IR vs. COST
IR (Ingersoll-Rand Plc) and COST (Costco Wholesale Corporation) are both stocks. IR operates in Specialty Industrial Machinery (Industrials), while COST operates in Discount Stores (Consumer Defensive). Over the past 5 years, IR returned 8.86%/yr vs 22.05%/yr for COST. At a 0.26 correlation, their price movements are largely independent.
Performance
IR vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, IR achieves a -8.49% return, which is significantly lower than COST's 13.35% return.
IR
- 1D
- 0.29%
- 1M
- -4.32%
- YTD
- -8.49%
- 6M
- -8.59%
- 1Y
- -12.74%
- 3Y*
- 5.18%
- 5Y*
- 8.86%
- 10Y*
- —
COST
- 1D
- 0.30%
- 1M
- -3.37%
- YTD
- 13.35%
- 6M
- 10.14%
- 1Y
- -3.42%
- 3Y*
- 25.18%
- 5Y*
- 22.05%
- 10Y*
- 22.25%
IR vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IR Ingersoll-Rand Plc | -8.49% | -12.34% | 17.06% | 48.21% | -15.41% | 35.85% | 24.21% | 92.80% | -39.73% | 60.81% |
COST Costco Wholesale Corporation | 13.35% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 9.59% |
Correlation
The correlation between IR and COST is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 15, 2017 | 0.26 |
Over the past year, the correlation between IR and COST has dropped to 0.05 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
Fundamentals
IR:
$1.96
COST:
$26.51
IR:
36.93
COST:
36.77
IR:
8.78
COST:
2.88
IR:
2.79
COST:
1.11
IR:
$7.78B
COST:
$293.59B
IR:
$2.98B
COST:
$11.12B
IR:
$1.55B
COST:
$12.48B
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Return for Risk
IR vs. COST — Risk / Return Rank
IR
COST
IR vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ingersoll-Rand Plc (IR) 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.
| IR | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.98 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | -0.22 | -0.20 |
| Martin ratioReturn relative to average drawdown | -0.97 | -0.51 | -0.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IR | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.39 | -0.18 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.98 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.59 | -0.13 |
Drawdowns
IR vs. COST - Drawdown Comparison
The maximum IR drawdown since its inception was -50.27%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for IR and COST.
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Drawdown Indicators
| IR | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.27% | -53.39% | +3.12% |
Max Drawdown (1Y)Largest decline over 1 year | -30.56% | -15.38% | -15.18% |
Max Drawdown (3Y)Largest decline over 3 years | -36.62% | -20.74% | -15.88% |
Max Drawdown (5Y)Largest decline over 5 years | -36.62% | -31.40% | -5.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.40% | — |
Current DrawdownCurrent decline from peak | -31.12% | -10.93% | -20.19% |
Average DrawdownAverage peak-to-trough decline | -12.81% | -13.36% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.12% | 7.15% | +5.97% |
Volatility
IR vs. COST - Volatility Comparison
Ingersoll-Rand Plc (IR) and Costco Wholesale Corporation (COST) have volatilities of 7.68% and 7.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IR | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.68% | 7.71% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 25.01% | 14.53% | +10.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.94% | 18.79% | +14.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.98% | 22.71% | +7.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.33% | 21.95% | +12.38% |
Dividends
IR vs. COST - Dividend Comparison
IR's dividend yield for the trailing twelve months is around 0.11%, less 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% |
IR Ingersoll-Rand Plc | 0.11% | 0.10% | 0.09% | 0.10% | 0.15% | 0.03% | 0.00% | 5.78% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
IR vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Ingersoll-Rand Plc 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
IR vs. COST - Profitability Comparison
IR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported a gross profit of 792.40M and revenue of 1.85B. Therefore, the gross margin over that period was 42.9%.
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%.
IR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported an operating income of 289.70M and revenue of 1.85B, resulting in an operating margin of 15.7%.
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%.
IR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported a net income of 192.10M and revenue of 1.85B, resulting in a net margin of 10.4%.
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
IR and COST have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.71%) compared to IR (7.68%). In terms of maximum drawdown, IR dropped -50.27% vs COST's -53.39%.
COST currently has the higher Sharpe Ratio (-0.18 vs -0.39), 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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