TMHC vs. COST
TMHC (Taylor Morrison Home Corporation) and COST (Costco Wholesale Corporation) are both stocks. TMHC operates in Residential Construction (Consumer Cyclical), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, TMHC returned 16.06%/yr vs 20.76%/yr for COST. At a 0.27 correlation, their price movements are largely independent.
Performance
TMHC vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, TMHC achieves a 22.08% return, which is significantly higher than COST's 7.73% return. Over the past 10 years, TMHC has underperformed COST with an annualized return of 16.06%, while COST has yielded a comparatively higher 20.76% annualized return.
TMHC
- 1D
- 0.03%
- 1M
- -0.04%
- 6M
- 10.72%
- YTD
- 22.08%
- 1Y
- 11.03%
- 3Y*
- 11.80%
- 5Y*
- 24.57%
- 10Y*
- 16.06%
COST
- 1D
- 1.11%
- 1M
- -5.69%
- 6M
- -1.49%
- YTD
- 7.73%
- 1Y
- -3.99%
- 3Y*
- 20.82%
- 5Y*
- 18.99%
- 10Y*
- 20.76%
TMHC vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMHC Taylor Morrison Home Corporation | 22.08% | -3.82% | 14.73% | 75.78% | -13.19% | 36.30% | 17.34% | 37.48% | -35.02% | 27.05% |
COST Costco Wholesale Corporation | 7.73% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between TMHC and COST is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2013 | 0.27 |
The correlation between TMHC and COST shifts across timeframes, from 0.10 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
TMHC:
$6.61B
COST:
$410.85B
TMHC:
$6.81
COST:
$26.51
TMHC:
10.56
COST:
34.95
TMHC:
0.66
COST:
2.73
TMHC:
0.93
COST:
1.05
TMHC:
$7.61B
COST:
$293.59B
TMHC:
$1.71B
COST:
$11.12B
TMHC:
$1.00B
COST:
$12.48B
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Return for Risk
TMHC vs. COST — Risk / Return Rank
TMHC
COST
TMHC vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taylor Morrison Home Corporation (TMHC) 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.
| TMHC | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.98 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | -0.24 | +0.71 |
| Martin ratioReturn relative to average drawdown | 0.87 | -0.56 | +1.43 |
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Drawdowns
TMHC vs. COST - Drawdown Comparison
The maximum TMHC drawdown since its inception was -75.18%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for TMHC and COST.
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Drawdown Indicators
| TMHC | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.18% | -53.39% | -21.79% |
Max Drawdown (1Y)Largest decline over 1 year | -23.80% | -16.57% | -7.23% |
Max Drawdown (3Y)Largest decline over 3 years | -27.90% | -20.74% | -7.16% |
Max Drawdown (5Y)Largest decline over 5 years | -40.84% | -31.40% | -9.44% |
Max Drawdown (10Y)Largest decline over 10 years | -75.18% | -31.40% | -43.78% |
Current DrawdownCurrent decline from peak | -3.92% | -15.34% | +11.42% |
Average DrawdownAverage peak-to-trough decline | -20.17% | -13.36% | -6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.77% | 7.14% | +5.63% |
Volatility
TMHC vs. COST - Volatility Comparison
The current volatility for Taylor Morrison Home Corporation (TMHC) is 0.85%, while Costco Wholesale Corporation (COST) has a volatility of 6.82%. This indicates that TMHC experiences smaller price fluctuations and is considered to be less risky 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
| TMHC | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.85% | 6.82% | -5.97% |
Volatility (6M)Calculated over the trailing 6-month period | 28.94% | 14.82% | +14.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 19.61% | +18.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.60% | 22.86% | +14.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.63% | 21.99% | +22.64% |
Dividends
TMHC vs. COST - Dividend Comparison
TMHC has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.58% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
TMHC Taylor Morrison Home Corporation | 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
TMHC vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Taylor Morrison Home Corporation 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
TMHC vs. COST - Profitability Comparison
TMHC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Taylor Morrison Home Corporation reported a gross profit of 290.64M and revenue of 1.39B. Therefore, the gross margin over that period was 21.0%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
TMHC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Taylor Morrison Home Corporation reported an operating income of 141.79M and revenue of 1.39B, resulting in an operating margin of 10.2%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
TMHC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Taylor Morrison Home Corporation reported a net income of 100.43M and revenue of 1.39B, resulting in a net margin of 7.2%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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
TMHC and COST have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (6.82%) compared to TMHC (0.85%). In terms of maximum drawdown, TMHC dropped -75.18% vs COST's -53.39%.
TMHC currently has the higher Sharpe Ratio (0.29 vs -0.20), 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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