SRPT vs. COST
SRPT (Sarepta Therapeutics, Inc.) and COST (Costco Wholesale Corporation) are both stocks. SRPT operates in Biotechnology (Healthcare), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, SRPT returned -0.70%/yr vs 21.98%/yr for COST. At a 0.15 correlation, their price movements are largely independent.
Performance
SRPT vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, SRPT achieves a -19.80% return, which is significantly lower than COST's 11.37% return. Over the past 10 years, SRPT has underperformed COST with an annualized return of -0.70%, while COST has yielded a comparatively higher 21.98% annualized return.
SRPT
- 1D
- -2.21%
- 1M
- 2.74%
- YTD
- -19.80%
- 6M
- -21.55%
- 1Y
- -8.53%
- 3Y*
- -46.72%
- 5Y*
- -26.36%
- 10Y*
- -0.70%
COST
- 1D
- 0.67%
- 1M
- -6.86%
- YTD
- 11.37%
- 6M
- 12.35%
- 1Y
- -4.12%
- 3Y*
- 23.87%
- 5Y*
- 20.85%
- 10Y*
- 21.98%
SRPT vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRPT Sarepta Therapeutics, Inc. | -19.80% | -82.30% | 26.09% | -25.58% | 43.90% | -47.18% | 32.12% | 18.24% | 96.14% | 102.84% |
COST Costco Wholesale Corporation | 11.37% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between SRPT and COST is -0.12, 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 | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 1997 | 0.16 |
The correlation between SRPT and COST shifts across timeframes, from -0.12 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SRPT:
$0.60
COST:
$26.51
SRPT:
28.76
COST:
36.13
SRPT:
0.86
COST:
1.09
SRPT:
$2.18B
COST:
$293.59B
SRPT:
$751.34M
COST:
$11.12B
SRPT:
$107.91M
COST:
$12.48B
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Return for Risk
SRPT vs. COST — Risk / Return Rank
SRPT
COST
SRPT vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sarepta Therapeutics, Inc. (SRPT) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SRPT | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.98 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | -0.28 | +0.09 |
| Martin ratioReturn relative to average drawdown | -0.41 | -0.61 | +0.20 |
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Drawdowns
SRPT vs. COST - Drawdown Comparison
The maximum SRPT drawdown since its inception was -98.17%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for SRPT and COST.
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Drawdown Indicators
| SRPT | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.17% | -53.39% | -44.78% |
Max Drawdown (1Y)Largest decline over 1 year | -45.70% | -14.93% | -30.77% |
Max Drawdown (3Y)Largest decline over 3 years | -92.72% | -20.74% | -71.98% |
Max Drawdown (5Y)Largest decline over 5 years | -92.72% | -31.40% | -61.32% |
Max Drawdown (10Y)Largest decline over 10 years | -93.33% | -31.40% | -61.93% |
Current DrawdownCurrent decline from peak | -90.34% | -12.49% | -77.85% |
Average DrawdownAverage peak-to-trough decline | -68.19% | -13.36% | -54.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.63% | 6.90% | +13.73% |
Volatility
SRPT vs. COST - Volatility Comparison
Sarepta Therapeutics, Inc. (SRPT) has a higher volatility of 15.99% compared to Costco Wholesale Corporation (COST) at 6.38%. This indicates that SRPT'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
| SRPT | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.99% | 6.38% | +9.61% |
Volatility (6M)Calculated over the trailing 6-month period | 52.64% | 14.49% | +38.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 94.13% | 18.93% | +75.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.84% | 22.73% | +47.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.36% | 21.97% | +48.39% |
Dividends
SRPT vs. COST - Dividend Comparison
SRPT has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.56%.
| 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% |
SRPT Sarepta Therapeutics, Inc. | 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
SRPT vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Sarepta Therapeutics, 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.
Total Revenue: Total amount of money received from sales and other business activities
SRPT vs. COST - Profitability Comparison
SRPT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sarepta Therapeutics, Inc. reported a gross profit of 0.00 and revenue of 730.80M. Therefore, the gross margin over that period was 0.0%.
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%.
SRPT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sarepta Therapeutics, Inc. reported an operating income of 358.43M and revenue of 730.80M, resulting in an operating margin of 49.1%.
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%.
SRPT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sarepta Therapeutics, Inc. reported a net income of 330.96M and revenue of 730.80M, resulting in a net margin of 45.3%.
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
SRPT and COST have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SRPT has higher volatility (15.99%) compared to COST (6.38%). In terms of maximum drawdown, SRPT dropped -98.17% vs COST's -53.39%.
SRPT currently has the higher Sharpe Ratio (-0.09 vs -0.22), 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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