UNFI vs. COST

Last updated Jun 4, 2026

UNFI (United Natural Foods, Inc.) and COST (Costco Wholesale Corporation) are both stocks. Both are in the Consumer Defensive sector — UNFI in Food Distribution, COST in Discount Stores. Over the past 10 years, UNFI returned 3.04%/yr vs 22.34%/yr for COST. At a 0.24 correlation, their price movements are largely independent.

Performance

UNFI vs. COST - Performance Comparison

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

Returns By Period

In the year-to-date period, UNFI achieves a 54.68% return, which is significantly higher than COST's 11.85% return. Over the past 10 years, UNFI has underperformed COST with an annualized return of 3.04%, while COST has yielded a comparatively higher 22.34% annualized return.

UNFI

• 1D: -0.44%
• 1M: 3.54%
• YTD: 54.68%
• 6M: 56.30%
• 1Y: 80.83%
• 3Y*: 23.81%
• 5Y*: 5.79%
• 10Y*: 3.04%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

UNFI vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UNFI United Natural Foods, Inc.	54.68%	23.29%	68.27%	-58.07%	-21.13%	207.33%	82.31%	-17.28%	-78.51%	3.25%
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 UNFI and COST is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.17
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 Nov 4, 1996	0.24

The correlation between UNFI and COST shifts across timeframes, from 0.13 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS UNFI : -$1.27 COST : $26.51
PS Ratio UNFI : 0.10 COST : 1.09
Total Revenue (TTM) UNFI : $31.54B COST : $293.59B
Gross Profit (TTM) UNFI : $4.21B COST : $11.12B
EBITDA (TTM) UNFI : $264.00M COST : $12.48B

Return for Risk

UNFI vs. COST — Risk / Return Rank

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

UNFI

UNFI Risk / Return Rank: 81
UNFI Sharpe Ratio Rank: 84
UNFI Sortino Ratio Rank: 81
UNFI Omega Ratio Rank: 79
UNFI Calmar Ratio Rank: 82
UNFI Martin Ratio Rank: 80

COST

COST Risk / Return Rank: 22
COST Sharpe Ratio Rank: 21
COST Sortino Ratio Rank: 19
COST Omega Ratio Rank: 20
COST Calmar Ratio Rank: 26
COST Martin Ratio Rank: 23

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UNFI vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United Natural Foods, Inc. (UNFI) 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.

	UNFI	COST	Difference
Sharpe ratio Return per unit of total volatility	1.69	-0.44	+2.13
Sortino ratio Return per unit of downside risk	2.40	-0.50	+2.89
Omega ratio Gain probability vs. loss probability	1.30	0.94	+0.36
Calmar ratio Return relative to maximum drawdown	3.01	-0.44	+3.45
Martin ratio Return relative to average drawdown	6.78	-0.88	+7.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UNFI vs. COST - Sharpe Ratio Comparison

The current UNFI Sharpe Ratio is 1.69, which is higher than the COST Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of UNFI and COST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	UNFI	COST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	-0.44	+2.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.11	0.94	-0.83
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.05	1.02	-0.97
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.59	-0.44

Drawdowns

UNFI vs. COST - Drawdown Comparison

The maximum UNFI drawdown since its inception was -93.50%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for UNFI and COST.

Drawdown Indicators

	UNFI	COST	Difference
Max Drawdown Largest peak-to-trough decline	-93.50%	-53.39%	-40.11%
Max Drawdown (1Y) Largest decline over 1 year	-27.00%	-18.95%	-8.05%
Max Drawdown (3Y) Largest decline over 3 years	-68.01%	-20.74%	-47.27%
Max Drawdown (5Y) Largest decline over 5 years	-84.14%	-31.40%	-52.74%
Max Drawdown (10Y) Largest decline over 10 years	-89.66%	-31.40%	-58.26%
Current Drawdown Current decline from peak	-37.65%	-12.11%	-25.54%
Average Drawdown Average peak-to-trough decline	-37.31%	-13.36%	-23.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.47%	9.86%	+2.61%

Volatility

UNFI vs. COST - Volatility Comparison

United Natural Foods, Inc. (UNFI) has a higher volatility of 9.06% compared to Costco Wholesale Corporation (COST) at 8.05%. This indicates that UNFI'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.

Volatility by Period

	UNFI	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.06%	8.05%	+1.01%
Volatility (6M) Calculated over the trailing 6-month period	29.06%	14.83%	+14.23%
Volatility (1Y) Calculated over the trailing 1-year period	48.91%	19.12%	+29.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.24%	22.73%	+30.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.61%	21.95%	+39.66%

Dividends

UNFI vs. COST - Dividend Comparison

UNFI 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%
UNFI United Natural Foods, Inc.	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

UNFI vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between United Natural Foods, Inc. and Costco Wholesale Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

UNFI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, United Natural Foods, Inc. reported a gross profit of 1.05B and revenue of 7.95B. Therefore, the gross margin over that period was 13.2%.

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%.

UNFI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, United Natural Foods, Inc. reported an operating income of 57.00M and revenue of 7.95B, resulting in an operating margin of 0.7%.

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%.

UNFI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, United Natural Foods, Inc. reported a net income of 20.00M and revenue of 7.95B, resulting in a net margin of 0.3%.

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

Can I hold both UNFI and COST in my portfolio?

UNFI and COST have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UNFI or COST?

UNFI has higher volatility (9.06%) compared to COST (8.05%). In terms of maximum drawdown, UNFI dropped -93.50% vs COST's -53.39%.

Which has better risk-adjusted returns?

UNFI currently has the higher Sharpe Ratio (1.69 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.