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

Correlation

The correlation between MTSI and COST is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

MTSI vs. COST - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
417.18%
1,358.06%
MTSI
COST

Key characteristics

Sharpe Ratio

MTSI:

0.15

COST:

1.63

Sortino Ratio

MTSI:

0.59

COST:

2.19

Omega Ratio

MTSI:

1.08

COST:

1.30

Calmar Ratio

MTSI:

0.18

COST:

2.08

Martin Ratio

MTSI:

0.50

COST:

6.27

Ulcer Index

MTSI:

15.08%

COST:

5.73%

Daily Std Dev

MTSI:

50.96%

COST:

22.11%

Max Drawdown

MTSI:

-80.78%

COST:

-53.39%

Current Drawdown

MTSI:

-28.57%

COST:

-9.26%

Fundamentals

Market Cap

MTSI:

$7.86B

COST:

$432.80B

EPS

MTSI:

-$1.43

COST:

$17.17

PEG Ratio

MTSI:

0.83

COST:

5.81

PS Ratio

MTSI:

9.94

COST:

1.64

PB Ratio

MTSI:

6.83

COST:

16.93

Total Revenue (TTM)

MTSI:

$609.32M

COST:

$264.09B

Gross Profit (TTM)

MTSI:

$322.68M

COST:

$35.11B

EBITDA (TTM)

MTSI:

-$63.31M

COST:

$11.25B

Returns By Period

In the year-to-date period, MTSI achieves a -18.19% return, which is significantly lower than COST's 6.76% return. Over the past 10 years, MTSI has underperformed COST with an annualized return of 12.72%, while COST has yielded a comparatively higher 23.10% annualized return.


MTSI

YTD

-18.19%

1M

0.60%

6M

-12.67%

1Y

5.67%

5Y*

32.07%

10Y*

12.72%

COST

YTD

6.76%

1M

5.10%

6M

9.91%

1Y

35.89%

5Y*

27.96%

10Y*

23.10%

*Annualized

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Risk-Adjusted Performance

MTSI vs. COST — Risk-Adjusted Performance Rank

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

MTSI
The Risk-Adjusted Performance Rank of MTSI is 5858
Overall Rank
The Sharpe Ratio Rank of MTSI is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of MTSI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of MTSI is 5454
Omega Ratio Rank
The Calmar Ratio Rank of MTSI is 6161
Calmar Ratio Rank
The Martin Ratio Rank of MTSI is 5959
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9090
Overall Rank
The Sharpe Ratio Rank of COST is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 8888
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8787
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9494
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9090
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.

MTSI vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MACOM Technology Solutions Holdings, Inc. (MTSI) 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.


The chart of Sharpe ratio for MTSI, currently valued at 0.15, compared to the broader market-2.00-1.000.001.002.003.00
MTSI: 0.15
COST: 1.63
The chart of Sortino ratio for MTSI, currently valued at 0.59, compared to the broader market-6.00-4.00-2.000.002.004.00
MTSI: 0.59
COST: 2.19
The chart of Omega ratio for MTSI, currently valued at 1.08, compared to the broader market0.501.001.502.00
MTSI: 1.08
COST: 1.30
The chart of Calmar ratio for MTSI, currently valued at 0.18, compared to the broader market0.001.002.003.004.005.00
MTSI: 0.18
COST: 2.08
The chart of Martin ratio for MTSI, currently valued at 0.50, compared to the broader market-5.000.005.0010.0015.0020.00
MTSI: 0.50
COST: 6.27

The current MTSI Sharpe Ratio is 0.15, which is lower than the COST Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of MTSI 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.15
1.63
MTSI
COST

Dividends

MTSI vs. COST - Dividend Comparison

MTSI has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.36%.


TTM20242023202220212020201920182017201620152014
MTSI
MACOM Technology Solutions Holdings, Inc.
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
0.36%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

MTSI vs. COST - Drawdown Comparison

The maximum MTSI drawdown since its inception was -80.78%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for MTSI and COST. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.57%
-9.26%
MTSI
COST

Volatility

MTSI vs. COST - Volatility Comparison

MACOM Technology Solutions Holdings, Inc. (MTSI) has a higher volatility of 26.81% compared to Costco Wholesale Corporation (COST) at 10.35%. This indicates that MTSI'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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
26.81%
10.35%
MTSI
COST

Financials

MTSI vs. COST - Financials Comparison

This section allows you to compare key financial metrics between MACOM Technology Solutions Holdings, Inc. 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