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

Performance

POOL vs. COST - Performance Comparison

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

10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%JuneJulyAugustSeptemberOctoberNovember
52,585.43%
15,559.12%
POOL
COST

Returns By Period

In the year-to-date period, POOL achieves a -8.70% return, which is significantly lower than COST's 38.22% return. Over the past 10 years, POOL has underperformed COST with an annualized return of 21.17%, while COST has yielded a comparatively higher 23.25% annualized return.


POOL

YTD

-8.70%

1M

-3.05%

6M

-1.36%

1Y

4.80%

5Y (annualized)

12.80%

10Y (annualized)

21.17%

COST

YTD

38.22%

1M

2.10%

6M

14.29%

1Y

61.68%

5Y (annualized)

26.80%

10Y (annualized)

23.25%

Fundamentals


POOLCOST
Market Cap$13.57B$413.11B
EPS$11.66$16.61
PE Ratio30.5756.13
PEG Ratio1.815.66
Total Revenue (TTM)$5.33B$254.45B
Gross Profit (TTM)$1.58B$32.10B
EBITDA (TTM)$679.62M$10.63B

Key characteristics


POOLCOST
Sharpe Ratio0.122.87
Sortino Ratio0.423.49
Omega Ratio1.051.51
Calmar Ratio0.085.49
Martin Ratio0.3114.21
Ulcer Index12.53%3.97%
Daily Std Dev30.76%19.64%
Max Drawdown-75.71%-53.39%
Current Drawdown-35.56%-3.89%

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Correlation

-0.50.00.51.00.3

The correlation between POOL 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.

Risk-Adjusted Performance

POOL vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pool Corporation (POOL) 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 POOL, currently valued at 0.12, compared to the broader market-4.00-2.000.002.000.122.87
The chart of Sortino ratio for POOL, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.423.49
The chart of Omega ratio for POOL, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.51
The chart of Calmar ratio for POOL, currently valued at 0.08, compared to the broader market0.002.004.006.000.085.49
The chart of Martin ratio for POOL, currently valued at 0.31, compared to the broader market0.0010.0020.0030.000.3114.21
POOL
COST

The current POOL Sharpe Ratio is 0.12, which is lower than the COST Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of POOL 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.12
2.87
POOL
COST

Dividends

POOL vs. COST - Dividend Comparison

POOL's dividend yield for the trailing twelve months is around 1.31%, less than COST's 2.15% yield.


TTM20232022202120202019201820172016201520142013
POOL
Pool Corporation
1.31%1.08%1.26%0.53%0.61%0.99%1.16%1.10%1.14%1.24%1.34%1.26%
COST
Costco Wholesale Corporation
2.15%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

POOL vs. COST - Drawdown Comparison

The maximum POOL drawdown since its inception was -75.71%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for POOL and COST. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-35.56%
-3.89%
POOL
COST

Volatility

POOL vs. COST - Volatility Comparison

Pool Corporation (POOL) has a higher volatility of 11.34% compared to Costco Wholesale Corporation (COST) at 5.03%. This indicates that POOL'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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
11.34%
5.03%
POOL
COST

Financials

POOL vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Pool Corporation 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