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

Correlation

The correlation between TOELY and COST is 0.12, 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.


-0.50.00.51.0
Correlation: 0.1

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.

1,800.00%2,000.00%2,200.00%2,400.00%2,600.00%2,800.00%3,000.00%3,200.00%December2025FebruaryMarchAprilMay
2,253.72%
2,919.82%
TOELY
COST

Key characteristics

Sharpe Ratio

TOELY:

-0.61

COST:

1.87

Sortino Ratio

TOELY:

-0.68

COST:

2.44

Omega Ratio

TOELY:

0.92

COST:

1.33

Calmar Ratio

TOELY:

-0.58

COST:

2.39

Martin Ratio

TOELY:

-1.05

COST:

7.06

Ulcer Index

TOELY:

30.18%

COST:

5.84%

Daily Std Dev

TOELY:

52.08%

COST:

22.10%

Max Drawdown

TOELY:

-57.97%

COST:

-53.39%

Current Drawdown

TOELY:

-44.22%

COST:

-5.63%

Fundamentals

Market Cap

TOELY:

$67.79B

COST:

$443.26B

EPS

TOELY:

$4.12

COST:

$17.11

PE Ratio

TOELY:

17.96

COST:

58.39

PEG Ratio

TOELY:

1.15

COST:

5.91

PS Ratio

TOELY:

0.03

COST:

1.67

PB Ratio

TOELY:

5.23

COST:

17.20

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 -1.05% return, which is significantly lower than COST's 11.03% return. Over the past 10 years, TOELY has outperformed COST with an annualized return of 27.61%, while COST has yielded a comparatively lower 23.64% annualized return.


TOELY

YTD

-1.05%

1M

23.15%

6M

0.32%

1Y

-36.49%

5Y*

18.74%

10Y*

27.61%

COST

YTD

11.03%

1M

10.88%

6M

14.81%

1Y

37.13%

5Y*

29.10%

10Y*

23.64%

*Annualized

Compare stocks, funds, or ETFs

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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 1919
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 2020
Omega Ratio Rank
The Calmar Ratio Rank of TOELY is 1515
Calmar Ratio Rank
The Martin Ratio Rank of TOELY is 2525
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9292
Overall Rank
The Sharpe Ratio Rank of COST is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 9090
Sortino Ratio Rank
The Omega Ratio Rank of COST is 9090
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9595
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9191
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 chart of Sharpe ratio for TOELY, currently valued at -0.61, compared to the broader market-2.00-1.000.001.002.003.00
TOELY: -0.61
COST: 1.87
The chart of Sortino ratio for TOELY, currently valued at -0.68, compared to the broader market-6.00-4.00-2.000.002.004.00
TOELY: -0.68
COST: 2.44
The chart of Omega ratio for TOELY, currently valued at 0.92, compared to the broader market0.501.001.502.00
TOELY: 0.92
COST: 1.33
The chart of Calmar ratio for TOELY, currently valued at -0.58, compared to the broader market0.001.002.003.004.005.00
TOELY: -0.58
COST: 2.39
The chart of Martin ratio for TOELY, currently valued at -1.05, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
TOELY: -1.05
COST: 7.06

The current TOELY Sharpe Ratio is -0.61, which is lower than the COST Sharpe Ratio of 1.87. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2025FebruaryMarchAprilMay
-0.61
1.87
TOELY
COST

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-44.22%
-5.63%
TOELY
COST

Volatility

TOELY vs. COST - Volatility Comparison

Tokyo Electron ADR (TOELY) has a higher volatility of 16.62% compared to Costco Wholesale Corporation (COST) at 10.18%. 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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
16.62%
10.18%
TOELY
COST

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

TOELY vs. COST - Valuation Comparison

The chart below illustrates the valuation comparison between Tokyo Electron ADR and Costco Wholesale Corporation over time, highlighting four key metrics: Price-to-Earnings (P/E) Ratio, Price/Earnings to Growth (PEG) Ratio, Price-to-Sales (P/S) Ratio, and Price-to-Book (P/B) Ratio.

TOELY - PE Ratio
20.040.060.080.0100.0
TOELY: 18.0
The chart displays the Price-to-Earnings (P/E) ratio for TOELY, comparing it with other companies in the Semiconductor Equipment & Materials industry. Currently, TOELY has a P/E ratio of 18.0. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.
COST - PE Ratio
20.040.060.080.0
COST: 58.4
The chart displays the Price-to-Earnings (P/E) ratio for COST, comparing it with other companies in the Discount Stores industry. Currently, COST has a P/E ratio of 58.4. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.
TOELY - PEG Ratio
1.02.03.04.05.0
TOELY: 1.1
The chart shows the Price/Earnings to Growth (PEG) ratio for TOELY compared to other companies in the Semiconductor Equipment & Materials industry. TOELY currently has a PEG ratio of 1.1. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.
COST - PEG Ratio
2.04.06.08.0
COST: 5.9
The chart shows the Price/Earnings to Growth (PEG) ratio for COST compared to other companies in the Discount Stores industry. COST currently has a PEG ratio of 5.9. This PEG ratio is higher than the industry average, which may suggest the stock is overvalued relative to its expected earnings growth.
TOELY - PS Ratio
2.04.06.08.010.0
TOELY: 0.0
This chart shows the Price-to-Sales (P/S) ratio for TOELY relative to other companies in the Semiconductor Equipment & Materials industry. Currently, TOELY has a P/S ratio of 0.0. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.
COST - PS Ratio
1.02.03.04.05.06.0
COST: 1.7
This chart shows the Price-to-Sales (P/S) ratio for COST relative to other companies in the Discount Stores industry. Currently, COST has a P/S ratio of 1.7. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.
TOELY - PB Ratio
2.04.06.08.010.0
TOELY: 5.2
The chart illustrates the Price-to-Book (P/B) ratio for TOELY in comparison with other companies in the Semiconductor Equipment & Materials industry. Currently, TOELY has a P/B value of 5.2. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.
COST - PB Ratio
2.04.06.08.010.0
COST: 17.2
The chart illustrates the Price-to-Book (P/B) ratio for COST in comparison with other companies in the Discount Stores industry. Currently, COST has a P/B value of 17.2. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

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