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

Correlation

The correlation between NWL and COST is 0.29, 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

NWL vs. COST - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%JulyAugustSeptemberOctoberNovemberDecember
43.52%
15,414.85%
NWL
COST

Key characteristics

Sharpe Ratio

NWL:

0.33

COST:

2.60

Sortino Ratio

NWL:

1.19

COST:

3.20

Omega Ratio

NWL:

1.14

COST:

1.46

Calmar Ratio

NWL:

0.26

COST:

4.72

Martin Ratio

NWL:

1.43

COST:

12.17

Ulcer Index

NWL:

15.46%

COST:

3.98%

Daily Std Dev

NWL:

66.79%

COST:

18.66%

Max Drawdown

NWL:

-88.10%

COST:

-53.39%

Current Drawdown

NWL:

-74.71%

COST:

-4.08%

Fundamentals

Market Cap

NWL:

$4.37B

COST:

$435.99B

EPS

NWL:

-$0.60

COST:

$16.98

PEG Ratio

NWL:

1.42

COST:

5.99

Total Revenue (TTM)

NWL:

$7.71B

COST:

$258.81B

Gross Profit (TTM)

NWL:

$2.57B

COST:

$32.80B

EBITDA (TTM)

NWL:

$568.00M

COST:

$12.25B

Returns By Period

In the year-to-date period, NWL achieves a 19.67% return, which is significantly lower than COST's 45.38% return. Over the past 10 years, NWL has underperformed COST with an annualized return of -9.21%, while COST has yielded a comparatively higher 23.42% annualized return.


NWL

YTD

19.67%

1M

14.18%

6M

52.13%

1Y

19.54%

5Y*

-8.91%

10Y*

-9.21%

COST

YTD

45.38%

1M

2.80%

6M

12.78%

1Y

47.55%

5Y*

28.68%

10Y*

23.42%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

NWL vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Newell Brands Inc. (NWL) 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 NWL, currently valued at 0.33, compared to the broader market-4.00-2.000.002.000.332.60
The chart of Sortino ratio for NWL, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.001.193.20
The chart of Omega ratio for NWL, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.46
The chart of Calmar ratio for NWL, currently valued at 0.26, compared to the broader market0.002.004.006.000.264.72
The chart of Martin ratio for NWL, currently valued at 1.43, compared to the broader market-5.000.005.0010.0015.0020.0025.001.4312.17
NWL
COST

The current NWL Sharpe Ratio is 0.33, which is lower than the COST Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of NWL 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.33
2.60
NWL
COST

Dividends

NWL vs. COST - Dividend Comparison

NWL's dividend yield for the trailing twelve months is around 2.79%, more than COST's 2.04% yield.


TTM20232022202120202019201820172016201520142013
NWL
Newell Brands Inc.
2.79%5.07%7.03%4.21%4.33%4.79%4.95%2.85%1.70%1.72%1.73%1.85%
COST
Costco Wholesale Corporation
2.04%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

NWL vs. COST - Drawdown Comparison

The maximum NWL drawdown since its inception was -88.10%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for NWL and COST. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-74.71%
-4.08%
NWL
COST

Volatility

NWL vs. COST - Volatility Comparison

Newell Brands Inc. (NWL) has a higher volatility of 16.09% compared to Costco Wholesale Corporation (COST) at 4.84%. This indicates that NWL'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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
16.09%
4.84%
NWL
COST

Financials

NWL vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Newell Brands 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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