SEM vs. COST
SEM (Select Medical Holdings Corporation) and COST (Costco Wholesale Corporation) are both stocks. SEM operates in Medical Care Facilities (Healthcare), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, SEM returned 11.79%/yr vs 21.98%/yr for COST. At a 0.26 correlation, their price movements are largely independent.
Performance
SEM vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, SEM achieves a 12.41% return, which is significantly higher than COST's 11.37% return. Over the past 10 years, SEM has underperformed COST with an annualized return of 11.79%, while COST has yielded a comparatively higher 21.98% annualized return.
SEM
- 1D
- 0.06%
- 1M
- 0.24%
- YTD
- 12.41%
- 6M
- 12.64%
- 1Y
- 13.20%
- 3Y*
- 3.18%
- 5Y*
- -4.64%
- 10Y*
- 11.79%
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%
SEM vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEM Select Medical Holdings Corporation | 12.41% | -19.84% | 51.24% | -3.52% | -13.85% | 7.41% | 18.51% | 52.05% | -13.03% | 33.21% |
COST Costco Wholesale Corporation | 11.37% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between SEM and COST is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2009 | 0.26 |
The correlation between SEM and COST shifts across timeframes, from 0.13 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SEM:
$1.44
COST:
$26.51
SEM:
11.48
COST:
36.13
SEM:
0.28
COST:
1.09
SEM:
$5.52B
COST:
$293.59B
SEM:
$588.00M
COST:
$11.12B
SEM:
$442.21M
COST:
$12.48B
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Return for Risk
SEM vs. COST — Risk / Return Rank
SEM
COST
SEM vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Select Medical Holdings Corporation (SEM) 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.
| SEM | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.98 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | -0.28 | +0.86 |
| Martin ratioReturn relative to average drawdown | 1.52 | -0.61 | +2.13 |
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Drawdowns
SEM vs. COST - Drawdown Comparison
The maximum SEM drawdown since its inception was -60.26%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for SEM and COST.
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Drawdown Indicators
| SEM | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.26% | -53.39% | -6.87% |
Max Drawdown (1Y)Largest decline over 1 year | -22.92% | -14.93% | -7.99% |
Max Drawdown (3Y)Largest decline over 3 years | -45.04% | -20.74% | -24.30% |
Max Drawdown (5Y)Largest decline over 5 years | -49.09% | -31.40% | -17.69% |
Max Drawdown (10Y)Largest decline over 10 years | -60.26% | -31.40% | -28.86% |
Current DrawdownCurrent decline from peak | -22.15% | -12.49% | -9.66% |
Average DrawdownAverage peak-to-trough decline | -22.65% | -13.36% | -9.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.68% | 6.90% | +1.78% |
Volatility
SEM vs. COST - Volatility Comparison
The current volatility for Select Medical Holdings Corporation (SEM) is 0.86%, while Costco Wholesale Corporation (COST) has a volatility of 6.38%. This indicates that SEM experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEM | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.86% | 6.38% | -5.52% |
Volatility (6M)Calculated over the trailing 6-month period | 12.77% | 14.49% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.04% | 18.93% | +12.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.36% | 22.73% | +14.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.20% | 21.97% | +20.23% |
Dividends
SEM vs. COST - Dividend Comparison
SEM's dividend yield for the trailing twelve months is around 1.51%, more than COST's 0.56% yield.
| 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% |
SEM Select Medical Holdings Corporation | 1.51% | 1.68% | 97.39% | 2.13% | 2.01% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.84% |
Financials
SEM vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Select Medical Holdings 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
SEM vs. COST - Profitability Comparison
SEM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Select Medical Holdings Corporation reported a gross profit of 175.47M and revenue of 1.42B. Therefore, the gross margin over that period was 12.3%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
SEM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Select Medical Holdings Corporation reported an operating income of 98.42M and revenue of 1.42B, resulting in an operating margin of 6.9%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
SEM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Select Medical Holdings Corporation reported a net income of 44.00M and revenue of 1.42B, resulting in a net margin of 3.1%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
Frequently Asked Questions
SEM and COST have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (6.38%) compared to SEM (0.86%). In terms of maximum drawdown, SEM dropped -60.26% vs COST's -53.39%.
SEM currently has the higher Sharpe Ratio (0.43 vs -0.22), 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.
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