29
PEG Ratio GRBK : 0.47 COST : 2.84
PS Ratio GRBK : 1.46 COST : 1.09
Total Revenue (TTM) GRBK : $2.06B COST : $293.59B
Gross Profit (TTM) GRBK : $615.58M COST : $11.12B
EBITDA (TTM) GRBK : $397.80M COST : $12.48B

Return for Risk

GRBK vs. COST — Risk / Return Rank

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

GRBK

GRBK Risk / Return Rank: 54
GRBK Sharpe Ratio Rank: 58
GRBK Sortino Ratio Rank: 53
GRBK Omega Ratio Rank: 50
GRBK Calmar Ratio Rank: 56
GRBK Martin Ratio Rank: 55

COST

COST Risk / Return Rank: 22
COST Sharpe Ratio Rank: 21
COST Sortino Ratio Rank: 19
COST Omega Ratio Rank: 20
COST Calmar Ratio Rank: 26
COST Martin Ratio Rank: 23

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GRBK vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Green Brick Partners, Inc. (GRBK) 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.

	GRBK	COST	Difference
Sharpe ratio Return per unit of total volatility	0.50	-0.44	+0.94
Sortino ratio Return per unit of downside risk	0.99	-0.50	+1.49
Omega ratio Gain probability vs. loss probability	1.11	0.94	+0.17
Calmar ratio Return relative to maximum drawdown	0.73	-0.44	+1.17
Martin ratio Return relative to average drawdown	1.39	-0.88	+2.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GRBK vs. COST - Sharpe Ratio Comparison

The current GRBK Sharpe Ratio is 0.50, which is higher than the COST Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of GRBK and COST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GRBK	COST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.50	-0.44	+0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.94	-0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	1.02	-0.45
Sharpe Ratio (All Time) Calculated using the full available price history	-0.06	0.59	-0.65

Drawdowns

GRBK vs. COST - Drawdown Comparison

The maximum GRBK drawdown since its inception was -99.29%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for GRBK and COST.

Drawdown Indicators

	GRBK	COST	Difference
Max Drawdown Largest peak-to-trough decline	-99.29%	-53.39%	-45.90%
Max Drawdown (1Y) Largest decline over 1 year	-23.99%	-18.95%	-5.04%
Max Drawdown (3Y) Largest decline over 3 years	-36.15%	-20.74%	-15.41%
Max Drawdown (5Y) Largest decline over 5 years	-45.12%	-31.40%	-13.72%
Max Drawdown (10Y) Largest decline over 10 years	-54.29%	-31.40%	-22.89%
Current Drawdown Current decline from peak	-69.70%	-12.11%	-57.59%
Average Drawdown Average peak-to-trough decline	-87.62%	-13.36%	-74.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.53%	9.86%	+2.67%

Volatility

GRBK vs. COST - Volatility Comparison

The current volatility for Green Brick Partners, Inc. (GRBK) is 7.35%, while Costco Wholesale Corporation (COST) has a volatility of 8.05%. This indicates that GRBK 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.

Volatility by Period

	GRBK	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.35%	8.05%	-0.70%
Volatility (6M) Calculated over the trailing 6-month period	23.56%	14.83%	+8.73%
Volatility (1Y) Calculated over the trailing 1-year period	35.07%	19.12%	+15.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.87%	22.73%	+20.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.63%	21.95%	+21.68%

Dividends

GRBK vs. COST - Dividend Comparison

GRBK has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.56%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.56%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
GRBK Green Brick Partners, 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

GRBK vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between Green Brick Partners, Inc. and Costco Wholesale Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

GRBK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported a gross profit of 131.72M and revenue of 455.99M. Therefore, the gross margin over that period was 28.9%.

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%.

GRBK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported an operating income of 131.72M and revenue of 455.99M, resulting in an operating margin of 28.9%.

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%.

GRBK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported a net income of 60.95M and revenue of 455.99M, resulting in a net margin of 13.4%.

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

Can I hold both GRBK and COST in my portfolio?

GRBK and COST have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GRBK or COST?

COST has higher volatility (8.05%) compared to GRBK (7.35%). In terms of maximum drawdown, GRBK dropped -99.29% vs COST's -53.39%.

Which has better risk-adjusted returns?

GRBK currently has the higher Sharpe Ratio (0.50 vs -0.44), 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.