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

Correlation

The correlation between NSIT and COST is 0.30, 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

NSIT vs. COST - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-10.79%
22.39%
NSIT
COST

Key characteristics

Sharpe Ratio

NSIT:

-0.29

COST:

2.47

Sortino Ratio

NSIT:

-0.16

COST:

3.11

Omega Ratio

NSIT:

0.98

COST:

1.44

Calmar Ratio

NSIT:

-0.29

COST:

4.64

Martin Ratio

NSIT:

-0.61

COST:

10.85

Ulcer Index

NSIT:

15.70%

COST:

4.39%

Daily Std Dev

NSIT:

33.83%

COST:

19.32%

Max Drawdown

NSIT:

-95.19%

COST:

-53.39%

Current Drawdown

NSIT:

-25.65%

COST:

-0.57%

Fundamentals

Market Cap

NSIT:

$5.38B

COST:

$466.53B

EPS

NSIT:

$6.48

COST:

$16.91

PE Ratio

NSIT:

25.84

COST:

61.73

PEG Ratio

NSIT:

1.30

COST:

6.32

Total Revenue (TTM)

NSIT:

$6.63B

COST:

$258.81B

Gross Profit (TTM)

NSIT:

$1.33B

COST:

$32.80B

EBITDA (TTM)

NSIT:

$403.73M

COST:

$12.25B

Returns By Period

In the year-to-date period, NSIT achieves a 10.11% return, which is significantly lower than COST's 14.05% return. Over the past 10 years, NSIT has underperformed COST with an annualized return of 21.36%, while COST has yielded a comparatively higher 23.81% annualized return.


NSIT

YTD

10.11%

1M

6.30%

6M

-10.79%

1Y

-11.60%

5Y*

20.48%

10Y*

21.36%

COST

YTD

14.05%

1M

12.68%

6M

22.39%

1Y

44.93%

5Y*

29.41%

10Y*

23.81%

*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

NSIT vs. COST — Risk-Adjusted Performance Rank

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

NSIT
The Risk-Adjusted Performance Rank of NSIT is 2929
Overall Rank
The Sharpe Ratio Rank of NSIT is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of NSIT is 2727
Sortino Ratio Rank
The Omega Ratio Rank of NSIT is 2727
Omega Ratio Rank
The Calmar Ratio Rank of NSIT is 2828
Calmar Ratio Rank
The Martin Ratio Rank of NSIT is 3333
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9494
Overall Rank
The Sharpe Ratio Rank of COST is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 9292
Sortino Ratio Rank
The Omega Ratio Rank of COST is 9292
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9898
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9292
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.

NSIT vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Insight Enterprises, Inc. (NSIT) 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 NSIT, currently valued at -0.29, compared to the broader market-2.000.002.004.00-0.292.47
The chart of Sortino ratio for NSIT, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.163.11
The chart of Omega ratio for NSIT, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.44
The chart of Calmar ratio for NSIT, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.294.64
The chart of Martin ratio for NSIT, currently valued at -0.61, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.00-0.6110.85
NSIT
COST

The current NSIT Sharpe Ratio is -0.29, which is lower than the COST Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of NSIT 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 Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.29
2.47
NSIT
COST

Dividends

NSIT vs. COST - Dividend Comparison

NSIT has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.44%.


TTM20242023202220212020201920182017201620152014
NSIT
Insight Enterprises, 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
0.44%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

NSIT vs. COST - Drawdown Comparison

The maximum NSIT drawdown since its inception was -95.19%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for NSIT and COST. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-25.65%
-0.57%
NSIT
COST

Volatility

NSIT vs. COST - Volatility Comparison

Insight Enterprises, Inc. (NSIT) has a higher volatility of 5.93% compared to Costco Wholesale Corporation (COST) at 5.47%. This indicates that NSIT'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%SeptemberOctoberNovemberDecember2025February
5.93%
5.47%
NSIT
COST

Financials

NSIT vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Insight Enterprises, 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
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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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