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

Correlation

The correlation between SKY and COST is 0.22, 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.


-0.50.00.51.00.2

Performance

SKY vs. COST - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
15.84%
11.53%
SKY
COST

Key characteristics

Sharpe Ratio

SKY:

0.89

COST:

2.04

Sortino Ratio

SKY:

1.47

COST:

2.62

Omega Ratio

SKY:

1.18

COST:

1.37

Calmar Ratio

SKY:

1.53

COST:

3.77

Martin Ratio

SKY:

3.55

COST:

8.91

Ulcer Index

SKY:

10.09%

COST:

4.34%

Daily Std Dev

SKY:

40.23%

COST:

18.95%

Max Drawdown

SKY:

-93.05%

COST:

-53.39%

Current Drawdown

SKY:

-16.81%

COST:

-4.72%

Fundamentals

Market Cap

SKY:

$5.29B

COST:

$418.68B

EPS

SKY:

$2.54

COST:

$17.02

PE Ratio

SKY:

35.67

COST:

55.42

PEG Ratio

SKY:

0.00

COST:

5.53

Total Revenue (TTM)

SKY:

$1.74B

COST:

$258.81B

Gross Profit (TTM)

SKY:

$468.80M

COST:

$32.80B

EBITDA (TTM)

SKY:

$179.54M

COST:

$12.25B

Returns By Period

In the year-to-date period, SKY achieves a 2.85% return, which is significantly lower than COST's 3.43% return. Over the past 10 years, SKY has outperformed COST with an annualized return of 39.09%, while COST has yielded a comparatively lower 23.54% annualized return.


SKY

YTD

2.85%

1M

-5.64%

6M

16.48%

1Y

29.48%

5Y*

21.74%

10Y*

39.09%

COST

YTD

3.43%

1M

-0.66%

6M

11.53%

1Y

37.65%

5Y*

27.06%

10Y*

23.54%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SKY vs. COST — Risk-Adjusted Performance Rank

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

SKY
The Risk-Adjusted Performance Rank of SKY is 7575
Overall Rank
The Sharpe Ratio Rank of SKY is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of SKY is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SKY is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SKY is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SKY is 7575
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9191
Overall Rank
The Sharpe Ratio Rank of COST is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 8888
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8989
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9696
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9090
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.

SKY vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Skyline Champion Corporation (SKY) 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.


Sharpe ratio
The chart of Sharpe ratio for SKY, currently valued at 0.77, compared to the broader market-2.000.002.004.000.772.04
The chart of Sortino ratio for SKY, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.006.001.322.62
The chart of Omega ratio for SKY, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.37
The chart of Calmar ratio for SKY, currently valued at 1.32, compared to the broader market0.002.004.006.001.323.77
The chart of Martin ratio for SKY, currently valued at 3.04, compared to the broader market-10.000.0010.0020.0030.003.048.91
SKY
COST

The current SKY Sharpe Ratio is 0.89, which is lower than the COST Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of SKY 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.77
2.04
SKY
COST

Dividends

SKY vs. COST - Dividend Comparison

SKY has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.47%.


TTM20242023202220212020201920182017201620152014
SKY
Skyline Champion Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.25%0.00%0.00%0.00%0.00%
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

SKY vs. COST - Drawdown Comparison

The maximum SKY drawdown since its inception was -93.05%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for SKY and COST. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-16.81%
-4.72%
SKY
COST

Volatility

SKY vs. COST - Volatility Comparison

Skyline Champion Corporation (SKY) has a higher volatility of 12.16% compared to Costco Wholesale Corporation (COST) at 5.05%. This indicates that SKY'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
12.16%
5.05%
SKY
COST

Financials

SKY vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Skyline Champion 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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