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PTC vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
2.58%
16.06%
PTC
COST

Returns By Period

In the year-to-date period, PTC achieves a 7.74% return, which is significantly lower than COST's 41.42% return. Over the past 10 years, PTC has underperformed COST with an annualized return of 17.30%, while COST has yielded a comparatively higher 23.47% annualized return.


PTC

YTD

7.74%

1M

2.00%

6M

2.58%

1Y

20.80%

5Y (annualized)

20.27%

10Y (annualized)

17.30%

COST

YTD

41.42%

1M

4.80%

6M

16.06%

1Y

63.40%

5Y (annualized)

27.63%

10Y (annualized)

23.47%

Fundamentals


PTCCOST
Market Cap$22.64B$411.21B
EPS$3.12$16.56
PE Ratio60.4256.04
PEG Ratio1.545.63
Total Revenue (TTM)$2.30B$254.45B
Gross Profit (TTM)$1.83B$32.10B
EBITDA (TTM)$708.45M$12.15B

Key characteristics


PTCCOST
Sharpe Ratio1.003.31
Sortino Ratio1.423.97
Omega Ratio1.181.58
Calmar Ratio1.586.27
Martin Ratio3.8416.21
Ulcer Index5.52%3.97%
Daily Std Dev21.16%19.42%
Max Drawdown-95.28%-53.39%
Current Drawdown-4.82%-1.67%

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Correlation

-0.50.00.51.00.3

The correlation between PTC 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

PTC vs. COST - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PTC, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.001.003.31
The chart of Sortino ratio for PTC, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.423.97
The chart of Omega ratio for PTC, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.58
The chart of Calmar ratio for PTC, currently valued at 1.58, compared to the broader market0.002.004.006.001.586.27
The chart of Martin ratio for PTC, currently valued at 3.84, compared to the broader market-10.000.0010.0020.0030.003.8416.21
PTC
COST

The current PTC Sharpe Ratio is 1.00, which is lower than the COST Sharpe Ratio of 3.31. The chart below compares the historical Sharpe Ratios of PTC 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.00
3.31
PTC
COST

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 2.10%.


TTM20232022202120202019201820172016201520142013
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%
COST
Costco Wholesale Corporation
2.10%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

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. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.82%
-1.67%
PTC
COST

Volatility

PTC vs. COST - Volatility Comparison

PTC Inc. (PTC) has a higher volatility of 7.59% compared to Costco Wholesale Corporation (COST) at 5.22%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
7.59%
5.22%
PTC
COST

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


Values in USD except per share items