OLLI vs. COST

Last updated Jun 3, 2026

OLLI (Ollie's Bargain Outlet Holdings, Inc.) and COST (Costco Wholesale Corporation) are both stocks. Both operate in the Discount Stores industry within the Consumer Defensive sector. Over the past 10 years, OLLI returned 12.00%/yr vs 22.25%/yr for COST. At a 0.29 correlation, their price movements are largely independent.

Performance

OLLI vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ollie's Bargain Outlet Holdings, Inc. (OLLI) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OLLI achieves a -27.70% return, which is significantly lower than COST's 10.97% return. Over the past 10 years, OLLI has underperformed COST with an annualized return of 12.00%, while COST has yielded a comparatively higher 22.25% annualized return.

OLLI

• 1D: -1.99%
• 1M: -7.43%
• YTD: -27.70%
• 6M: -33.80%
• 1Y: -29.19%
• 3Y*: 11.16%
• 5Y*: -1.76%
• 10Y*: 12.00%

COST

• 1D: 0.86%
• 1M: -5.68%
• YTD: 10.97%
• 6M: 3.79%
• 1Y: -9.20%
• 3Y*: 24.67%
• 5Y*: 21.28%
• 10Y*: 22.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

OLLI vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OLLI Ollie's Bargain Outlet Holdings, Inc.	-27.70%	-0.11%	44.59%	62.02%	-8.50%	-37.40%	25.20%	-1.80%	24.90%	87.17%
COST Costco Wholesale Corporation	10.97%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%

Correlation

The correlation between OLLI and COST is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.29
Correlation (All Time) Calculated using the full available price history since Jul 17, 2015	0.29

The correlation between OLLI and COST shifts across timeframes, from 0.15 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS OLLI : $3.90 COST : $26.51
PE Ratio OLLI : 20.34 COST : 36.00
PEG Ratio OLLI : 1.05 COST : 2.81
PS Ratio OLLI : 1.85 COST : 1.08
Total Revenue (TTM) OLLI : $2.65B COST : $293.59B
Gross Profit (TTM) OLLI : $1.07B COST : $11.12B
EBITDA (TTM) OLLI : $367.29M COST : $12.48B

Return for Risk

OLLI vs. COST — Risk / Return Rank

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

OLLI

OLLI Risk / Return Rank: 11
OLLI Sharpe Ratio Rank: 9
OLLI Sortino Ratio Rank: 9
OLLI Omega Ratio Rank: 12
OLLI Calmar Ratio Rank: 18
OLLI Martin Ratio Rank: 9

COST

COST Risk / Return Rank: 22
COST Sharpe Ratio Rank: 19
COST Sortino Ratio Rank: 18
COST Omega Ratio Rank: 19
COST Calmar Ratio Rank: 27
COST Martin Ratio Rank: 25

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OLLI vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ollie's Bargain Outlet Holdings, Inc. (OLLI) 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.

	OLLI	COST	Difference
Sharpe ratio Return per unit of total volatility	-0.80	-0.48	-0.31
Sortino ratio Return per unit of downside risk	-1.09	-0.56	-0.53
Omega ratio Gain probability vs. loss probability	0.89	0.93	-0.05
Calmar ratio Return relative to maximum drawdown	-0.61	-0.40	-0.21
Martin ratio Return relative to average drawdown	-1.34	-0.78	-0.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OLLI vs. COST - Sharpe Ratio Comparison

The current OLLI Sharpe Ratio is -0.80, which is lower than the COST Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of OLLI and COST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	OLLI	COST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.80	-0.48	-0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	0.94	-0.98
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	1.02	-0.74
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.58	-0.28

Drawdowns

OLLI vs. COST - Drawdown Comparison

The maximum OLLI drawdown since its inception was -66.23%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for OLLI and COST.

Drawdown Indicators

	OLLI	COST	Difference
Max Drawdown Largest peak-to-trough decline	-66.23%	-53.39%	-12.84%
Max Drawdown (1Y) Largest decline over 1 year	-47.29%	-19.25%	-28.04%
Max Drawdown (3Y) Largest decline over 3 years	-47.29%	-20.74%	-26.55%
Max Drawdown (5Y) Largest decline over 5 years	-59.48%	-31.40%	-28.08%
Max Drawdown (10Y) Largest decline over 10 years	-66.23%	-31.40%	-34.83%
Current Drawdown Current decline from peak	-43.71%	-12.80%	-30.91%
Average Drawdown Average peak-to-trough decline	-21.40%	-13.36%	-8.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.53%	9.92%	+11.61%

Volatility

OLLI vs. COST - Volatility Comparison

Ollie's Bargain Outlet Holdings, Inc. (OLLI) has a higher volatility of 14.33% compared to Costco Wholesale Corporation (COST) at 7.99%. This indicates that OLLI'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.

Volatility by Period

	OLLI	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.33%	7.99%	+6.34%
Volatility (6M) Calculated over the trailing 6-month period	27.45%	14.81%	+12.64%
Volatility (1Y) Calculated over the trailing 1-year period	36.76%	19.17%	+17.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.76%	22.73%	+21.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.04%	21.95%	+21.09%

Dividends

OLLI vs. COST - Dividend Comparison

OLLI has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.56%.

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%
OLLI Ollie's Bargain Outlet 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%

Financials

OLLI vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between Ollie's Bargain Outlet Holdings, Inc. and Costco Wholesale Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

OLLI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ollie's Bargain Outlet Holdings, Inc. reported a gross profit of 321.49M and revenue of 779.26M. Therefore, the gross margin over that period was 41.3%.

COST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.

OLLI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ollie's Bargain Outlet Holdings, Inc. reported an operating income of 101.69M and revenue of 779.26M, resulting in an operating margin of 13.1%.

COST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.

OLLI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ollie's Bargain Outlet Holdings, Inc. reported a net income of 85.55M and revenue of 779.26M, resulting in a net margin of 11.0%.

COST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.

Frequently Asked Questions

Can I hold both OLLI and COST in my portfolio?

OLLI and COST have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OLLI or COST?

OLLI has higher volatility (14.33%) compared to COST (7.99%). In terms of maximum drawdown, OLLI dropped -66.23% vs COST's -53.39%.

Which has better risk-adjusted returns?

COST currently has the higher Sharpe Ratio (-0.48 vs -0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.