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

Correlation

The correlation between LH and COST is 0.23, 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.


-0.50.00.51.00.2

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.

0.00%5,000.00%10,000.00%15,000.00%JulyAugustSeptemberOctoberNovemberDecember
610.13%
15,588.36%
LH
COST

Key characteristics

Sharpe Ratio

LH:

0.19

COST:

2.43

Sortino Ratio

LH:

0.45

COST:

3.01

Omega Ratio

LH:

1.05

COST:

1.43

Calmar Ratio

LH:

0.16

COST:

4.45

Martin Ratio

LH:

0.53

COST:

11.50

Ulcer Index

LH:

8.03%

COST:

3.97%

Daily Std Dev

LH:

22.04%

COST:

18.82%

Max Drawdown

LH:

-96.05%

COST:

-53.39%

Current Drawdown

LH:

-13.20%

COST:

-3.01%

Fundamentals

Market Cap

LH:

$19.21B

COST:

$435.99B

EPS

LH:

$5.28

COST:

$16.98

PE Ratio

LH:

43.49

COST:

57.84

PEG Ratio

LH:

0.49

COST:

5.99

Total Revenue (TTM)

LH:

$12.71B

COST:

$258.81B

Gross Profit (TTM)

LH:

$3.37B

COST:

$32.80B

EBITDA (TTM)

LH:

$1.41B

COST:

$12.25B

Returns By Period

In the year-to-date period, LH achieves a 0.88% return, which is significantly lower than COST's 47.01% return. Over the past 10 years, LH has underperformed COST with an annualized return of 9.95%, while COST has yielded a comparatively higher 23.77% annualized return.


LH

YTD

0.88%

1M

-4.88%

6M

10.27%

1Y

2.34%

5Y*

10.24%

10Y*

9.95%

COST

YTD

47.01%

1M

4.92%

6M

11.10%

1Y

46.43%

5Y*

29.02%

10Y*

23.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for LH, currently valued at 0.19, compared to the broader market-4.00-2.000.002.000.192.43
The chart of Sortino ratio for LH, currently valued at 0.45, compared to the broader market-4.00-2.000.002.004.000.453.01
The chart of Omega ratio for LH, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.43
The chart of Calmar ratio for LH, currently valued at 0.16, compared to the broader market0.002.004.006.000.164.45
The chart of Martin ratio for LH, currently valued at 0.53, compared to the broader market0.0010.0020.000.5311.50
LH
COST

The current LH Sharpe Ratio is 0.19, which is lower than the COST Sharpe Ratio of 2.43. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.19
2.43
LH
COST

Dividends

LH vs. COST - Dividend Comparison

LH's dividend yield for the trailing twelve months is around 1.27%, less than COST's 2.02% yield.


TTM20232022202120202019201820172016201520142013
LH
Laboratory Corporation of America Holdings
1.27%1.18%0.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
2.02%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.20%
-3.01%
LH
COST

Volatility

LH vs. COST - Volatility Comparison

Laboratory Corporation of America Holdings (LH) and Costco Wholesale Corporation (COST) have volatilities of 4.83% and 4.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.83%
4.79%
LH
COST

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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