MASI vs. COST
MASI (Masimo Corporation) and COST (Costco Wholesale Corporation) are both stocks. MASI operates in Medical Instruments & Supplies (Healthcare), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, MASI returned 13.20%/yr vs 21.98%/yr for COST. At a 0.32 correlation, their price movements are largely independent.
Performance
MASI vs. COST - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MASI achieves a 38.36% return, which is significantly higher than COST's 11.37% return. Over the past 10 years, MASI has underperformed COST with an annualized return of 13.20%, while COST has yielded a comparatively higher 21.98% annualized return.
MASI
- 1D
- 0.00%
- 1M
- 0.64%
- YTD
- 38.36%
- 6M
- 34.42%
- 1Y
- 7.04%
- 3Y*
- 4.80%
- 5Y*
- -4.11%
- 10Y*
- 13.20%
COST
- 1D
- 0.67%
- 1M
- -6.86%
- YTD
- 11.37%
- 6M
- 12.35%
- 1Y
- -4.12%
- 3Y*
- 23.87%
- 5Y*
- 20.85%
- 10Y*
- 21.98%
MASI vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MASI Masimo Corporation | 38.36% | -21.32% | 41.03% | -20.78% | -49.47% | 9.09% | 69.80% | 47.21% | 26.62% | 25.82% |
COST Costco Wholesale Corporation | 11.37% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between MASI and COST is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2007 | 0.32 |
The correlation between MASI and COST shifts across timeframes, from 0.13 (1 year) to 0.32 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
MASI:
$1.41
COST:
$26.51
MASI:
127.36
COST:
36.13
MASI:
6.24
COST:
1.09
MASI:
$1.56B
COST:
$293.59B
MASI:
$962.00M
COST:
$11.12B
MASI:
$336.40M
COST:
$12.48B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MASI vs. COST — Risk / Return Rank
MASI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COST
MASI vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Masimo Corporation (MASI) 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.
| MASI | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.98 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | -0.28 | +0.56 |
| Martin ratioReturn relative to average drawdown | 0.56 | -0.61 | +1.17 |
Loading charts...
Drawdowns
MASI vs. COST - Drawdown Comparison
The maximum MASI drawdown since its inception was -74.70%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for MASI and COST.
Loading charts...
Drawdown Indicators
| MASI | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.70% | -53.39% | -21.31% |
Max Drawdown (1Y)Largest decline over 1 year | -25.64% | -14.93% | -10.71% |
Max Drawdown (3Y)Largest decline over 3 years | -53.67% | -20.74% | -32.93% |
Max Drawdown (5Y)Largest decline over 5 years | -74.70% | -31.40% | -43.30% |
Max Drawdown (10Y)Largest decline over 10 years | -74.70% | -31.40% | -43.30% |
Current DrawdownCurrent decline from peak | -40.67% | -12.49% | -28.18% |
Average DrawdownAverage peak-to-trough decline | -27.22% | -13.36% | -13.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.71% | 6.90% | +5.81% |
Volatility
MASI vs. COST - Volatility Comparison
The current volatility for Masimo Corporation (MASI) is 0.71%, while Costco Wholesale Corporation (COST) has a volatility of 6.38%. This indicates that MASI 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.
Loading charts...
Volatility by Period
| MASI | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.71% | 6.38% | -5.67% |
Volatility (6M)Calculated over the trailing 6-month period | 32.56% | 14.49% | +18.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.29% | 18.93% | +25.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.76% | 22.73% | +22.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.72% | 21.97% | +15.75% |
Dividends
MASI vs. COST - Dividend Comparison
MASI has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MASI Masimo 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
MASI vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Masimo 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.
Total Revenue: Total amount of money received from sales and other business activities
MASI vs. COST - Profitability Comparison
MASI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Masimo Corporation reported a gross profit of 250.80M and revenue of 403.60M. Therefore, the gross margin over that period was 62.1%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
MASI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Masimo Corporation reported an operating income of 77.40M and revenue of 403.60M, resulting in an operating margin of 19.2%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
MASI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Masimo Corporation reported a net income of 57.10M and revenue of 403.60M, resulting in a net margin of 14.2%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
Frequently Asked Questions
MASI and COST have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (6.38%) compared to MASI (0.71%). In terms of maximum drawdown, MASI dropped -74.70% vs COST's -53.39%.
MASI currently has the higher Sharpe Ratio (0.16 vs -0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for MASI 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.
Open Portfolio Optimizer