NEM.DE vs. COST
NEM.DE (Nemetschek AG O.N.) and COST (Costco Wholesale Corporation) are both stocks. NEM.DE operates in Software - Application (Technology), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, NEM.DE returned 13.34%/yr vs 20.34%/yr for COST. At a 0.11 correlation, their price movements are largely independent.
Performance
NEM.DE vs. COST - Performance Comparison
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Different Trading Currencies
NEM.DE 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, NEM.DE achieves a -39.12% return, which is significantly lower than COST's 11.98% return. Over the past 10 years, NEM.DE has underperformed COST with an annualized return of 13.34%, while COST has yielded a comparatively higher 20.34% annualized return.
NEM.DE
- 1D
- 0.27%
- 1M
- 4.88%
- 6M
- -29.29%
- YTD
- -39.12%
- 1Y
- -56.07%
- 3Y*
- -4.08%
- 5Y*
- -3.98%
- 10Y*
- 13.34%
- ALL TIME*
- 39.44%
COST
- 1D
- -0.33%
- 1M
- -1.24%
- 6M
- -1.04%
- YTD
- 11.98%
- 1Y
- 0.76%
- 3Y*
- 19.39%
- 5Y*
- 19.72%
- 10Y*
- 20.34%
- ALL TIME*
- 18.88%
NEM.DE vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEM.DE Nemetschek AG O.N. | -39.12% | -0.40% | 19.89% | 64.25% | -57.11% | 87.75% | 3.18% | 87.37% | 30.80% | 39.34% |
COST Costco Wholesale Corporation | 11.98% | -16.62% | 48.84% | 44.54% | -14.03% | 63.18% | 21.73% | 48.99% | 15.79% | 7.33% |
Correlation
The correlation between NEM.DE and COST is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2007 | 0.11 |
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Return for Risk
NEM.DE vs. COST — Risk / Return Rank
NEM.DE
COST
NEM.DE vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nemetschek AG O.N. (NEM.DE) 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.
| NEM.DE | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -2.59 | ||
| Omega ratioGain probability vs. loss probability | 0.72 | 1.02 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 0.05 | -0.95 |
| Martin ratioReturn relative to average drawdown | -1.33 | 0.10 | -1.44 |
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Drawdowns
NEM.DE vs. COST - Drawdown Comparison
The maximum NEM.DE drawdown since its inception was -72.76%, which is greater than COST's maximum drawdown of -38.85%. Use the drawdown chart below to compare losses from any high point for NEM.DE and COST.
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Drawdown Indicators
| NEM.DE | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.76% | -38.85% | -33.91% |
Max Drawdown (1Y)Largest decline over 1 year | -61.80% | -15.28% | -46.52% |
Max Drawdown (3Y)Largest decline over 3 years | -61.80% | -29.57% | -32.23% |
Max Drawdown (5Y)Largest decline over 5 years | -61.80% | -29.57% | -32.23% |
Max Drawdown (10Y)Largest decline over 10 years | -61.80% | -29.57% | -32.23% |
Current DrawdownCurrent decline from peak | -58.97% | -19.89% | -39.08% |
Average DrawdownAverage peak-to-trough decline | -16.99% | -8.21% | -8.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.01% | 7.26% | +34.75% |
Volatility
NEM.DE vs. COST - Volatility Comparison
Nemetschek AG O.N. (NEM.DE) has a higher volatility of 12.96% compared to Costco Wholesale Corporation (COST) at 7.35%. This indicates that NEM.DE'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.
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Volatility by Period
| NEM.DE | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.96% | 7.35% | +5.61% |
Volatility (6M)Calculated over the trailing 6-month period | 34.77% | 15.86% | +18.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.41% | 20.87% | +20.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.75% | 23.28% | +16.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.86% | 22.72% | +16.14% |
Dividends
NEM.DE vs. COST - Dividend Comparison
NEM.DE's dividend yield for the trailing twelve months is around 1.22%, more than COST's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.57% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
NEM.DE Nemetschek AG O.N. | 1.22% | 0.59% | 0.51% | 0.57% | 0.81% | 0.27% | 0.46% | 1.38% | 2.35% | 2.61% | 2.71% | 10.43% |
Financials
NEM.DE vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Nemetschek AG O.N. 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
NEM.DE and COST have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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