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IVV vs. COST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVV vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 ETF (IVV) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVV achieves a 9.40% return, which is significantly higher than COST's 8.82% return. Over the past 10 years, IVV has underperformed COST with an annualized return of 14.95%, while COST has yielded a comparatively higher 20.81% annualized return.


IVV

1D
-0.18%
1M
-0.63%
6M
7.87%
YTD
9.40%
1Y
19.60%
3Y*
19.51%
5Y*
12.87%
10Y*
14.95%
ALL TIME*
8.43%

COST

1D
-0.54%
1M
-1.64%
6M
-2.61%
YTD
8.82%
1Y
-1.04%
3Y*
20.42%
5Y*
18.94%
10Y*
20.81%
ALL TIME*
16.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVV vs. COST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVV
iShares Core S&P 500 ETF
9.40%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%
COST
Costco Wholesale Corporation
8.82%-5.39%39.62%49.00%-19.05%51.82%32.67%45.70%10.60%22.37%

Correlation

The correlation between IVV and COST is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.53

The correlation between IVV and COST shifts across timeframes, from -0.10 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IVV vs. COST — Risk / Return Rank

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

IVV
IVV Risk / Return Rank: 6464
Overall Rank
IVV Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6161
Sortino Ratio Rank
IVV Omega Ratio Rank: 6262
Omega Ratio Rank
IVV Calmar Ratio Rank: 5959
Calmar Ratio Rank
IVV Martin Ratio Rank: 7272
Martin Ratio Rank

COST
COST Risk / Return Rank: 4040
Overall Rank
COST Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
COST Sortino Ratio Rank: 3535
Sortino Ratio Rank
COST Omega Ratio Rank: 3535
Omega Ratio Rank
COST Calmar Ratio Rank: 4343
Calmar Ratio Rank
COST Martin Ratio Rank: 4343
Martin Ratio Rank
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.

IVV vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) 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.


IVVCOSTDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+2.11

Omega ratioGain probability vs. loss probability

1.28

1.01

+0.27

Calmar ratioReturn relative to maximum drawdown

2.22

-0.06

+2.28

Martin ratioReturn relative to average drawdown

9.59

-0.14

+9.73

IVV vs. COST - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 1.56, which is higher than the COST Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of IVV 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.


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Drawdowns

IVV vs. COST - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, roughly equal to the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for IVV and COST.


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Drawdown Indicators


IVVCOSTDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-53.39%

-1.86%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-16.57%

+7.68%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-20.74%

+1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-31.40%

+6.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-31.40%

-2.50%

Current Drawdown

Current decline from peak

-2.06%

-14.49%

+12.43%

Average Drawdown

Average peak-to-trough decline

-10.74%

-13.36%

+2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

7.38%

-5.33%

Volatility

IVV vs. COST - Volatility Comparison

The current volatility for iShares Core S&P 500 ETF (IVV) is 3.54%, while Costco Wholesale Corporation (COST) has a volatility of 7.25%. This indicates that IVV 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.


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Volatility by Period


IVVCOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

7.25%

-3.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.10%

14.98%

-4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

12.65%

19.74%

-7.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

22.90%

-5.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

22.02%

-3.97%

Dividends

IVV vs. COST - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.10%, more than COST's 0.57% yield.


PositionTTM20252024202320222021202020192018201720162015
COST
Costco Wholesale Corporation
0.57%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%
IVV
iShares Core S&P 500 ETF
1.10%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions


IVV and COST have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COST has higher volatility (7.25%) compared to IVV (3.54%). In terms of maximum drawdown, IVV dropped -55.25% vs COST's -53.39%.

IVV currently has the higher Sharpe Ratio (1.56 vs -0.05), 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.

Portfolio Optimizer

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