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SKT vs. COST
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SKT vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tanger Factory Outlet Centers, Inc. (SKT) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

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SKT vs. COST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SKT
Tanger Factory Outlet Centers, Inc.
3.26%1.39%27.71%62.06%2.68%101.59%-27.28%-21.33%-18.99%-22.30%
COST
Costco Wholesale Corporation
15.72%-5.39%39.62%49.00%-19.05%51.82%32.67%45.70%10.60%22.37%

Fundamentals

EPS

SKT:

$1.51

COST:

$25.63

PE Ratio

SKT:

22.68

COST:

38.88

PEG Ratio

SKT:

0.64

COST:

3.04

PS Ratio

SKT:

4.48

COST:

1.16

Total Revenue (TTM)

SKT:

$581.56M

COST:

$286.27B

Gross Profit (TTM)

SKT:

$405.06M

COST:

$19.33B

EBITDA (TTM)

SKT:

$371.94M

COST:

$12.73B

Returns By Period

In the year-to-date period, SKT achieves a 3.26% return, which is significantly lower than COST's 15.72% return. Over the past 10 years, SKT has underperformed COST with an annualized return of 4.92%, while COST has yielded a comparatively higher 22.28% annualized return.


SKT

1D
0.50%
1M
-7.98%
YTD
3.26%
6M
2.90%
1Y
4.16%
3Y*
25.09%
5Y*
23.03%
10Y*
4.92%

COST

1D
0.01%
1M
-0.62%
YTD
15.72%
6M
8.94%
1Y
4.99%
3Y*
27.83%
5Y*
24.29%
10Y*
22.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SKT vs. COST — Risk / Return Rank

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

SKT
SKT Risk / Return Rank: 4444
Overall Rank
SKT Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SKT Sortino Ratio Rank: 3939
Sortino Ratio Rank
SKT Omega Ratio Rank: 3939
Omega Ratio Rank
SKT Calmar Ratio Rank: 4848
Calmar Ratio Rank
SKT Martin Ratio Rank: 4848
Martin Ratio Rank

COST
COST Risk / Return Rank: 4646
Overall Rank
COST Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
COST Sortino Ratio Rank: 4141
Sortino Ratio Rank
COST Omega Ratio Rank: 4040
Omega Ratio Rank
COST Calmar Ratio Rank: 4848
Calmar Ratio Rank
COST Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SKT vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tanger Factory Outlet Centers, Inc. (SKT) 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.


SKTCOSTDifference

Sharpe ratio

Return per unit of total volatility

0.16

0.25

-0.09

Sortino ratio

Return per unit of downside risk

0.42

0.50

-0.09

Omega ratio

Gain probability vs. loss probability

1.05

1.06

-0.01

Calmar ratio

Return relative to maximum drawdown

0.30

0.31

0.00

Martin ratio

Return relative to average drawdown

0.67

0.61

+0.05

SKT vs. COST - Sharpe Ratio Comparison

The current SKT Sharpe Ratio is 0.16, which is lower than the COST Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of SKT 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.


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Sharpe Ratios by Period


SKTCOSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.25

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

1.08

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

1.02

-0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.59

-0.23

Correlation

The correlation between SKT and COST is 0.24, 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.


Dividends

SKT vs. COST - Dividend Comparison

SKT's dividend yield for the trailing twelve months is around 3.43%, more than COST's 0.52% yield.


TTM20252024202320222021202020192018201720162015
SKT
Tanger Factory Outlet Centers, Inc.
3.43%3.45%3.18%3.50%8.93%3.71%7.15%9.61%6.89%5.10%3.52%3.99%
COST
Costco Wholesale Corporation
0.52%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%

Drawdowns

SKT vs. COST - Drawdown Comparison

The maximum SKT drawdown since its inception was -87.32%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for SKT and COST.


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Drawdown Indicators


SKTCOSTDifference

Max Drawdown

Largest peak-to-trough decline

-87.32%

-53.39%

-33.93%

Max Drawdown (1Y)

Largest decline over 1 year

-16.07%

-19.35%

+3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-31.16%

-31.40%

+0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-87.32%

-31.40%

-55.92%

Current Drawdown

Current decline from peak

-9.25%

-6.95%

-2.30%

Average Drawdown

Average peak-to-trough decline

-16.40%

-13.40%

-3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.29%

9.67%

-2.38%

Volatility

SKT vs. COST - Volatility Comparison

Tanger Factory Outlet Centers, Inc. (SKT) has a higher volatility of 5.43% compared to Costco Wholesale Corporation (COST) at 4.38%. This indicates that SKT'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


SKTCOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

4.38%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

13.33%

+1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

26.19%

20.08%

+6.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.36%

22.51%

+9.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.30%

21.90%

+20.40%

Financials

SKT vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Tanger Factory Outlet Centers, 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


0.0020.00B40.00B60.00B80.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
160.30M
69.60B
(SKT) Total Revenue
(COST) Total Revenue
Values in USD except per share items