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

Correlation

The correlation between IBP and COST is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

IBP vs. COST - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%NovemberDecember2025FebruaryMarchApril
1,321.73%
951.66%
IBP
COST

Key characteristics

Sharpe Ratio

IBP:

-0.60

COST:

1.63

Sortino Ratio

IBP:

-0.65

COST:

2.19

Omega Ratio

IBP:

0.92

COST:

1.30

Calmar Ratio

IBP:

-0.66

COST:

2.08

Martin Ratio

IBP:

-1.16

COST:

6.27

Ulcer Index

IBP:

23.99%

COST:

5.73%

Daily Std Dev

IBP:

46.93%

COST:

22.11%

Max Drawdown

IBP:

-61.75%

COST:

-53.39%

Current Drawdown

IBP:

-36.67%

COST:

-9.26%

Fundamentals

Market Cap

IBP:

$4.70B

COST:

$432.80B

EPS

IBP:

$9.43

COST:

$17.17

PE Ratio

IBP:

18.06

COST:

56.81

PEG Ratio

IBP:

1.20

COST:

5.81

PS Ratio

IBP:

1.60

COST:

1.64

PB Ratio

IBP:

6.43

COST:

16.93

Total Revenue (TTM)

IBP:

$2.25B

COST:

$264.09B

Gross Profit (TTM)

IBP:

$760.00M

COST:

$35.11B

EBITDA (TTM)

IBP:

$362.10M

COST:

$11.25B

Returns By Period

In the year-to-date period, IBP achieves a -2.64% return, which is significantly lower than COST's 6.76% return. Both investments have delivered pretty close results over the past 10 years, with IBP having a 22.80% annualized return and COST not far ahead at 23.10%.


IBP

YTD

-2.64%

1M

-4.47%

6M

-25.83%

1Y

-27.10%

5Y*

35.27%

10Y*

22.80%

COST

YTD

6.76%

1M

5.10%

6M

9.91%

1Y

35.89%

5Y*

27.96%

10Y*

23.10%

*Annualized

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Risk-Adjusted Performance

IBP vs. COST — Risk-Adjusted Performance Rank

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

IBP
The Risk-Adjusted Performance Rank of IBP is 1919
Overall Rank
The Sharpe Ratio Rank of IBP is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of IBP is 2020
Sortino Ratio Rank
The Omega Ratio Rank of IBP is 2222
Omega Ratio Rank
The Calmar Ratio Rank of IBP is 1111
Calmar Ratio Rank
The Martin Ratio Rank of IBP is 2222
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9090
Overall Rank
The Sharpe Ratio Rank of COST is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 8888
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8787
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9494
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9090
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.

IBP vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Installed Building Products, Inc. (IBP) 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.


The chart of Sharpe ratio for IBP, currently valued at -0.60, compared to the broader market-2.00-1.000.001.002.003.00
IBP: -0.60
COST: 1.63
The chart of Sortino ratio for IBP, currently valued at -0.65, compared to the broader market-6.00-4.00-2.000.002.004.00
IBP: -0.65
COST: 2.19
The chart of Omega ratio for IBP, currently valued at 0.92, compared to the broader market0.501.001.502.00
IBP: 0.92
COST: 1.30
The chart of Calmar ratio for IBP, currently valued at -0.66, compared to the broader market0.001.002.003.004.005.00
IBP: -0.66
COST: 2.08
The chart of Martin ratio for IBP, currently valued at -1.16, compared to the broader market-5.000.005.0010.0015.0020.00
IBP: -1.16
COST: 6.27

The current IBP Sharpe Ratio is -0.60, which is lower than the COST Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of IBP 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.60
1.63
IBP
COST

Dividends

IBP vs. COST - Dividend Comparison

IBP's dividend yield for the trailing twelve months is around 1.85%, more than COST's 0.36% yield.


TTM20242023202220212020201920182017201620152014
IBP
Installed Building Products, Inc.
1.85%1.71%1.21%2.52%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
0.36%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

IBP vs. COST - Drawdown Comparison

The maximum IBP drawdown since its inception was -61.75%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for IBP and COST. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-36.67%
-9.26%
IBP
COST

Volatility

IBP vs. COST - Volatility Comparison

Installed Building Products, Inc. (IBP) has a higher volatility of 18.31% compared to Costco Wholesale Corporation (COST) at 10.35%. This indicates that IBP'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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.31%
10.35%
IBP
COST

Financials

IBP vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Installed Building Products, 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