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TDS vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TDS and COST is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

TDS vs. COST - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
70.25%
11.61%
TDS
COST

Key characteristics

Sharpe Ratio

TDS:

1.68

COST:

2.04

Sortino Ratio

TDS:

2.37

COST:

2.62

Omega Ratio

TDS:

1.36

COST:

1.37

Calmar Ratio

TDS:

1.48

COST:

3.76

Martin Ratio

TDS:

8.17

COST:

8.92

Ulcer Index

TDS:

12.39%

COST:

4.33%

Daily Std Dev

TDS:

60.08%

COST:

18.94%

Max Drawdown

TDS:

-85.84%

COST:

-53.39%

Current Drawdown

TDS:

-17.56%

COST:

-5.18%

Fundamentals

Market Cap

TDS:

$3.98B

COST:

$418.68B

EPS

TDS:

-$5.57

COST:

$17.02

PEG Ratio

TDS:

4.56

COST:

5.53

Total Revenue (TTM)

TDS:

$3.72B

COST:

$258.81B

Gross Profit (TTM)

TDS:

$1.69B

COST:

$32.80B

EBITDA (TTM)

TDS:

$878.00M

COST:

$12.25B

Returns By Period

In the year-to-date period, TDS achieves a 5.86% return, which is significantly higher than COST's 2.94% return. Over the past 10 years, TDS has underperformed COST with an annualized return of 7.38%, while COST has yielded a comparatively higher 23.49% annualized return.


TDS

YTD

5.86%

1M

6.17%

6M

70.25%

1Y

97.94%

5Y*

11.71%

10Y*

7.38%

COST

YTD

2.94%

1M

-1.14%

6M

11.61%

1Y

36.51%

5Y*

27.02%

10Y*

23.49%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TDS vs. COST — Risk-Adjusted Performance Rank

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

TDS
The Risk-Adjusted Performance Rank of TDS is 8888
Overall Rank
The Sharpe Ratio Rank of TDS is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of TDS is 8585
Sortino Ratio Rank
The Omega Ratio Rank of TDS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of TDS is 8686
Calmar Ratio Rank
The Martin Ratio Rank of TDS is 8888
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9191
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 8989
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9696
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9090
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.

TDS vs. COST - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TDS, currently valued at 1.68, compared to the broader market-2.000.002.004.001.682.04
The chart of Sortino ratio for TDS, currently valued at 2.37, compared to the broader market-4.00-2.000.002.004.006.002.372.62
The chart of Omega ratio for TDS, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.37
The chart of Calmar ratio for TDS, currently valued at 1.48, compared to the broader market0.002.004.006.001.483.76
The chart of Martin ratio for TDS, currently valued at 8.17, compared to the broader market-10.000.0010.0020.0030.008.178.92
TDS
COST

The current TDS Sharpe Ratio is 1.68, which is comparable to the COST Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of TDS 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.68
2.04
TDS
COST

Dividends

TDS vs. COST - Dividend Comparison

TDS's dividend yield for the trailing twelve months is around 0.86%, more than COST's 0.48% yield.


TTM20242023202220212020201920182017201620152014
TDS
Telephone and Data Systems, Inc.
0.86%0.91%4.03%6.86%3.47%3.66%2.60%1.97%2.23%2.05%2.18%2.12%
COST
Costco Wholesale Corporation
0.48%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

TDS vs. COST - Drawdown Comparison

The maximum TDS drawdown since its inception was -85.84%, 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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-17.56%
-5.18%
TDS
COST

Volatility

TDS vs. COST - Volatility Comparison

Telephone and Data Systems, Inc. (TDS) has a higher volatility of 8.11% compared to Costco Wholesale Corporation (COST) at 5.09%. 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
8.11%
5.09%
TDS
COST

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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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