SIG vs. COST
SIG (Signet Jewelers Limited) and COST (Costco Wholesale Corporation) are both stocks. SIG operates in Luxury Goods (Consumer Cyclical), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, SIG returned 1.75%/yr vs 22.34%/yr for COST. At a 0.18 correlation, their price movements are largely independent.
Performance
SIG vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, SIG achieves a 3.74% return, which is significantly lower than COST's 11.85% return. Over the past 10 years, SIG has underperformed COST with an annualized return of 1.75%, while COST has yielded a comparatively higher 22.34% annualized return.
SIG
- 1D
- -3.01%
- 1M
- 5.37%
- YTD
- 3.74%
- 6M
- -3.41%
- 1Y
- 15.23%
- 3Y*
- 10.83%
- 5Y*
- 9.12%
- 10Y*
- 1.75%
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%
SIG vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIG Signet Jewelers Limited | 3.74% | 4.46% | -23.85% | 59.64% | -20.96% | 220.69% | 27.22% | -26.28% | -42.19% | -38.94% |
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 SIG and COST is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 1994 | 0.18 |
The correlation between SIG and COST shifts across timeframes, from -0.02 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SIG:
$7.11
COST:
$26.51
SIG:
12.01
COST:
36.29
SIG:
0.05
COST:
2.84
SIG:
0.51
COST:
1.09
SIG:
$6.83B
COST:
$293.59B
SIG:
$2.66B
COST:
$11.12B
SIG:
$601.70M
COST:
$12.48B
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Return for Risk
SIG vs. COST — Risk / Return Rank
SIG
COST
SIG vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Signet Jewelers Limited (SIG) 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.
| SIG | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.94 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | -0.44 | +0.96 |
| Martin ratioReturn relative to average drawdown | 1.22 | -0.88 | +2.10 |
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
| SIG | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | -0.44 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.94 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 1.02 | -0.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.59 | -0.45 |
Drawdowns
SIG vs. COST - Drawdown Comparison
The maximum SIG drawdown since its inception was -95.53%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for SIG and COST.
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Drawdown Indicators
| SIG | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.53% | -53.39% | -42.14% |
Max Drawdown (1Y)Largest decline over 1 year | -29.73% | -18.95% | -10.78% |
Max Drawdown (3Y)Largest decline over 3 years | -57.12% | -20.74% | -36.38% |
Max Drawdown (5Y)Largest decline over 5 years | -57.12% | -31.40% | -25.72% |
Max Drawdown (10Y)Largest decline over 10 years | -93.23% | -31.40% | -61.83% |
Current DrawdownCurrent decline from peak | -30.24% | -12.11% | -18.13% |
Average DrawdownAverage peak-to-trough decline | -31.47% | -13.36% | -18.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.53% | 9.86% | +2.67% |
Volatility
SIG vs. COST - Volatility Comparison
Signet Jewelers Limited (SIG) has a higher volatility of 15.03% compared to Costco Wholesale Corporation (COST) at 8.05%. This indicates that SIG'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
| SIG | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.03% | 8.05% | +6.98% |
Volatility (6M)Calculated over the trailing 6-month period | 35.93% | 14.83% | +21.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.85% | 19.12% | +28.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.46% | 22.73% | +30.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.28% | 21.95% | +43.33% |
Dividends
SIG vs. COST - Dividend Comparison
SIG's dividend yield for the trailing twelve months is around 1.53%, 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% |
SIG Signet Jewelers Limited | 1.53% | 1.51% | 1.36% | 0.83% | 1.15% | 0.41% | 1.36% | 6.81% | 4.47% | 2.10% | 1.06% | 0.68% |
Financials
SIG vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Signet Jewelers Limited 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
SIG vs. COST - Profitability Comparison
SIG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Signet Jewelers Limited reported a gross profit of 556.50M and revenue of 1.55B. Therefore, the gross margin over that period was 35.8%.
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%.
SIG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Signet Jewelers Limited reported an operating income of 36.90M and revenue of 1.55B, resulting in an operating margin of 2.4%.
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%.
SIG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Signet Jewelers Limited reported a net income of 31.70M and revenue of 1.55B, resulting in a net margin of 2.0%.
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
SIG and COST have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIG has higher volatility (15.03%) compared to COST (8.05%). In terms of maximum drawdown, SIG dropped -95.53% vs COST's -53.39%.
SIG currently has the higher Sharpe Ratio (0.33 vs -0.44), 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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