RACE vs. COST
Compare and contrast key facts about Ferrari N.V. (RACE) and Costco Wholesale Corporation (COST).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RACE or COST.
Performance
RACE vs. COST - Performance Comparison
Returns By Period
In the year-to-date period, RACE achieves a 29.35% return, which is significantly lower than COST's 40.12% return.
RACE
29.35%
-9.82%
4.40%
21.83%
22.36%
N/A
COST
40.12%
3.50%
16.27%
63.89%
27.29%
23.37%
Fundamentals
| RACE | COST | |
|---|---|---|
| Market Cap | $82.08B | $407.41B |
| EPS | $8.44 | $16.60 |
| PE Ratio | 51.79 | 55.39 |
| PEG Ratio | 14.74 | 5.50 |
| Total Revenue (TTM) | $4.82B | $254.45B |
| Gross Profit (TTM) | $2.40B | $32.10B |
| EBITDA (TTM) | $1.74B | $12.15B |
Key characteristics
| RACE | COST | |
|---|---|---|
| Sharpe Ratio | 0.85 | 3.27 |
| Sortino Ratio | 1.41 | 3.92 |
| Omega Ratio | 1.18 | 1.58 |
| Calmar Ratio | 1.79 | 6.18 |
| Martin Ratio | 4.48 | 15.99 |
| Ulcer Index | 5.28% | 3.97% |
| Daily Std Dev | 27.75% | 19.44% |
| Max Drawdown | -43.61% | -53.39% |
| Current Drawdown | -12.44% | -2.57% |
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Correlation
The correlation between RACE and COST is 0.33, 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
RACE vs. COST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ferrari N.V. (RACE) 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.
Dividends
RACE vs. COST - Dividend Comparison
RACE's dividend yield for the trailing twelve months is around 0.60%, less than COST's 2.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RACE Ferrari N.V. | 0.60% | 0.59% | 0.69% | 0.40% | 0.54% | 0.70% | 0.88% | 0.65% | 0.89% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 2.12% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
Drawdowns
RACE vs. COST - Drawdown Comparison
The maximum RACE drawdown since its inception was -43.61%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for RACE and COST. For additional features, visit the drawdowns tool.
Volatility
RACE vs. COST - Volatility Comparison
Ferrari N.V. (RACE) has a higher volatility of 9.39% compared to Costco Wholesale Corporation (COST) at 5.17%. This indicates that RACE'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.
Financials
RACE vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Ferrari N.V. 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.
Total Revenue: Total amount of money received from sales and other business activities