MOUR.BR vs. COST
MOUR.BR (Moury Construct SA) and COST (Costco Wholesale Corporation) are both stocks. MOUR.BR operates in Engineering & Construction (Industrials), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, MOUR.BR returned 21.48%/yr vs 22.09%/yr for COST. At a 0.00 correlation, their price movements are largely independent.
Performance
MOUR.BR vs. COST - Performance Comparison
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Different Trading Currencies
MOUR.BR is traded in EUR, while COST is traded in USD. To make them comparable, the COST values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, MOUR.BR achieves a 38.30% return, which is significantly higher than COST's 13.19% return. Both investments have delivered pretty close results over the past 10 years, with MOUR.BR having a 21.48% annualized return and COST not far ahead at 22.09%.
MOUR.BR
- 1D
- -0.26%
- 1M
- 3.72%
- YTD
- 38.30%
- 6M
- 31.31%
- 1Y
- 47.74%
- 3Y*
- 30.25%
- 5Y*
- 25.97%
- 10Y*
- 21.48%
COST
- 1D
- 1.01%
- 1M
- -4.35%
- YTD
- 13.19%
- 6M
- 5.16%
- 1Y
- -10.19%
- 3Y*
- 21.69%
- 5Y*
- 22.38%
- 10Y*
- 22.09%
MOUR.BR vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MOUR.BR Moury Construct SA | 38.30% | 13.39% | 21.87% | 34.54% | -2.85% | 81.05% | 22.54% | 22.66% | -1.05% | 4.12% |
COST Costco Wholesale Corporation | 13.19% | -16.62% | 48.84% | 44.54% | -14.03% | 63.18% | 21.73% | 48.99% | 15.79% | 7.33% |
Correlation
The correlation between MOUR.BR and COST is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007 | 0.00 |
The correlation between MOUR.BR and COST shifts across timeframes, from -0.10 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MOUR.BR vs. COST — Risk / Return Rank
MOUR.BR
COST
MOUR.BR vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moury Construct SA (MOUR.BR) 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.
| MOUR.BR | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.38 | ||
| Sortino ratioReturn per unit of downside risk | +3.26 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.93 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | -0.48 | +4.03 |
| Martin ratioReturn relative to average drawdown | 7.76 | -0.90 | +8.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MOUR.BR | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | -0.50 | +2.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.97 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.98 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.83 | -0.24 |
Drawdowns
MOUR.BR vs. COST - Drawdown Comparison
The maximum MOUR.BR drawdown since its inception was -35.71%, smaller than the maximum COST drawdown of -38.85%. Use the drawdown chart below to compare losses from any high point for MOUR.BR and COST.
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Drawdown Indicators
| MOUR.BR | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.71% | -38.85% | +3.14% |
Max Drawdown (1Y)Largest decline over 1 year | -13.25% | -21.30% | +8.05% |
Max Drawdown (3Y)Largest decline over 3 years | -30.41% | -29.57% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -30.41% | -29.57% | -0.84% |
Max Drawdown (10Y)Largest decline over 10 years | -30.41% | -29.57% | -0.84% |
Current DrawdownCurrent decline from peak | -2.50% | -19.03% | +16.53% |
Average DrawdownAverage peak-to-trough decline | -7.86% | -8.13% | +0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.10% | 11.87% | -5.77% |
Volatility
MOUR.BR vs. COST - Volatility Comparison
The current volatility for Moury Construct SA (MOUR.BR) is 5.87%, while Costco Wholesale Corporation (COST) has a volatility of 8.77%. This indicates that MOUR.BR 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.
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Volatility by Period
| MOUR.BR | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 8.77% | -2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 18.67% | 15.90% | +2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.03% | 20.45% | +4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.44% | 23.11% | +10.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.84% | 22.68% | +7.16% |
Dividends
MOUR.BR vs. COST - Dividend Comparison
MOUR.BR's dividend yield for the trailing twelve months is around 1.12%, more than COST's 0.56% yield.
| 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% |
MOUR.BR Moury Construct SA | 1.12% | 1.55% | 1.52% | 1.62% | 1.85% | 1.47% | 2.33% | 4.61% | 2.70% | 2.60% | 2.64% | 2.45% |
Financials
MOUR.BR vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Moury Construct SA 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
Frequently Asked Questions
MOUR.BR and COST have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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