TDS vs. COST
TDS (Telephone and Data Systems, Inc.) and COST (Costco Wholesale Corporation) are both stocks. TDS operates in Telecom Services (Communication Services), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, TDS returned 9.07%/yr vs 21.90%/yr for COST. At a 0.24 correlation, their price movements are largely independent.
Performance
TDS vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, TDS achieves a 23.35% return, which is significantly higher than COST's 10.63% return. Over the past 10 years, TDS has underperformed COST with an annualized return of 9.07%, while COST has yielded a comparatively higher 21.90% annualized return.
TDS
- 1D
- -1.64%
- 1M
- -0.82%
- YTD
- 23.35%
- 6M
- 24.59%
- 1Y
- 52.64%
- 3Y*
- 93.47%
- 5Y*
- 20.74%
- 10Y*
- 9.07%
COST
- 1D
- -0.01%
- 1M
- -7.48%
- YTD
- 10.63%
- 6M
- 12.24%
- 1Y
- -2.41%
- 3Y*
- 23.60%
- 5Y*
- 20.70%
- 10Y*
- 21.90%
TDS vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TDS Telephone and Data Systems, Inc. | 23.35% | 20.73% | 89.02% | 86.26% | -45.27% | 12.04% | -24.32% | -19.98% | 19.58% | -1.46% |
COST Costco Wholesale Corporation | 10.63% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between TDS and COST is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 1993 | 0.24 |
Fundamentals
TDS:
$1.31
COST:
$26.51
TDS:
29.67
COST:
35.89
TDS:
8.73
COST:
2.81
TDS:
1.58
COST:
1.08
TDS:
$2.13B
COST:
$293.59B
TDS:
$775.87M
COST:
$11.12B
TDS:
$746.87M
COST:
$12.48B
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Return for Risk
TDS vs. COST — Risk / Return Rank
TDS
COST
TDS vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Telephone and Data Systems, Inc. (TDS) 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.
| TDS | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +2.77 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.99 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | -0.16 | +3.06 |
| Martin ratioReturn relative to average drawdown | 7.48 | -0.35 | +7.83 |
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Drawdowns
TDS vs. COST - Drawdown Comparison
The maximum TDS drawdown since its inception was -88.89%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for TDS and COST.
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Drawdown Indicators
| TDS | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.89% | -53.39% | -35.50% |
Max Drawdown (1Y)Largest decline over 1 year | -18.27% | -15.14% | -3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -33.36% | -20.74% | -12.62% |
Max Drawdown (5Y)Largest decline over 5 years | -69.65% | -31.40% | -38.25% |
Max Drawdown (10Y)Largest decline over 10 years | -78.98% | -31.40% | -47.58% |
Current DrawdownCurrent decline from peak | -18.02% | -13.06% | -4.96% |
Average DrawdownAverage peak-to-trough decline | -47.30% | -13.36% | -33.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.06% | 6.86% | +0.20% |
Volatility
TDS vs. COST - Volatility Comparison
Telephone and Data Systems, Inc. (TDS) has a higher volatility of 6.86% compared to Costco Wholesale Corporation (COST) at 6.51%. This indicates that TDS'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
| TDS | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.86% | 6.51% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 31.29% | 14.49% | +16.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.24% | 18.95% | +20.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.81% | 22.73% | +41.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.58% | 21.98% | +30.60% |
Dividends
TDS vs. COST - Dividend Comparison
TDS's dividend yield for the trailing twelve months is around 26.73%, more than COST's 0.56% yield.
| 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% |
TDS Telephone and Data Systems, Inc. | 26.73% | 0.39% | 0.91% | 4.03% | 6.86% | 3.47% | 3.66% | 2.60% | 1.97% | 2.23% | 2.05% | 2.18% |
Financials
TDS vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Telephone and Data Systems, 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
TDS vs. COST - Profitability Comparison
TDS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Telephone and Data Systems, Inc. reported a gross profit of 0.00 and revenue of 309.45M. 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%.
TDS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Telephone and Data Systems, Inc. reported an operating income of 143.82M and revenue of 309.45M, resulting in an operating margin of 46.5%.
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%.
TDS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Telephone and Data Systems, Inc. reported a net income of 127.29M and revenue of 309.45M, resulting in a net margin of 41.1%.
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
TDS and COST have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDS has higher volatility (6.86%) compared to COST (6.51%). In terms of maximum drawdown, TDS dropped -88.89% vs COST's -53.39%.
TDS currently has the higher Sharpe Ratio (1.35 vs -0.13), 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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