TOELY vs. COST
TOELY (Tokyo Electron ADR) and COST (Costco Wholesale Corporation) are both stocks. TOELY operates in Semiconductor Equipment & Materials (Technology), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, TOELY returned 32.31%/yr vs 22.34%/yr for COST. At a 0.23 correlation, their price movements are largely independent.
Performance
TOELY vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, TOELY achieves a 68.32% return, which is significantly higher than COST's 11.85% return. Over the past 10 years, TOELY has outperformed COST with an annualized return of 32.31%, while COST has yielded a comparatively lower 22.34% annualized return.
TOELY
- 1D
- 8.63%
- 1M
- 19.72%
- YTD
- 68.32%
- 6M
- 76.02%
- 1Y
- 136.41%
- 3Y*
- 40.77%
- 5Y*
- 20.65%
- 10Y*
- 32.31%
COST
- 1D
- 0.79%
- 1M
- -5.03%
- YTD
- 11.85%
- 6M
- 4.58%
- 1Y
- -8.37%
- 3Y*
- 25.00%
- 5Y*
- 21.24%
- 10Y*
- 22.34%
TOELY vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TOELY Tokyo Electron ADR | 68.32% | 49.57% | -14.19% | 82.22% | -49.18% | 53.76% | 71.31% | 94.00% | -38.01% | 94.67% |
COST Costco Wholesale Corporation | 11.85% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between TOELY and COST is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2009 | 0.23 |
The correlation between TOELY and COST shifts across timeframes, from -0.12 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
TOELY:
$632.07
COST:
$26.51
TOELY:
0.30
COST:
36.29
TOELY:
0.02
COST:
2.84
TOELY:
0.07
COST:
1.09
TOELY:
$2.47T
COST:
$293.59B
TOELY:
$1.12T
COST:
$11.12B
TOELY:
$753.39B
COST:
$12.48B
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Return for Risk
TOELY vs. COST — Risk / Return Rank
TOELY
COST
TOELY vs. COST - Risk-Adjusted Trends 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.
| TOELY | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.12 | ||
| Sortino ratioReturn per unit of downside risk | +3.43 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.94 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 4.53 | -0.44 | +4.97 |
| Martin ratioReturn relative to average drawdown | 11.34 | -0.88 | +12.21 |
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
| TOELY | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | -0.44 | +3.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.94 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 1.02 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.59 | -0.39 |
Drawdowns
TOELY vs. COST - Drawdown Comparison
The maximum TOELY drawdown since its inception was -92.92%, 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.
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Drawdown Indicators
| TOELY | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.92% | -53.39% | -39.53% |
Max Drawdown (1Y)Largest decline over 1 year | -30.30% | -18.95% | -11.35% |
Max Drawdown (3Y)Largest decline over 3 years | -53.52% | -20.74% | -32.78% |
Max Drawdown (5Y)Largest decline over 5 years | -59.40% | -31.40% | -28.00% |
Max Drawdown (10Y)Largest decline over 10 years | -59.40% | -31.40% | -28.00% |
Current DrawdownCurrent decline from peak | 0.00% | -12.11% | +12.11% |
Average DrawdownAverage peak-to-trough decline | -49.68% | -13.36% | -36.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.08% | 9.86% | +2.22% |
Volatility
TOELY vs. COST - Volatility Comparison
Tokyo Electron ADR (TOELY) has a higher volatility of 14.60% compared to Costco Wholesale Corporation (COST) at 8.05%. 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.
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Volatility by Period
| TOELY | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.60% | 8.05% | +6.55% |
Volatility (6M)Calculated over the trailing 6-month period | 36.96% | 14.83% | +22.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.31% | 19.12% | +32.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.35% | 22.73% | +21.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.32% | 21.95% | +17.37% |
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 0.56%.
| 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% |
TOELY Tokyo Electron ADR | 0.00% | 1.02% | 1.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.11% | 2.27% | 0.00% |
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.
Total Revenue: Total amount of money received from sales and other business activities
TOELY vs. COST - Profitability Comparison
TOELY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a gross profit of 339.31B and revenue of 724.89B. Therefore, the gross margin over that period was 46.8%.
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%.
TOELY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported an operating income of 209.42B and revenue of 724.89B, resulting in an operating margin of 28.9%.
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%.
TOELY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a net income of 218.23B and revenue of 724.89B, resulting in a net margin of 30.1%.
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
TOELY and COST have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TOELY has higher volatility (14.60%) compared to COST (8.05%). In terms of maximum drawdown, TOELY dropped -92.92% vs COST's -53.39%.
TOELY currently has the higher Sharpe Ratio (2.68 vs -0.44), 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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