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

Correlation

The correlation between USFD and COST is 0.32, 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.


-0.50.00.51.00.3

Performance

USFD vs. COST - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
25.95%
11.01%
USFD
COST

Key characteristics

Sharpe Ratio

USFD:

2.25

COST:

2.38

Sortino Ratio

USFD:

2.84

COST:

2.96

Omega Ratio

USFD:

1.41

COST:

1.42

Calmar Ratio

USFD:

5.32

COST:

4.37

Martin Ratio

USFD:

14.87

COST:

11.30

Ulcer Index

USFD:

3.47%

COST:

3.98%

Daily Std Dev

USFD:

22.97%

COST:

18.85%

Max Drawdown

USFD:

-77.30%

COST:

-53.39%

Current Drawdown

USFD:

-7.76%

COST:

-4.01%

Fundamentals

Market Cap

USFD:

$15.92B

COST:

$435.99B

EPS

USFD:

$2.33

COST:

$16.98

PE Ratio

USFD:

29.33

COST:

57.84

PEG Ratio

USFD:

0.24

COST:

5.99

Total Revenue (TTM)

USFD:

$37.32B

COST:

$258.81B

Gross Profit (TTM)

USFD:

$6.46B

COST:

$32.80B

EBITDA (TTM)

USFD:

$1.53B

COST:

$12.25B

Returns By Period

The year-to-date returns for both stocks are quite close, with USFD having a 46.93% return and COST slightly lower at 45.49%.


USFD

YTD

46.93%

1M

2.07%

6M

25.56%

1Y

49.76%

5Y*

10.18%

10Y*

N/A

COST

YTD

45.49%

1M

2.65%

6M

11.01%

1Y

48.60%

5Y*

28.73%

10Y*

23.51%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

USFD vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for US Foods Holding Corp. (USFD) 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.


Sharpe ratio
The chart of Sharpe ratio for USFD, currently valued at 2.17, compared to the broader market-4.00-2.000.002.002.172.38
The chart of Sortino ratio for USFD, currently valued at 2.76, compared to the broader market-4.00-2.000.002.004.002.762.96
The chart of Omega ratio for USFD, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.42
The chart of Calmar ratio for USFD, currently valued at 5.13, compared to the broader market0.002.004.006.005.134.37
The chart of Martin ratio for USFD, currently valued at 14.19, compared to the broader market0.0010.0020.0014.1911.30
USFD
COST

The current USFD Sharpe Ratio is 2.25, which is comparable to the COST Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of USFD 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.17
2.38
USFD
COST

Dividends

USFD vs. COST - Dividend Comparison

USFD has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 2.04%.


TTM20232022202120202019201820172016201520142013
USFD
US Foods Holding Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
2.04%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

USFD vs. COST - Drawdown Comparison

The maximum USFD drawdown since its inception was -77.30%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for USFD and COST. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.76%
-4.01%
USFD
COST

Volatility

USFD vs. COST - Volatility Comparison

US Foods Holding Corp. (USFD) has a higher volatility of 6.35% compared to Costco Wholesale Corporation (COST) at 4.85%. This indicates that USFD'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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.35%
4.85%
USFD
COST

Financials

USFD vs. COST - Financials Comparison

This section allows you to compare key financial metrics between US Foods Holding Corp. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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