SNDK vs. COST
SNDK (Sandisk Corporation) and COST (Costco Wholesale Corporation) are both stocks. SNDK operates in Computer Hardware (Technology), while COST operates in Discount Stores (Consumer Defensive). Over the past year, SNDK returned 4094.13% vs -3.42% for COST. At a correlation of -0.07, they often move in opposite directions.
Performance
SNDK vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, SNDK achieves a 591.72% return, which is significantly higher than COST's 13.35% return.
SNDK
- 1D
- 5.30%
- 1M
- 5.10%
- YTD
- 591.72%
- 6M
- 628.26%
- 1Y
- 4,094.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COST
- 1D
- 0.30%
- 1M
- -3.37%
- YTD
- 13.35%
- 6M
- 10.14%
- 1Y
- -3.42%
- 3Y*
- 25.18%
- 5Y*
- 22.05%
- 10Y*
- 22.25%
SNDK vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SNDK Sandisk Corporation | 591.72% | 388.44% |
COST Costco Wholesale Corporation | 13.35% | -16.39% |
Correlation
The correlation between SNDK and COST is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2025 | -0.07 |
Fundamentals
SNDK:
$29.70
COST:
$26.51
SNDK:
55.29
COST:
36.77
SNDK:
18.90
COST:
1.11
SNDK:
$13.18B
COST:
$293.59B
SNDK:
$7.39B
COST:
$11.12B
SNDK:
$5.37B
COST:
$12.48B
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Return for Risk
SNDK vs. COST — Risk / Return Rank
SNDK
COST
SNDK vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sandisk Corporation (SNDK) 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.
| SNDK | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +42.24 | ||
| Sortino ratioReturn per unit of downside risk | +8.20 | ||
| Omega ratioGain probability vs. loss probability | 2.12 | 0.98 | +1.13 |
| Calmar ratioReturn relative to maximum drawdown | 132.65 | -0.22 | +132.87 |
| Martin ratioReturn relative to average drawdown | 403.29 | -0.51 | +403.80 |
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
| SNDK | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 42.05 | -0.18 | +42.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.98 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 15.00 | 0.59 | +14.41 |
Drawdowns
SNDK vs. COST - Drawdown Comparison
The maximum SNDK drawdown since its inception was -47.50%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for SNDK and COST.
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Drawdown Indicators
| SNDK | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.50% | -53.39% | +5.89% |
Max Drawdown (1Y)Largest decline over 1 year | -31.34% | -15.38% | -15.96% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.74% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.40% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.40% | — |
Current DrawdownCurrent decline from peak | -10.35% | -10.93% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -13.75% | -13.36% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.29% | 7.15% | +3.14% |
Volatility
SNDK vs. COST - Volatility Comparison
Sandisk Corporation (SNDK) has a higher volatility of 28.48% compared to Costco Wholesale Corporation (COST) at 7.71%. This indicates that SNDK'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
| SNDK | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.48% | 7.71% | +20.77% |
Volatility (6M)Calculated over the trailing 6-month period | 71.36% | 14.53% | +56.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 99.05% | 18.79% | +80.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 97.38% | 22.71% | +74.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.38% | 21.95% | +75.43% |
Dividends
SNDK vs. COST - Dividend Comparison
SNDK has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
SNDK Sandisk Corporation | 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
SNDK vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Sandisk 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.
Total Revenue: Total amount of money received from sales and other business activities
SNDK vs. COST - Profitability Comparison
SNDK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sandisk Corporation reported a gross profit of 4.66B and revenue of 5.95B. Therefore, the gross margin over that period was 78.4%.
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%.
SNDK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sandisk Corporation reported an operating income of 4.11B and revenue of 5.95B, resulting in an operating margin of 69.1%.
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%.
SNDK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sandisk Corporation reported a net income of 3.62B and revenue of 5.95B, resulting in a net margin of 60.8%.
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
SNDK and COST have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNDK has higher volatility (28.48%) compared to COST (7.71%). In terms of maximum drawdown, SNDK dropped -47.50% vs COST's -53.39%.
SNDK currently has the higher Sharpe Ratio (42.05 vs -0.18), 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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