PortfoliosLab logo
SRPT vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SRPT and COST is 0.55, 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.


Performance

SRPT vs. COST - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%December2025FebruaryMarchAprilMay
-5.85%
8,808.10%
SRPT
COST

Key characteristics

Sharpe Ratio

SRPT:

-1.04

COST:

1.64

Sortino Ratio

SRPT:

-1.89

COST:

2.19

Omega Ratio

SRPT:

0.70

COST:

1.30

Calmar Ratio

SRPT:

-0.91

COST:

2.09

Martin Ratio

SRPT:

-2.27

COST:

6.15

Ulcer Index

SRPT:

31.92%

COST:

5.87%

Daily Std Dev

SRPT:

70.02%

COST:

22.01%

Max Drawdown

SRPT:

-98.17%

COST:

-53.39%

Current Drawdown

SRPT:

-79.46%

COST:

-6.35%

Fundamentals

Market Cap

SRPT:

$6.26B

COST:

$450.29B

EPS

SRPT:

$2.34

COST:

$17.15

PE Ratio

SRPT:

27.21

COST:

59.18

PEG Ratio

SRPT:

159.25

COST:

5.34

PS Ratio

SRPT:

3.29

COST:

1.71

PB Ratio

SRPT:

4.09

COST:

17.49

Total Revenue (TTM)

SRPT:

$1.49B

COST:

$264.09B

Gross Profit (TTM)

SRPT:

$1.21B

COST:

$35.11B

EBITDA (TTM)

SRPT:

$251.31M

COST:

$11.25B

Returns By Period

In the year-to-date period, SRPT achieves a -69.80% return, which is significantly lower than COST's 10.18% return. Over the past 10 years, SRPT has underperformed COST with an annualized return of 9.61%, while COST has yielded a comparatively higher 23.52% annualized return.


SRPT

YTD

-69.80%

1M

-29.92%

6M

-71.31%

1Y

-73.01%

5Y*

-22.18%

10Y*

9.61%

COST

YTD

10.18%

1M

11.05%

6M

12.27%

1Y

31.25%

5Y*

29.15%

10Y*

23.52%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SRPT vs. COST — Risk-Adjusted Performance Rank

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

SRPT
The Risk-Adjusted Performance Rank of SRPT is 22
Overall Rank
The Sharpe Ratio Rank of SRPT is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of SRPT is 33
Sortino Ratio Rank
The Omega Ratio Rank of SRPT is 22
Omega Ratio Rank
The Calmar Ratio Rank of SRPT is 22
Calmar Ratio Rank
The Martin Ratio Rank of SRPT is 00
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9090
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 8787
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9393
Calmar Ratio Rank
The Martin Ratio Rank of COST is 8989
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.

SRPT vs. COST - Risk-Adjusted Performance 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.


The current SRPT Sharpe Ratio is -1.04, which is lower than the COST Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of SRPT 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
-1.04
1.43
SRPT
COST

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 0.47%.


TTM20242023202220212020201920182017201620152014
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%
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

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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-79.46%
-6.35%
SRPT
COST

Volatility

SRPT vs. COST - Volatility Comparison

Sarepta Therapeutics, Inc. (SRPT) has a higher volatility of 44.67% compared to Costco Wholesale Corporation (COST) at 8.28%. 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.


0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
44.67%
8.28%
SRPT
COST

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.


Quarterly
Annual

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


0.0020.00B40.00B60.00B80.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
658.41M
63.72B
(SRPT) Total Revenue
(COST) Total Revenue
Values in USD except per share items

SRPT vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between Sarepta Therapeutics, Inc. 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

20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
79.9%
15.1%
(SRPT) Gross Margin
(COST) Gross Margin
SRPT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sarepta Therapeutics, Inc. reported a gross profit of 526.11M and revenue of 658.41M. Therefore, the gross margin over that period was 79.9%.

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%.

SRPT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sarepta Therapeutics, Inc. reported an operating income of 161.68M and revenue of 658.41M, resulting in an operating margin of 24.6%.

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%.

SRPT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sarepta Therapeutics, Inc. reported a net income of 159.05M and revenue of 658.41M, resulting in a net margin of 24.2%.

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%.