RL vs. COST
Compare and contrast key facts about Ralph Lauren Corporation (RL) and Costco Wholesale Corporation (COST).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RL or COST.
Performance
RL vs. COST - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with RL having a 49.05% return and COST slightly lower at 46.90%. Over the past 10 years, RL has underperformed COST with an annualized return of 3.60%, while COST has yielded a comparatively higher 24.01% annualized return.
RL
49.05%
7.96%
23.40%
76.11%
16.90%
3.60%
COST
46.90%
7.35%
19.38%
68.35%
28.56%
24.01%
Fundamentals
| RL | COST | |
|---|---|---|
| Market Cap | $12.55B | $411.21B |
| EPS | $10.48 | $16.56 |
| PE Ratio | 19.29 | 56.04 |
| PEG Ratio | 2.12 | 5.63 |
| Total Revenue (TTM) | $6.74B | $254.45B |
| Gross Profit (TTM) | $4.55B | $32.10B |
| EBITDA (TTM) | $1.07B | $12.15B |
Key characteristics
| RL | COST | |
|---|---|---|
| Sharpe Ratio | 2.35 | 3.48 |
| Sortino Ratio | 3.41 | 4.15 |
| Omega Ratio | 1.42 | 1.61 |
| Calmar Ratio | 3.82 | 6.65 |
| Martin Ratio | 10.37 | 17.21 |
| Ulcer Index | 7.34% | 3.97% |
| Daily Std Dev | 32.37% | 19.62% |
| Max Drawdown | -68.62% | -53.39% |
| Current Drawdown | -4.69% | 0.00% |
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Correlation
The correlation between RL and COST is 0.34, 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
RL vs. COST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ralph Lauren Corporation (RL) 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
RL vs. COST - Dividend Comparison
RL's dividend yield for the trailing twelve months is around 1.48%, less than COST's 2.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RL Ralph Lauren Corporation | 1.48% | 2.08% | 2.78% | 1.74% | 0.66% | 2.29% | 2.30% | 1.93% | 2.21% | 1.79% | 0.97% | 0.93% |
COST Costco Wholesale Corporation | 2.02% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
Drawdowns
RL vs. COST - Drawdown Comparison
The maximum RL drawdown since its inception was -68.62%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for RL and COST. For additional features, visit the drawdowns tool.
Volatility
RL vs. COST - Volatility Comparison
Ralph Lauren Corporation (RL) has a higher volatility of 10.14% compared to Costco Wholesale Corporation (COST) at 5.83%. This indicates that RL'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
RL vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Ralph Lauren 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.
Total Revenue: Total amount of money received from sales and other business activities