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

Correlation

The correlation between QGRO and COST is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

QGRO vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century STOXX U.S. Quality Growth ETF (QGRO) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.07%
12.30%
QGRO
COST

Key characteristics

Sharpe Ratio

QGRO:

2.16

COST:

2.51

Sortino Ratio

QGRO:

2.88

COST:

3.11

Omega Ratio

QGRO:

1.38

COST:

1.45

Calmar Ratio

QGRO:

3.65

COST:

4.57

Martin Ratio

QGRO:

12.81

COST:

11.75

Ulcer Index

QGRO:

2.66%

COST:

3.99%

Daily Std Dev

QGRO:

15.77%

COST:

18.69%

Max Drawdown

QGRO:

-32.57%

COST:

-53.39%

Current Drawdown

QGRO:

-4.41%

COST:

-4.50%

Returns By Period

In the year-to-date period, QGRO achieves a 34.00% return, which is significantly lower than COST's 44.75% return.


QGRO

YTD

34.00%

1M

-0.97%

6M

19.06%

1Y

33.80%

5Y*

18.12%

10Y*

N/A

COST

YTD

44.75%

1M

-1.46%

6M

12.31%

1Y

45.50%

5Y*

28.65%

10Y*

23.44%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

QGRO vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century STOXX U.S. Quality Growth ETF (QGRO) 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 QGRO, currently valued at 2.16, compared to the broader market0.002.004.002.162.51
The chart of Sortino ratio for QGRO, currently valued at 2.88, compared to the broader market-2.000.002.004.006.008.0010.002.883.11
The chart of Omega ratio for QGRO, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.45
The chart of Calmar ratio for QGRO, currently valued at 3.65, compared to the broader market0.005.0010.0015.003.654.57
The chart of Martin ratio for QGRO, currently valued at 12.81, compared to the broader market0.0020.0040.0060.0080.00100.0012.8111.75
QGRO
COST

The current QGRO Sharpe Ratio is 2.16, which is comparable to the COST Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of QGRO 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 Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.16
2.51
QGRO
COST

Dividends

QGRO vs. COST - Dividend Comparison

QGRO's dividend yield for the trailing twelve months is around 0.24%, less than COST's 2.05% yield.


TTM20232022202120202019201820172016201520142013
QGRO
American Century STOXX U.S. Quality Growth ETF
0.24%0.41%0.46%0.31%0.22%0.38%0.13%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
2.05%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

QGRO vs. COST - Drawdown Comparison

The maximum QGRO drawdown since its inception was -32.57%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for QGRO and COST. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.41%
-4.50%
QGRO
COST

Volatility

QGRO vs. COST - Volatility Comparison

American Century STOXX U.S. Quality Growth ETF (QGRO) has a higher volatility of 5.81% compared to Costco Wholesale Corporation (COST) at 3.87%. This indicates that QGRO'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.81%
3.87%
QGRO
COST
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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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