VLN vs. COST
VLN (Valens Semiconductor Ltd.) and COST (Costco Wholesale Corporation) are both stocks. VLN operates in Semiconductors (Technology), while COST operates in Discount Stores (Consumer Defensive). Over the past 3 years, VLN returned -4.99%/yr vs 22.32%/yr for COST. At a 0.08 correlation, their price movements are largely independent.
Performance
VLN vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, VLN achieves a 52.82% return, which is significantly higher than COST's 10.09% return.
VLN
- 1D
- 9.60%
- 1M
- -38.53%
- YTD
- 52.82%
- 6M
- 53.90%
- 1Y
- -14.90%
- 3Y*
- -4.99%
- 5Y*
- —
- 10Y*
- —
COST
- 1D
- -0.62%
- 1M
- -1.01%
- YTD
- 10.09%
- 6M
- 9.39%
- 1Y
- -3.36%
- 3Y*
- 22.32%
- 5Y*
- 20.36%
- 10Y*
- 21.80%
VLN vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VLN Valens Semiconductor Ltd. | 52.82% | -45.38% | 6.12% | -54.38% | -30.26% | 7.24% |
COST Costco Wholesale Corporation | 10.09% | -5.39% | 39.62% | 49.00% | -19.05% | 26.54% |
Correlation
The correlation between VLN 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 | 0.04 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021 | 0.08 |
The correlation between VLN and COST shifts across timeframes, from -0.12 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.
Fundamentals
VLN:
-$0.31
COST:
$26.51
VLN:
3.16
COST:
1.08
VLN:
$70.66M
COST:
$293.59B
VLN:
$43.99M
COST:
$11.12B
VLN:
-$30.36M
COST:
$12.48B
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Return for Risk
VLN vs. COST — Risk / Return Rank
VLN
COST
VLN vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Valens Semiconductor Ltd. (VLN) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VLN | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.99 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | -0.23 | 0.00 |
| Martin ratioReturn relative to average drawdown | -0.36 | -0.51 | +0.15 |
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Drawdowns
VLN vs. COST - Drawdown Comparison
The maximum VLN drawdown since its inception was -90.13%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for VLN and COST.
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Drawdown Indicators
| VLN | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.13% | -53.39% | -36.74% |
Max Drawdown (1Y)Largest decline over 1 year | -64.42% | -14.42% | -50.00% |
Max Drawdown (3Y)Largest decline over 3 years | -67.92% | -20.74% | -47.18% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.40% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.40% | — |
Current DrawdownCurrent decline from peak | -80.71% | -13.49% | -67.22% |
Average DrawdownAverage peak-to-trough decline | -71.21% | -13.36% | -57.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.92% | 6.64% | +35.28% |
Volatility
VLN vs. COST - Volatility Comparison
Valens Semiconductor Ltd. (VLN) has a higher volatility of 48.96% compared to Costco Wholesale Corporation (COST) at 6.13%. This indicates that VLN'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
| VLN | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 48.96% | 6.13% | +42.83% |
Volatility (6M)Calculated over the trailing 6-month period | 92.32% | 14.53% | +77.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 109.60% | 18.88% | +90.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.97% | 22.76% | +56.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.97% | 21.98% | +56.99% |
Dividends
VLN vs. COST - Dividend Comparison
VLN has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.57% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
VLN Valens Semiconductor Ltd. | 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
VLN vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Valens Semiconductor Ltd. 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
VLN vs. COST - Profitability Comparison
VLN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Valens Semiconductor Ltd. reported a gross profit of 10.49M and revenue of 16.86M. Therefore, the gross margin over that period was 62.2%.
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%.
VLN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Valens Semiconductor Ltd. reported an operating income of -9.22M and revenue of 16.86M, resulting in an operating margin of -54.7%.
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%.
VLN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Valens Semiconductor Ltd. reported a net income of -8.29M and revenue of 16.86M, resulting in a net margin of -49.2%.
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
VLN 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.
VLN has higher volatility (48.96%) compared to COST (6.13%). In terms of maximum drawdown, VLN dropped -90.13% vs COST's -53.39%.
VLN currently has the higher Sharpe Ratio (-0.14 vs -0.18), 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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