SYNA vs. COST
SYNA (Synaptics Incorporated) and COST (Costco Wholesale Corporation) are both stocks. SYNA operates in Semiconductors (Technology), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, SYNA returned 7.81%/yr vs 22.43%/yr for COST. At a 0.28 correlation, their price movements are largely independent.
Performance
SYNA vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, SYNA achieves a 90.61% return, which is significantly higher than COST's 13.08% return. Over the past 10 years, SYNA has underperformed COST with an annualized return of 7.81%, while COST has yielded a comparatively higher 22.43% annualized return.
SYNA
- 1D
- -2.68%
- 1M
- 35.29%
- YTD
- 90.61%
- 6M
- 85.79%
- 1Y
- 125.82%
- 3Y*
- 21.22%
- 5Y*
- 0.60%
- 10Y*
- 7.81%
COST
- 1D
- 1.09%
- 1M
- -4.34%
- YTD
- 13.08%
- 6M
- 8.84%
- 1Y
- -7.02%
- 3Y*
- 24.99%
- 5Y*
- 21.51%
- 10Y*
- 22.43%
SYNA vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYNA Synaptics Incorporated | 90.61% | -3.01% | -33.10% | 19.88% | -67.13% | 200.32% | 46.57% | 76.75% | -6.84% | -25.46% |
COST Costco Wholesale Corporation | 13.08% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between SYNA and COST is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2002 | 0.28 |
Over the past year, the correlation between SYNA and COST has dropped to 0.06 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
Fundamentals
SYNA:
-$1.24
COST:
$26.51
SYNA:
4.68
COST:
1.10
SYNA:
$1.17B
COST:
$293.59B
SYNA:
$511.10M
COST:
$11.12B
SYNA:
$52.60M
COST:
$12.48B
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Return for Risk
SYNA vs. COST — Risk / Return Rank
SYNA
COST
SYNA vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Synaptics Incorporated (SYNA) 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.
| SYNA | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.78 | ||
| Sortino ratioReturn per unit of downside risk | +3.61 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.95 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | -0.44 | +4.76 |
| Martin ratioReturn relative to average drawdown | 13.34 | -0.99 | +14.34 |
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
| SYNA | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | -0.37 | +2.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.95 | -0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 1.03 | -0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.59 | -0.36 |
Drawdowns
SYNA vs. COST - Drawdown Comparison
The maximum SYNA drawdown since its inception was -85.34%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for SYNA and COST.
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Drawdown Indicators
| SYNA | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.34% | -53.39% | -31.95% |
Max Drawdown (1Y)Largest decline over 1 year | -29.31% | -16.02% | -13.29% |
Max Drawdown (3Y)Largest decline over 3 years | -64.18% | -20.74% | -43.44% |
Max Drawdown (5Y)Largest decline over 5 years | -85.34% | -31.40% | -53.94% |
Max Drawdown (10Y)Largest decline over 10 years | -85.34% | -31.40% | -53.94% |
Current DrawdownCurrent decline from peak | -51.82% | -11.15% | -40.67% |
Average DrawdownAverage peak-to-trough decline | -38.20% | -13.36% | -24.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.47% | 9.60% | -0.13% |
Volatility
SYNA vs. COST - Volatility Comparison
Synaptics Incorporated (SYNA) has a higher volatility of 26.22% compared to Costco Wholesale Corporation (COST) at 8.14%. This indicates that SYNA'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
| SYNA | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.22% | 8.14% | +18.08% |
Volatility (6M)Calculated over the trailing 6-month period | 42.11% | 14.83% | +27.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.51% | 19.15% | +33.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.92% | 22.73% | +30.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.70% | 21.94% | +29.76% |
Dividends
SYNA vs. COST - Dividend Comparison
SYNA 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% |
SYNA Synaptics Incorporated | 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
SYNA vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Synaptics Incorporated 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
SYNA vs. COST - Profitability Comparison
SYNA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Synaptics Incorporated reported a gross profit of 133.30M and revenue of 294.20M. Therefore, the gross margin over that period was 45.3%.
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%.
SYNA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Synaptics Incorporated reported an operating income of -12.70M and revenue of 294.20M, resulting in an operating margin of -4.3%.
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%.
SYNA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Synaptics Incorporated reported a net income of -8.00M and revenue of 294.20M, resulting in a net margin of -2.7%.
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
SYNA and COST have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SYNA has higher volatility (26.22%) compared to COST (8.14%). In terms of maximum drawdown, SYNA dropped -85.34% vs COST's -53.39%.
SYNA currently has the higher Sharpe Ratio (2.41 vs -0.37), 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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