SDGR vs. COST

Last updated Jun 24, 2026

SDGR (Schrodinger, Inc.) and COST (Costco Wholesale Corporation) are both stocks. SDGR operates in Health Information Services (Healthcare), while COST operates in Discount Stores (Consumer Defensive). Over the past 5 years, SDGR returned -28.13%/yr vs 20.85%/yr for COST. At a 0.16 correlation, their price movements are largely independent.

Performance

SDGR vs. COST - Performance Comparison

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

Returns By Period

In the year-to-date period, SDGR achieves a -15.88% return, which is significantly lower than COST's 11.37% return.

SDGR

• 1D: -1.25%
• 1M: 13.08%
• YTD: -15.88%
• 6M: -20.04%
• 1Y: -26.09%
• 3Y*: -29.20%
• 5Y*: -28.13%
• 10Y*: —

COST

• 1D: 0.67%
• 1M: -6.86%
• YTD: 11.37%
• 6M: 12.35%
• 1Y: -4.12%
• 3Y*: 23.87%
• 5Y*: 20.85%
• 10Y*: 21.98%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SDGR vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SDGR Schrodinger, Inc.	-15.88%	-7.31%	-46.12%	91.55%	-46.34%	-56.01%	204.54%
COST Costco Wholesale Corporation	11.37%	-5.39%	39.62%	49.00%	-19.05%	51.82%	26.21%

Correlation

The correlation between SDGR and COST is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (All Time) Calculated using the full available price history since Feb 6, 2020	0.16

The correlation between SDGR and COST shifts across timeframes, from -0.15 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS SDGR : -$1.41 COST : $26.51
PS Ratio SDGR : 4.34 COST : 1.09
Total Revenue (TTM) SDGR : $254.91M COST : $293.59B
Gross Profit (TTM) SDGR : $141.04M COST : $11.12B
EBITDA (TTM) SDGR : -$85.22M COST : $12.48B

Return for Risk

SDGR vs. COST — Risk / Return Rank

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

SDGR

SDGR Risk / Return Rank: 23
SDGR Sharpe Ratio Rank: 20
SDGR Sortino Ratio Rank: 21
SDGR Omega Ratio Rank: 22
SDGR Calmar Ratio Rank: 24
SDGR Martin Ratio Rank: 26

COST

COST Risk / Return Rank: 31
COST Sharpe Ratio Rank: 34
COST Sortino Ratio Rank: 27
COST Omega Ratio Rank: 28
COST Calmar Ratio Rank: 34
COST Martin Ratio Rank: 31

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.

SDGR vs. COST - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SDGR	COST	Difference
Sharpe ratio: Return per unit of total volatility	-0.51	-0.22	-0.29
Sortino ratio: Return per unit of downside risk	-0.47	-0.18	-0.29
Omega ratio: Gain probability vs. loss probability	0.95	0.98	-0.03
Calmar ratio: Return relative to maximum drawdown	-0.50	-0.28	-0.23
Martin ratio: Return relative to average drawdown	-0.83	-0.61	-0.22

SDGR vs. COST - Sharpe Ratio Comparison

The current SDGR Sharpe Ratio is -0.51, which is lower than the COST Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of SDGR 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.

Drawdowns

SDGR vs. COST - Drawdown Comparison

The maximum SDGR drawdown since its inception was -90.21%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for SDGR and COST.

Drawdown Indicators

	SDGR	COST	Difference
Max Drawdown Largest peak-to-trough decline	-90.21%	-53.39%	-36.82%
Max Drawdown (1Y) Largest decline over 1 year	-51.93%	-14.93%	-37.00%
Max Drawdown (3Y) Largest decline over 3 years	-80.01%	-20.74%	-59.27%
Max Drawdown (5Y) Largest decline over 5 years	-85.95%	-31.40%	-54.55%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.40%	—
Current Drawdown Current decline from peak	-86.70%	-12.49%	-74.21%
Average Drawdown Average peak-to-trough decline	-64.17%	-13.36%	-50.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.30%	6.90%	+24.40%

Volatility

SDGR vs. COST - Volatility Comparison

Schrodinger, Inc. (SDGR) has a higher volatility of 18.38% compared to Costco Wholesale Corporation (COST) at 6.38%. This indicates that SDGR'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.

Volatility by Period

	SDGR	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.38%	6.38%	+12.00%
Volatility (6M) Calculated over the trailing 6-month period	38.76%	14.49%	+24.27%
Volatility (1Y) Calculated over the trailing 1-year period	51.39%	18.93%	+32.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.41%	22.73%	+40.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	69.87%	21.97%	+47.90%

Dividends

SDGR vs. COST - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SDGR Schrodinger, 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

Frequently Asked Questions

Can I hold both SDGR and COST in my portfolio?

SDGR and COST have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SDGR or COST?

SDGR has higher volatility (18.38%) compared to COST (6.38%). In terms of maximum drawdown, SDGR dropped -90.21% vs COST's -53.39%.

Which has better risk-adjusted returns?

COST currently has the higher Sharpe Ratio (-0.22 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.