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

Correlation

The correlation between LH and COST is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

LH vs. COST - Performance Comparison

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

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Key characteristics

Sharpe Ratio

LH:

0.77

COST:

1.38

Sortino Ratio

LH:

1.35

COST:

2.02

Omega Ratio

LH:

1.16

COST:

1.27

Calmar Ratio

LH:

0.74

COST:

1.88

Martin Ratio

LH:

3.31

COST:

5.46

Ulcer Index

LH:

5.94%

COST:

5.96%

Daily Std Dev

LH:

24.33%

COST:

21.93%

Max Drawdown

LH:

-96.05%

COST:

-53.39%

Current Drawdown

LH:

-4.02%

COST:

-4.61%

Fundamentals

Market Cap

LH:

$20.88B

COST:

$455.14B

EPS

LH:

$8.66

COST:

$17.18

PE Ratio

LH:

28.81

COST:

59.71

PEG Ratio

LH:

0.94

COST:

5.35

PS Ratio

LH:

1.58

COST:

1.72

PB Ratio

LH:

2.51

COST:

17.53

Total Revenue (TTM)

LH:

$13.18B

COST:

$264.09B

Gross Profit (TTM)

LH:

$3.61B

COST:

$35.11B

EBITDA (TTM)

LH:

$1.80B

COST:

$11.25B

Returns By Period

In the year-to-date period, LH achieves a 9.12% return, which is significantly lower than COST's 12.23% return. Over the past 10 years, LH has underperformed COST with an annualized return of 9.72%, while COST has yielded a comparatively higher 23.96% annualized return.


LH

YTD

9.12%

1M

14.92%

6M

6.71%

1Y

19.99%

5Y*

12.58%

10Y*

9.72%

COST

YTD

12.23%

1M

3.28%

6M

13.37%

1Y

29.57%

5Y*

29.87%

10Y*

23.96%

*Annualized

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Risk-Adjusted Performance

LH vs. COST — Risk-Adjusted Performance Rank

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

LH
The Risk-Adjusted Performance Rank of LH is 7676
Overall Rank
The Sharpe Ratio Rank of LH is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of LH is 7474
Sortino Ratio Rank
The Omega Ratio Rank of LH is 7070
Omega Ratio Rank
The Calmar Ratio Rank of LH is 7878
Calmar Ratio Rank
The Martin Ratio Rank of LH is 8080
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 8888
Overall Rank
The Sharpe Ratio Rank of COST is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 8686
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8585
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9292
Calmar Ratio Rank
The Martin Ratio Rank of COST is 8888
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.

LH vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Laboratory Corporation of America Holdings (LH) 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 current LH Sharpe Ratio is 0.77, which is lower than the COST Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of LH 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.


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Dividends

LH vs. COST - Dividend Comparison

LH's dividend yield for the trailing twelve months is around 1.15%, more than COST's 0.47% yield.


TTM20242023202220212020201920182017201620152014
LH
Laboratory Corporation of America Holdings
1.15%1.26%1.18%0.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
0.47%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

LH vs. COST - Drawdown Comparison

The maximum LH drawdown since its inception was -96.05%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for LH and COST. For additional features, visit the drawdowns tool.


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Volatility

LH vs. COST - Volatility Comparison

Laboratory Corporation of America Holdings (LH) has a higher volatility of 8.76% compared to Costco Wholesale Corporation (COST) at 6.39%. This indicates that LH'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.


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Financials

LH vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Laboratory Corporation of America Holdings 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


0.0020.00B40.00B60.00B80.00B20212022202320242025
3.35B
63.72B
(LH) Total Revenue
(COST) Total Revenue
Values in USD except per share items

LH vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between Laboratory Corporation of America Holdings and Costco Wholesale Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%35.0%40.0%45.0%20212022202320242025
28.3%
15.1%
(LH) Gross Margin
(COST) Gross Margin
LH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Laboratory Corporation of America Holdings reported a gross profit of 948.00M and revenue of 3.35B. Therefore, the gross margin over that period was 28.3%.

COST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Costco Wholesale Corporation reported a gross profit of 9.61B and revenue of 63.72B. Therefore, the gross margin over that period was 15.1%.

LH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Laboratory Corporation of America Holdings reported an operating income of 326.00M and revenue of 3.35B, resulting in an operating margin of 9.8%.

COST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Costco Wholesale Corporation reported an operating income of 2.32B and revenue of 63.72B, resulting in an operating margin of 3.6%.

LH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Laboratory Corporation of America Holdings reported a net income of 212.80M and revenue of 3.35B, resulting in a net margin of 6.4%.

COST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Costco Wholesale Corporation reported a net income of 1.79B and revenue of 63.72B, resulting in a net margin of 2.8%.