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LTHM vs. COST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LTHM vs. COST - Performance Comparison

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

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Returns By Period


LTHM

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

COST

1D
-0.01%
1M
-7.48%
YTD
10.63%
6M
12.24%
1Y
-2.41%
3Y*
23.60%
5Y*
20.70%
10Y*
21.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTHM vs. COST - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LTHM
Livent Corporation
0.00%0.00%-8.18%-9.51%-18.50%29.41%120.35%-38.04%-15.08%
COST
Costco Wholesale Corporation
10.63%-5.39%39.62%49.00%-19.05%51.82%32.67%45.70%-7.63%

Correlation

The correlation between LTHM and COST is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2018

0.19

The correlation between LTHM and COST shifts across timeframes, from 0.03 (3 years) to 0.20 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

LTHM:

$920.10M

COST:

$293.59B

Gross Profit (TTM)

LTHM:

$539.80M

COST:

$11.12B

EBITDA (TTM)

LTHM:

$491.50M

COST:

$12.48B

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Return for Risk

LTHM vs. COST — Risk / Return Rank

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

LTHM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


COST
COST Risk / Return Rank: 3434
Overall Rank
COST Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
COST Sortino Ratio Rank: 3030
Sortino Ratio Rank
COST Omega Ratio Rank: 3131
Omega Ratio Rank
COST Calmar Ratio Rank: 3737
Calmar Ratio Rank
COST Martin Ratio Rank: 3636
Martin Ratio Rank
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.

LTHM vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Livent Corporation (LTHM) 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.

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.


LTHMCOSTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.99

Calmar ratioReturn relative to maximum drawdown

-0.16

Martin ratioReturn relative to average drawdown

-0.35

LTHM vs. COST - Sharpe Ratio Comparison


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Drawdowns

LTHM vs. COST - Drawdown Comparison


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Drawdown Indicators


LTHMCOSTDifference

Max Drawdown

Largest peak-to-trough decline

-53.39%

Max Drawdown (1Y)

Largest decline over 1 year

-15.14%

Max Drawdown (3Y)

Largest decline over 3 years

-20.74%

Max Drawdown (5Y)

Largest decline over 5 years

-31.40%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

Current Drawdown

Current decline from peak

-13.06%

Average Drawdown

Average peak-to-trough decline

-13.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.86%

Volatility

LTHM vs. COST - Volatility Comparison


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Volatility by Period


LTHMCOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.98%

Dividends

LTHM vs. COST - Dividend Comparison

LTHM has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.56%.


PositionTTM20252024202320222021202020192018201720162015
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%
LTHM
Livent Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

LTHM vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Livent Corporation 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


0.0020.00B40.00B60.00B80.00B20222023202420252026
211.40M
70.53B
(LTHM) Total Revenue
(COST) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LTHM and COST have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for LTHM and COST

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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