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SDGR vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SDGR and COST is 0.21, 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.


-0.50.00.51.00.2

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
5.67%
12.39%
SDGR
COST

Key characteristics

Sharpe Ratio

SDGR:

-0.73

COST:

2.51

Sortino Ratio

SDGR:

-0.91

COST:

3.11

Omega Ratio

SDGR:

0.90

COST:

1.45

Calmar Ratio

SDGR:

-0.51

COST:

4.56

Martin Ratio

SDGR:

-1.08

COST:

11.72

Ulcer Index

SDGR:

39.82%

COST:

4.00%

Daily Std Dev

SDGR:

59.09%

COST:

18.67%

Max Drawdown

SDGR:

-85.64%

COST:

-53.39%

Current Drawdown

SDGR:

-82.53%

COST:

-3.61%

Fundamentals

Market Cap

SDGR:

$1.58B

COST:

$435.99B

EPS

SDGR:

-$2.42

COST:

$16.98

Total Revenue (TTM)

SDGR:

$193.35M

COST:

$258.81B

Gross Profit (TTM)

SDGR:

$125.50M

COST:

$32.80B

EBITDA (TTM)

SDGR:

-$212.46M

COST:

$12.25B

Returns By Period

In the year-to-date period, SDGR achieves a -44.80% return, which is significantly lower than COST's 46.11% return.


SDGR

YTD

-44.80%

1M

-5.18%

6M

1.80%

1Y

-45.20%

5Y*

N/A

10Y*

N/A

COST

YTD

46.11%

1M

-0.54%

6M

12.38%

1Y

46.87%

5Y*

28.75%

10Y*

23.55%

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Risk-Adjusted Performance

SDGR vs. COST - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SDGR, currently valued at -0.77, compared to the broader market-4.00-2.000.002.00-0.772.51
The chart of Sortino ratio for SDGR, currently valued at -0.99, compared to the broader market-4.00-2.000.002.004.00-0.993.11
The chart of Omega ratio for SDGR, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.45
The chart of Calmar ratio for SDGR, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.534.56
The chart of Martin ratio for SDGR, currently valued at -1.13, compared to the broader market0.0010.0020.00-1.1311.72
SDGR
COST

The current SDGR Sharpe Ratio is -0.73, which is lower than the COST Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of SDGR 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.77
2.51
SDGR
COST

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 2.03%.


TTM20232022202120202019201820172016201520142013
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%
COST
Costco Wholesale Corporation
2.03%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

SDGR vs. COST - Drawdown Comparison

The maximum SDGR drawdown since its inception was -85.64%, 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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-82.53%
-3.61%
SDGR
COST

Volatility

SDGR vs. COST - Volatility Comparison

Schrodinger, Inc. (SDGR) has a higher volatility of 16.94% compared to Costco Wholesale Corporation (COST) at 3.89%. 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
16.94%
3.89%
SDGR
COST

Financials

SDGR vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Schrodinger, 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
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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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