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

Correlation

The correlation between TOELY and COST is 0.13, 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.


Performance

TOELY vs. COST - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

TOELY:

-0.62

COST:

1.27

Sortino Ratio

TOELY:

-0.74

COST:

1.83

Omega Ratio

TOELY:

0.91

COST:

1.25

Calmar Ratio

TOELY:

-0.61

COST:

1.68

Martin Ratio

TOELY:

-1.07

COST:

4.85

Ulcer Index

TOELY:

31.11%

COST:

5.99%

Daily Std Dev

TOELY:

52.15%

COST:

21.96%

Max Drawdown

TOELY:

-57.97%

COST:

-53.39%

Current Drawdown

TOELY:

-40.93%

COST:

-5.33%

Fundamentals

Market Cap

TOELY:

$73.76B

COST:

$454.91B

EPS

TOELY:

$4.07

COST:

$17.12

PE Ratio

TOELY:

19.51

COST:

59.89

PEG Ratio

TOELY:

2.36

COST:

5.49

PS Ratio

TOELY:

0.03

COST:

1.72

PB Ratio

TOELY:

5.69

COST:

17.99

Total Revenue (TTM)

TOELY:

$555.07B

COST:

$264.09B

Gross Profit (TTM)

TOELY:

$264.02B

COST:

$35.11B

EBITDA (TTM)

TOELY:

$178.94B

COST:

$11.25B

Returns By Period

In the year-to-date period, TOELY achieves a 4.80% return, which is significantly lower than COST's 11.38% return. Over the past 10 years, TOELY has outperformed COST with an annualized return of 26.99%, while COST has yielded a comparatively lower 23.78% annualized return.


TOELY

YTD

4.80%

1M

14.35%

6M

11.27%

1Y

-31.92%

3Y*

1.88%

5Y*

19.86%

10Y*

26.99%

COST

YTD

11.38%

1M

4.11%

6M

6.79%

1Y

27.63%

3Y*

35.21%

5Y*

29.60%

10Y*

23.78%

*Annualized

Compare stocks, funds, or ETFs

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


Tokyo Electron ADR

Costco Wholesale Corporation

Risk-Adjusted Performance

TOELY vs. COST — Risk-Adjusted Performance Rank

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

TOELY
The Risk-Adjusted Performance Rank of TOELY is 1818
Overall Rank
The Sharpe Ratio Rank of TOELY is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of TOELY is 1818
Sortino Ratio Rank
The Omega Ratio Rank of TOELY is 1919
Omega Ratio Rank
The Calmar Ratio Rank of TOELY is 1313
Calmar Ratio Rank
The Martin Ratio Rank of TOELY is 2424
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 8686
Overall Rank
The Sharpe Ratio Rank of COST is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 8383
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8383
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9191
Calmar Ratio Rank
The Martin Ratio Rank of COST is 8686
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.

TOELY vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tokyo Electron ADR (TOELY) 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 TOELY Sharpe Ratio is -0.62, which is lower than the COST Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of TOELY 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.


Loading data...

Dividends

TOELY vs. COST - Dividend Comparison

TOELY has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.47%.


TTM20242023202220212020201920182017201620152014
TOELY
Tokyo Electron ADR
0.00%0.00%1.72%4.12%1.98%2.67%3.69%8.98%3.74%3.42%3.85%1.86%
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

TOELY vs. COST - Drawdown Comparison

The maximum TOELY drawdown since its inception was -57.97%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for TOELY and COST. For additional features, visit the drawdowns tool.


Loading data...

Volatility

TOELY vs. COST - Volatility Comparison

Tokyo Electron ADR (TOELY) has a higher volatility of 9.56% compared to Costco Wholesale Corporation (COST) at 4.03%. This indicates that TOELY'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.


Loading data...

Financials

TOELY vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Tokyo Electron ADR 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


0.00200.00B400.00B600.00B800.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
555.07B
63.72B
(TOELY) Total Revenue
(COST) Total Revenue
Values in USD except per share items