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

Correlation

The correlation between SIMO and COST is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

SIMO vs. COST - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%December2025FebruaryMarchAprilMay
560.79%
3,224.14%
SIMO
COST

Key characteristics

Sharpe Ratio

SIMO:

-0.65

COST:

1.82

Sortino Ratio

SIMO:

-0.73

COST:

2.39

Omega Ratio

SIMO:

0.91

COST:

1.33

Calmar Ratio

SIMO:

-0.54

COST:

2.32

Martin Ratio

SIMO:

-1.01

COST:

6.89

Ulcer Index

SIMO:

30.35%

COST:

5.83%

Daily Std Dev

SIMO:

47.00%

COST:

22.14%

Max Drawdown

SIMO:

-93.20%

COST:

-53.39%

Current Drawdown

SIMO:

-43.77%

COST:

-6.24%

Fundamentals

Market Cap

SIMO:

$1.67B

COST:

$443.26B

EPS

SIMO:

$2.69

COST:

$17.11

PE Ratio

SIMO:

18.40

COST:

58.39

PEG Ratio

SIMO:

-4.43

COST:

5.91

PS Ratio

SIMO:

2.14

COST:

1.67

PB Ratio

SIMO:

1.97

COST:

17.20

Total Revenue (TTM)

SIMO:

$783.52M

COST:

$264.09B

Gross Profit (TTM)

SIMO:

$367.08M

COST:

$35.11B

EBITDA (TTM)

SIMO:

$108.05M

COST:

$11.25B

Returns By Period

In the year-to-date period, SIMO achieves a -6.02% return, which is significantly lower than COST's 10.31% return. Over the past 10 years, SIMO has underperformed COST with an annualized return of 7.59%, while COST has yielded a comparatively higher 23.65% annualized return.


SIMO

YTD

-6.02%

1M

-1.29%

6M

-4.69%

1Y

-27.40%

5Y*

6.30%

10Y*

7.59%

COST

YTD

10.31%

1M

4.61%

6M

15.21%

1Y

38.37%

5Y*

29.47%

10Y*

23.65%

*Annualized

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Risk-Adjusted Performance

SIMO vs. COST — Risk-Adjusted Performance Rank

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

SIMO
The Risk-Adjusted Performance Rank of SIMO is 2020
Overall Rank
The Sharpe Ratio Rank of SIMO is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of SIMO is 1818
Sortino Ratio Rank
The Omega Ratio Rank of SIMO is 2020
Omega Ratio Rank
The Calmar Ratio Rank of SIMO is 1717
Calmar Ratio Rank
The Martin Ratio Rank of SIMO is 2828
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9292
Overall Rank
The Sharpe Ratio Rank of COST is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 9090
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8989
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9595
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SIMO vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silicon Motion Technology Corporation (SIMO) 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.


The chart of Sharpe ratio for SIMO, currently valued at -0.63, compared to the broader market-2.00-1.000.001.002.003.00
SIMO: -0.63
COST: 1.82
The chart of Sortino ratio for SIMO, currently valued at -0.68, compared to the broader market-6.00-4.00-2.000.002.004.00
SIMO: -0.68
COST: 2.39
The chart of Omega ratio for SIMO, currently valued at 0.92, compared to the broader market0.501.001.502.00
SIMO: 0.92
COST: 1.33
The chart of Calmar ratio for SIMO, currently valued at -0.52, compared to the broader market0.001.002.003.004.005.00
SIMO: -0.52
COST: 2.32
The chart of Martin ratio for SIMO, currently valued at -0.97, compared to the broader market-10.000.0010.0020.00
SIMO: -0.97
COST: 6.89

The current SIMO Sharpe Ratio is -0.65, which is lower than the COST Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of SIMO 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-1.000.001.002.003.004.00December2025FebruaryMarchAprilMay
-0.63
1.82
SIMO
COST

Dividends

SIMO vs. COST - Dividend Comparison

SIMO's dividend yield for the trailing twelve months is around 3.97%, more than COST's 0.47% yield.


TTM20242023202220212020201920182017201620152014
SIMO
Silicon Motion Technology Corporation
3.97%3.70%0.82%2.31%1.63%2.91%2.46%3.48%1.70%1.53%1.91%2.54%
COST
Costco Wholesale Corporation
0.47%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

SIMO vs. COST - Drawdown Comparison

The maximum SIMO drawdown since its inception was -93.20%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for SIMO and COST. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-43.77%
-6.24%
SIMO
COST

Volatility

SIMO vs. COST - Volatility Comparison

Silicon Motion Technology Corporation (SIMO) has a higher volatility of 26.14% compared to Costco Wholesale Corporation (COST) at 10.18%. This indicates that SIMO'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%December2025FebruaryMarchAprilMay
26.14%
10.18%
SIMO
COST

Financials

SIMO vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Silicon Motion Technology 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B20212022202320242025
166.49M
63.72B
(SIMO) Total Revenue
(COST) Total Revenue
Values in USD except per share items

SIMO vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between Silicon Motion Technology Corporation and Costco Wholesale Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20212022202320242025
47.1%
15.1%
(SIMO) Gross Margin
(COST) Gross Margin
SIMO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Silicon Motion Technology Corporation reported a gross profit of 78.37M and revenue of 166.49M. Therefore, the gross margin over that period was 47.1%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Costco Wholesale Corporation reported a gross profit of 9.61B and revenue of 63.72B. Therefore, the gross margin over that period was 15.1%.
SIMO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Silicon Motion Technology Corporation reported an operating income of 9.77M and revenue of 166.49M, resulting in an operating margin of 5.9%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Costco Wholesale Corporation reported an operating income of 2.32B and revenue of 63.72B, resulting in an operating margin of 3.6%.
SIMO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Silicon Motion Technology Corporation reported a net income of 19.46M and revenue of 166.49M, resulting in a net margin of 11.7%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Costco Wholesale Corporation reported a net income of 1.79B and revenue of 63.72B, resulting in a net margin of 2.8%.