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

Correlation

The correlation between IMGN and COST is 0.18, 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

IMGN vs. COST - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February0
18.21%
IMGN
COST

Key characteristics

Fundamentals

Market Cap

IMGN:

$8.72B

COST:

$471.66B

EPS

IMGN:

-$0.28

COST:

$17.00

PEG Ratio

IMGN:

0.00

COST:

6.32

Returns By Period


IMGN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

COST

YTD

13.06%

1M

9.31%

6M

18.21%

1Y

43.91%

5Y*

28.53%

10Y*

23.66%

*Annualized

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Risk-Adjusted Performance

IMGN vs. COST — Risk-Adjusted Performance Rank

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

IMGN

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.

IMGN vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ImmunoGen, Inc. (IMGN) 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
No data
The chart of Calmar ratio for IMGN, currently valued at 0.00, compared to the broader market0.002.004.006.000.004.26
IMGN
COST


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.00
2.23
IMGN
COST

Dividends

IMGN vs. COST - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
IMGN
ImmunoGen, 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

IMGN vs. COST - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-28.72%
-3.90%
IMGN
COST

Volatility

IMGN vs. COST - Volatility Comparison

The current volatility for ImmunoGen, Inc. (IMGN) is 0.00%, while Costco Wholesale Corporation (COST) has a volatility of 6.12%. This indicates that IMGN 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February0
6.12%
IMGN
COST

Financials

IMGN vs. COST - Financials Comparison

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