SHAK vs. COST
SHAK (Shake Shack Inc.) and COST (Costco Wholesale Corporation) are both stocks. SHAK operates in Restaurants (Consumer Cyclical), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, SHAK returned 4.27%/yr vs 22.34%/yr for COST. At a 0.21 correlation, their price movements are largely independent.
Performance
SHAK vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, SHAK achieves a -31.59% return, which is significantly lower than COST's 11.85% return. Over the past 10 years, SHAK has underperformed COST with an annualized return of 4.27%, while COST has yielded a comparatively higher 22.34% annualized return.
SHAK
- 1D
- -2.60%
- 1M
- -41.90%
- YTD
- -31.59%
- 6M
- -33.27%
- 1Y
- -56.45%
- 3Y*
- -6.80%
- 5Y*
- -9.06%
- 10Y*
- 4.27%
COST
- 1D
- 0.79%
- 1M
- -5.03%
- YTD
- 11.85%
- 6M
- 4.58%
- 1Y
- -8.37%
- 3Y*
- 25.00%
- 5Y*
- 21.24%
- 10Y*
- 22.34%
SHAK vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHAK Shake Shack Inc. | -31.59% | -37.47% | 75.12% | 78.47% | -42.45% | -14.89% | 42.32% | 31.15% | 5.14% | 20.70% |
COST Costco Wholesale Corporation | 11.85% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between SHAK and COST is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2015 | 0.21 |
The correlation between SHAK and COST shifts across timeframes, from 0.04 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SHAK:
$0.99
COST:
$26.51
SHAK:
55.91
COST:
36.29
SHAK:
0.78
COST:
2.84
SHAK:
1.54
COST:
1.09
SHAK:
$1.49B
COST:
$293.59B
SHAK:
$111.61M
COST:
$11.12B
SHAK:
$179.77M
COST:
$12.48B
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Return for Risk
SHAK vs. COST — Risk / Return Rank
SHAK
COST
SHAK vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shake Shack Inc. (SHAK) 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.
| SHAK | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 0.94 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | -0.44 | -0.49 |
| Martin ratioReturn relative to average drawdown | -1.68 | -0.88 | -0.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHAK | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.07 | -0.44 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | 0.94 | -1.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 1.02 | -0.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.59 | -0.55 |
Drawdowns
SHAK vs. COST - Drawdown Comparison
The maximum SHAK drawdown since its inception was -70.89%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for SHAK and COST.
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Drawdown Indicators
| SHAK | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.89% | -53.39% | -17.50% |
Max Drawdown (1Y)Largest decline over 1 year | -60.90% | -18.95% | -41.95% |
Max Drawdown (3Y)Largest decline over 3 years | -60.90% | -20.74% | -40.16% |
Max Drawdown (5Y)Largest decline over 5 years | -64.77% | -31.40% | -33.37% |
Max Drawdown (10Y)Largest decline over 10 years | -70.89% | -31.40% | -39.49% |
Current DrawdownCurrent decline from peak | -60.90% | -12.11% | -48.79% |
Average DrawdownAverage peak-to-trough decline | -41.05% | -13.36% | -27.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.59% | 9.86% | +23.73% |
Volatility
SHAK vs. COST - Volatility Comparison
Shake Shack Inc. (SHAK) has a higher volatility of 36.38% compared to Costco Wholesale Corporation (COST) at 8.05%. This indicates that SHAK'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.
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Volatility by Period
| SHAK | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.38% | 8.05% | +28.33% |
Volatility (6M)Calculated over the trailing 6-month period | 47.53% | 14.83% | +32.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.00% | 19.12% | +33.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.56% | 22.73% | +28.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.42% | 21.95% | +28.47% |
Dividends
SHAK vs. COST - Dividend Comparison
SHAK 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% |
SHAK Shake Shack 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
SHAK vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Shake Shack 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.
Total Revenue: Total amount of money received from sales and other business activities
SHAK vs. COST - Profitability Comparison
SHAK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Shake Shack Inc. reported a gross profit of 0.00 and revenue of 366.74M. Therefore, the gross margin over that period was 0.0%.
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%.
SHAK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Shake Shack Inc. reported an operating income of -2.63M and revenue of 366.74M, resulting in an operating margin of -0.7%.
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%.
SHAK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Shake Shack Inc. reported a net income of -290.00K and revenue of 366.74M, resulting in a net margin of -0.1%.
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
SHAK and COST have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHAK has higher volatility (36.38%) compared to COST (8.05%). In terms of maximum drawdown, SHAK dropped -70.89% vs COST's -53.39%.
COST currently has the higher Sharpe Ratio (-0.44 vs -1.07), 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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