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

Correlation

The correlation between JWN and COST is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

JWN vs. COST - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%NovemberDecember2025FebruaryMarchApril
576.00%
15,807.92%
JWN
COST

Key characteristics

Sharpe Ratio

JWN:

0.89

COST:

1.63

Sortino Ratio

JWN:

1.47

COST:

2.19

Omega Ratio

JWN:

1.20

COST:

1.30

Calmar Ratio

JWN:

0.39

COST:

2.08

Martin Ratio

JWN:

5.17

COST:

6.27

Ulcer Index

JWN:

5.13%

COST:

5.73%

Daily Std Dev

JWN:

29.80%

COST:

22.11%

Max Drawdown

JWN:

-86.56%

COST:

-53.39%

Current Drawdown

JWN:

-58.02%

COST:

-9.26%

Fundamentals

Market Cap

JWN:

$4.04B

COST:

$433.55B

EPS

JWN:

$1.74

COST:

$17.17

PE Ratio

JWN:

13.88

COST:

56.91

PEG Ratio

JWN:

0.31

COST:

5.82

PS Ratio

JWN:

0.27

COST:

1.64

PB Ratio

JWN:

3.54

COST:

16.95

Total Revenue (TTM)

JWN:

$15.02B

COST:

$264.09B

Gross Profit (TTM)

JWN:

$5.62B

COST:

$35.11B

EBITDA (TTM)

JWN:

-$540.70M

COST:

$11.25B

Returns By Period

In the year-to-date period, JWN achieves a 0.78% return, which is significantly lower than COST's 6.76% return. Over the past 10 years, JWN has underperformed COST with an annualized return of -7.68%, while COST has yielded a comparatively higher 23.26% annualized return.


JWN

YTD

0.78%

1M

-1.23%

6M

7.97%

1Y

30.44%

5Y*

6.23%

10Y*

-7.68%

COST

YTD

6.76%

1M

4.09%

6M

9.91%

1Y

34.53%

5Y*

28.13%

10Y*

23.26%

*Annualized

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Risk-Adjusted Performance

JWN vs. COST — Risk-Adjusted Performance Rank

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

JWN
The Risk-Adjusted Performance Rank of JWN is 7979
Overall Rank
The Sharpe Ratio Rank of JWN is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of JWN is 7878
Sortino Ratio Rank
The Omega Ratio Rank of JWN is 7777
Omega Ratio Rank
The Calmar Ratio Rank of JWN is 7070
Calmar Ratio Rank
The Martin Ratio Rank of JWN is 8787
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9191
Overall Rank
The Sharpe Ratio Rank of COST is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 8888
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8888
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9494
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9090
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.

JWN vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordstrom, Inc. (JWN) 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.


The chart of Sharpe ratio for JWN, currently valued at 0.89, compared to the broader market-2.00-1.000.001.002.003.00
JWN: 0.89
COST: 1.63
The chart of Sortino ratio for JWN, currently valued at 1.47, compared to the broader market-6.00-4.00-2.000.002.004.00
JWN: 1.47
COST: 2.19
The chart of Omega ratio for JWN, currently valued at 1.20, compared to the broader market0.501.001.502.00
JWN: 1.20
COST: 1.30
The chart of Calmar ratio for JWN, currently valued at 0.39, compared to the broader market0.001.002.003.004.005.00
JWN: 0.39
COST: 2.08
The chart of Martin ratio for JWN, currently valued at 5.17, compared to the broader market-5.000.005.0010.0015.0020.00
JWN: 5.17
COST: 6.27

The current JWN Sharpe Ratio is 0.89, which is lower than the COST Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of JWN and COST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.89
1.63
JWN
COST

Dividends

JWN vs. COST - Dividend Comparison

JWN's dividend yield for the trailing twelve months is around 3.15%, more than COST's 0.36% yield.


TTM20242023202220212020201920182017201620152014
JWN
Nordstrom, Inc.
3.15%3.15%4.12%4.71%0.00%1.19%3.62%3.18%3.12%3.09%12.71%1.66%
COST
Costco Wholesale Corporation
0.36%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

JWN vs. COST - Drawdown Comparison

The maximum JWN drawdown since its inception was -86.56%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for JWN and COST. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-58.02%
-9.26%
JWN
COST

Volatility

JWN vs. COST - Volatility Comparison

The current volatility for Nordstrom, Inc. (JWN) is 5.04%, while Costco Wholesale Corporation (COST) has a volatility of 10.35%. This indicates that JWN 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%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
5.04%
10.35%
JWN
COST

Financials

JWN vs. COST - Financials Comparison

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