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

Correlation

The correlation between MASI and COST is 0.32, 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.


-0.50.00.51.00.3

Performance

MASI vs. COST - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
48.98%
22.63%
MASI
COST

Key characteristics

Sharpe Ratio

MASI:

0.92

COST:

2.63

Sortino Ratio

MASI:

1.52

COST:

3.29

Omega Ratio

MASI:

1.20

COST:

1.46

Calmar Ratio

MASI:

0.52

COST:

4.95

Martin Ratio

MASI:

2.72

COST:

11.59

Ulcer Index

MASI:

12.57%

COST:

4.39%

Daily Std Dev

MASI:

37.07%

COST:

19.35%

Max Drawdown

MASI:

-74.70%

COST:

-53.39%

Current Drawdown

MASI:

-40.22%

COST:

-0.47%

Fundamentals

Market Cap

MASI:

$9.71B

COST:

$478.02B

EPS

MASI:

$1.47

COST:

$16.94

PE Ratio

MASI:

123.34

COST:

63.27

PEG Ratio

MASI:

4.73

COST:

6.45

Total Revenue (TTM)

MASI:

$1.49B

COST:

$258.81B

Gross Profit (TTM)

MASI:

$759.70M

COST:

$32.80B

EBITDA (TTM)

MASI:

$157.60M

COST:

$12.25B

Returns By Period

In the year-to-date period, MASI achieves a 9.69% return, which is significantly lower than COST's 17.11% return. Over the past 10 years, MASI has underperformed COST with an annualized return of 19.82%, while COST has yielded a comparatively higher 24.19% annualized return.


MASI

YTD

9.69%

1M

5.24%

6M

48.52%

1Y

34.61%

5Y*

-0.10%

10Y*

19.82%

COST

YTD

17.11%

1M

13.77%

6M

23.17%

1Y

48.86%

5Y*

29.38%

10Y*

24.19%

*Annualized

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

MASI vs. COST — Risk-Adjusted Performance Rank

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

MASI
The Risk-Adjusted Performance Rank of MASI is 6969
Overall Rank
The Sharpe Ratio Rank of MASI is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of MASI is 6969
Sortino Ratio Rank
The Omega Ratio Rank of MASI is 6868
Omega Ratio Rank
The Calmar Ratio Rank of MASI is 6666
Calmar Ratio Rank
The Martin Ratio Rank of MASI is 6969
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9494
Overall Rank
The Sharpe Ratio Rank of COST is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 9393
Sortino Ratio Rank
The Omega Ratio Rank of COST is 9393
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9898
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9393
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.

MASI vs. COST - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MASI, currently valued at 0.92, compared to the broader market-2.000.002.004.000.922.63
The chart of Sortino ratio for MASI, currently valued at 1.52, compared to the broader market-6.00-4.00-2.000.002.004.006.001.523.29
The chart of Omega ratio for MASI, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.46
The chart of Calmar ratio for MASI, currently valued at 0.52, compared to the broader market0.002.004.006.000.524.95
The chart of Martin ratio for MASI, currently valued at 2.72, compared to the broader market-10.000.0010.0020.0030.002.7211.59
MASI
COST

The current MASI Sharpe Ratio is 0.92, which is lower than the COST Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of MASI 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.92
2.63
MASI
COST

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 0.43%.


TTM20242023202220212020201920182017201620152014
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%
COST
Costco Wholesale Corporation
0.43%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-40.22%
-0.47%
MASI
COST

Volatility

MASI vs. COST - Volatility Comparison

Masimo Corporation (MASI) has a higher volatility of 8.62% compared to Costco Wholesale Corporation (COST) at 5.22%. This indicates that MASI'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.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
8.62%
5.22%
MASI
COST

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.


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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