IVV vs. COST
IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, IVV returned 14.95%/yr vs 20.81%/yr for COST. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
IVV vs. COST - Performance Comparison
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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%
IVV vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IVV
COST
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.
| IVV | COST | Difference | |
|---|---|---|---|
| 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 |
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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
| IVV | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.06% | -14.49% | +12.43% |
Average DrawdownAverage peak-to-trough decline | -10.74% | -13.36% | +2.62% |
Ulcer IndexDepth 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
| IVV | COST | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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