L.TO vs. COST.TO
L.TO (Loblaw Companies Limited) and COST.TO (Costco CDR (CAD Hedged)) are both stocks. Both are in the Consumer Defensive sector — L.TO in Grocery Stores, COST.TO in Discount Stores. Over the past 3 years, L.TO returned 36.13%/yr vs 19.00%/yr for COST.TO. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
L.TO vs. COST.TO - Performance Comparison
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Returns By Period
In the year-to-date period, L.TO achieves a 6.56% return, which is significantly lower than COST.TO's 9.50% return.
L.TO
- 1D
- 0.17%
- 1M
- 5.38%
- 6M
- 5.08%
- YTD
- 6.56%
- 1Y
- 18.90%
- 3Y*
- 36.13%
- 5Y*
- 31.26%
- 10Y*
- 26.31%
- ALL TIME*
- 20.65%
COST.TO
- 1D
- -0.35%
- 1M
- 0.06%
- 6M
- -2.46%
- YTD
- 9.50%
- 1Y
- -1.69%
- 3Y*
- 19.00%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
COST.TO Costco CDR (CAD Hedged) | CA$3.30M | CA$4.04M | CA$4.59M |
| CA$67.49M | CA$74.04M | CA$83.79M |
L.TO vs. COST.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
L.TO Loblaw Companies Limited | 6.56% | 34.69% | 54.55% | 13.67% | 3.00% |
COST.TO Costco CDR (CAD Hedged) | 9.50% | -7.82% | 37.46% | 47.35% | -11.77% |
Correlation
The correlation between L.TO and COST.TO is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2022 | 0.22 |
Fundamentals
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Return for Risk
L.TO vs. COST.TO — Risk / Return Rank
L.TO
COST.TO
L.TO vs. COST.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loblaw Companies Limited (L.TO) and Costco CDR (CAD Hedged) (COST.TO). 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.
| L.TO | COST.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.01 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | -0.02 | +1.30 |
| Martin ratioReturn relative to average drawdown | 2.86 | -0.03 | +2.89 |
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Drawdowns
L.TO vs. COST.TO - Drawdown Comparison
The maximum L.TO drawdown since its inception was -44.67%, which is greater than COST.TO's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for L.TO and COST.TO.
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Drawdown Indicators
| L.TO | COST.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.67% | -22.42% | -22.25% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -16.67% | +2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -14.53% | -22.42% | +7.89% |
Max Drawdown (5Y)Largest decline over 5 years | -14.53% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -18.54% | — | — |
Current DrawdownCurrent decline from peak | -4.54% | -13.87% | +9.33% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -7.80% | +0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.51% | 8.01% | -1.50% |
Volatility
L.TO vs. COST.TO - Volatility Comparison
The current volatility for Loblaw Companies Limited (L.TO) is 5.28%, while Costco CDR (CAD Hedged) (COST.TO) has a volatility of 6.66%. This indicates that L.TO experiences smaller price fluctuations and is considered to be less risky than COST.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| L.TO | COST.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 6.66% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 17.04% | 15.28% | +1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.42% | 19.90% | +1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.07% | 21.14% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.44% | 21.14% | -0.70% |
Dividends
L.TO vs. COST.TO - Dividend Comparison
L.TO's dividend yield for the trailing twelve months is around 0.88%, more than COST.TO's 0.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST.TO Costco CDR (CAD Hedged) | 0.58% | 0.59% | 0.50% | 2.88% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
L.TO Loblaw Companies Limited | 0.88% | 2.19% | 4.20% | 5.43% | 5.28% | 5.40% | 8.15% | 7.40% | 6.45% | 7.84% | 7.27% | 7.61% |
Financials
L.TO vs. COST.TO - Financials Comparison
This section allows you to compare key financial metrics between Loblaw Companies Limited and Costco CDR (CAD Hedged). 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
Frequently Asked Questions
L.TO and COST.TO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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