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PTC vs. COST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PTC vs. COST - Performance Comparison

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

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Returns By Period

In the year-to-date period, PTC achieves a -19.80% return, which is significantly lower than COST's 11.85% return. Over the past 10 years, PTC has underperformed COST with an annualized return of 14.37%, while COST has yielded a comparatively higher 22.34% annualized return.


PTC

1D
-1.84%
1M
1.11%
YTD
-19.80%
6M
-21.23%
1Y
-16.89%
3Y*
0.43%
5Y*
1.06%
10Y*
14.37%

COST

1D
0.79%
1M
-5.03%
YTD
11.85%
6M
4.58%
1Y
-8.37%
3Y*
25.00%
5Y*
21.24%
10Y*
22.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTC vs. COST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTC
PTC Inc.
-19.80%-5.25%5.09%45.75%-0.92%1.29%59.71%-9.66%36.42%31.34%
COST
Costco Wholesale Corporation
11.85%-5.39%39.62%49.00%-19.05%51.82%32.67%45.70%10.60%22.37%

Correlation

The correlation between PTC and COST is 0.02, 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

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 23, 1993

0.30

Over the past year, the correlation between PTC and COST has dropped to 0.02 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

Fundamentals

EPS

PTC:

$13.81

COST:

$26.51

PE Ratio

PTC:

10.12

COST:

36.29

PEG Ratio

PTC:

0.45

COST:

2.84

PS Ratio

PTC:

4.21

COST:

1.09

Total Revenue (TTM)

PTC:

$3.00B

COST:

$293.59B

Gross Profit (TTM)

PTC:

$2.54B

COST:

$11.12B

EBITDA (TTM)

PTC:

$1.67B

COST:

$12.48B

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Return for Risk

PTC vs. COST — Risk / Return Rank

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

PTC
PTC Risk / Return Rank: 2121
Overall Rank
PTC Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PTC Sortino Ratio Rank: 1818
Sortino Ratio Rank
PTC Omega Ratio Rank: 1717
Omega Ratio Rank
PTC Calmar Ratio Rank: 2525
Calmar Ratio Rank
PTC Martin Ratio Rank: 2525
Martin Ratio Rank

COST
COST Risk / Return Rank: 2222
Overall Rank
COST Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
COST Sortino Ratio Rank: 1919
Sortino Ratio Rank
COST Omega Ratio Rank: 2020
Omega Ratio Rank
COST Calmar Ratio Rank: 2626
Calmar Ratio Rank
COST Martin Ratio Rank: 2323
Martin Ratio Rank
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.

PTC vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PTC Inc. (PTC) 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.


PTCCOSTDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

0.92

0.94

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.44

-0.44

0.00

Martin ratioReturn relative to average drawdown

-0.79

-0.88

+0.09

PTC vs. COST - Sharpe Ratio Comparison

The current PTC Sharpe Ratio is -0.51, which is comparable to the COST Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of PTC 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.


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Sharpe Ratios by Period


PTCCOSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

-0.44

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.94

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

1.02

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.59

-0.35

Drawdowns

PTC vs. COST - Drawdown Comparison

The maximum PTC drawdown since its inception was -95.28%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for PTC and COST.


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Drawdown Indicators


PTCCOSTDifference

Max Drawdown

Largest peak-to-trough decline

-95.28%

-53.39%

-41.89%

Max Drawdown (1Y)

Largest decline over 1 year

-38.37%

-18.95%

-19.42%

Max Drawdown (3Y)

Largest decline over 3 years

-38.37%

-20.74%

-17.63%

Max Drawdown (5Y)

Largest decline over 5 years

-38.37%

-31.40%

-6.97%

Max Drawdown (10Y)

Largest decline over 10 years

-54.37%

-31.40%

-22.97%

Current Drawdown

Current decline from peak

-35.47%

-12.11%

-23.36%

Average Drawdown

Average peak-to-trough decline

-45.14%

-13.36%

-31.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.45%

9.86%

+11.59%

Volatility

PTC vs. COST - Volatility Comparison

PTC Inc. (PTC) has a higher volatility of 11.34% compared to Costco Wholesale Corporation (COST) at 8.05%. This indicates that PTC'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


PTCCOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.34%

8.05%

+3.29%

Volatility (6M)

Calculated over the trailing 6-month period

21.46%

14.83%

+6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

33.49%

19.12%

+14.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.24%

22.73%

+7.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.87%

21.95%

+10.92%

Dividends

PTC vs. COST - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
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%
PTC
PTC 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

PTC vs. COST - Financials Comparison

This section allows you to compare key financial metrics between PTC 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


0.0020.00B40.00B60.00B80.00B20222023202420252026
774.30M
70.53B
(PTC) Total Revenue
(COST) Total Revenue
Values in USD except per share items

PTC vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between PTC Inc. and Costco Wholesale Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%20222023202420252026
85.3%
-25.1%
Portfolio components
PTC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PTC Inc. reported a gross profit of 660.69M and revenue of 774.30M. Therefore, the gross margin over that period was 85.3%.

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%.

PTC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PTC Inc. reported an operating income of 295.80M and revenue of 774.30M, resulting in an operating margin of 38.2%.

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%.

PTC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PTC Inc. reported a net income of 590.72M and revenue of 774.30M, resulting in a net margin of 76.3%.

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


PTC and COST have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTC has higher volatility (11.34%) compared to COST (8.05%). In terms of maximum drawdown, PTC dropped -95.28% vs COST's -53.39%.

COST currently has the higher Sharpe Ratio (-0.44 vs -0.51), 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.

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