JVA vs. COST

Last updated Jun 4, 2026

JVA (Coffee Holding Co., Inc.) and COST (Costco Wholesale Corporation) are both stocks. Both are in the Consumer Defensive sector — JVA in Packaged Foods, COST in Discount Stores. Over the past 10 years, JVA returned 0.47%/yr vs 22.34%/yr for COST. At a 0.07 correlation, their price movements are largely independent.

Performance

JVA vs. COST - Performance Comparison

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

Returns By Period

In the year-to-date period, JVA achieves a 18.54% return, which is significantly higher than COST's 11.85% return. Over the past 10 years, JVA has underperformed COST with an annualized return of 0.47%, while COST has yielded a comparatively higher 22.34% annualized return.

JVA

• 1D: 0.45%
• 1M: -3.86%
• YTD: 18.54%
• 6M: 24.31%
• 1Y: 12.73%
• 3Y*: 43.09%
• 5Y*: -5.08%
• 10Y*: 0.47%

COST

• 1D: 0.79%
• 1M: -5.03%
• YTD: 11.85%
• 6M: 4.58%
• 1Y: -8.37%
• 3Y*: 25.00%
• 5Y*: 21.24%
• 10Y*: 22.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JVA vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JVA Coffee Holding Co., Inc.	18.54%	13.45%	275.82%	-55.39%	-52.75%	14.32%	-16.52%	30.31%	-17.14%	-8.39%
COST Costco Wholesale Corporation	11.85%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%

Correlation

The correlation between JVA 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	0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (10Y) Calculated over the trailing 10-year period	0.07
Correlation (All Time) Calculated using the full available price history since May 4, 2005	0.07

The correlation between JVA and COST shifts across timeframes, from -0.05 (1 year) to 0.07 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS JVA : $0.33 COST : $26.51
PE Ratio JVA : 13.47 COST : 36.29
PEG Ratio JVA : 0.20 COST : 2.84
PS Ratio JVA : 0.25 COST : 1.09
Total Revenue (TTM) JVA : $100.54M COST : $293.59B
Gross Profit (TTM) JVA : $16.49M COST : $11.12B
EBITDA (TTM) JVA : $4.08M COST : $12.48B

Return for Risk

JVA vs. COST — Risk / Return Rank

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

JVA

JVA Risk / Return Rank: 48
JVA Sharpe Ratio Rank: 49
JVA Sortino Ratio Rank: 50
JVA Omega Ratio Rank: 49
JVA Calmar Ratio Rank: 47
JVA Martin Ratio Rank: 46

COST

COST Risk / Return Rank: 22
COST Sharpe Ratio Rank: 21
COST Sortino Ratio Rank: 19
COST Omega Ratio Rank: 20
COST Calmar Ratio Rank: 26
COST Martin Ratio Rank: 23

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.

JVA vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coffee Holding Co., Inc. (JVA) 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.

	JVA	COST	Difference
Sharpe ratio Return per unit of total volatility	0.20	-0.44	+0.64
Sortino ratio Return per unit of downside risk	0.84	-0.50	+1.33
Omega ratio Gain probability vs. loss probability	1.10	0.94	+0.16
Calmar ratio Return relative to maximum drawdown	0.28	-0.44	+0.72
Martin ratio Return relative to average drawdown	0.53	-0.88	+1.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JVA vs. COST - Sharpe Ratio Comparison

The current JVA Sharpe Ratio is 0.20, which is higher than the COST Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of JVA 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.

Sharpe Ratios by Period

	JVA	COST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.20	-0.44	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.08	0.94	-1.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.01	1.02	-1.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.59	-0.58

Drawdowns

JVA vs. COST - Drawdown Comparison

The maximum JVA drawdown since its inception was -97.57%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for JVA and COST.

Drawdown Indicators

	JVA	COST	Difference
Max Drawdown Largest peak-to-trough decline	-97.57%	-53.39%	-44.18%
Max Drawdown (1Y) Largest decline over 1 year	-45.96%	-18.95%	-27.01%
Max Drawdown (3Y) Largest decline over 3 years	-70.32%	-20.74%	-49.58%
Max Drawdown (5Y) Largest decline over 5 years	-88.79%	-31.40%	-57.39%
Max Drawdown (10Y) Largest decline over 10 years	-90.85%	-31.40%	-59.45%
Current Drawdown Current decline from peak	-83.61%	-12.11%	-71.50%
Average Drawdown Average peak-to-trough decline	-78.34%	-13.36%	-64.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.03%	9.86%	+14.17%

Volatility

JVA vs. COST - Volatility Comparison

Coffee Holding Co., Inc. (JVA) has a higher volatility of 13.54% compared to Costco Wholesale Corporation (COST) at 8.05%. This indicates that JVA'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.

Volatility by Period

	JVA	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.54%	8.05%	+5.49%
Volatility (6M) Calculated over the trailing 6-month period	45.25%	14.83%	+30.42%
Volatility (1Y) Calculated over the trailing 1-year period	62.48%	19.12%	+43.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.09%	22.73%	+44.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	60.80%	21.95%	+38.85%

Dividends

JVA vs. COST - Dividend Comparison

JVA's dividend yield for the trailing twelve months is around 1.79%, more than COST's 0.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.56%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
JVA Coffee Holding Co., Inc.	1.79%	0.00%	0.00%	0.00%	3.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

JVA vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between Coffee Holding Co., Inc. and Costco Wholesale Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

JVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Coffee Holding Co., Inc. reported a gross profit of 7.03M and revenue of 25.57M. Therefore, the gross margin over that period was 27.5%.

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%.

JVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Coffee Holding Co., Inc. reported an operating income of 2.38M and revenue of 25.57M, resulting in an operating margin of 9.3%.

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%.

JVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Coffee Holding Co., Inc. reported a net income of 1.65M and revenue of 25.57M, resulting in a net margin of 6.5%.

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

Can I hold both JVA and COST in my portfolio?

JVA 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.

Which is riskier, JVA or COST?

JVA has higher volatility (13.54%) compared to COST (8.05%). In terms of maximum drawdown, JVA dropped -97.57% vs COST's -53.39%.

Which has better risk-adjusted returns?

JVA currently has the higher Sharpe Ratio (0.20 vs -0.44), 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.