PortfoliosLab logo
VMC vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VMC and COST is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

VMC vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vulcan Materials Company (VMC) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

5,000.00%10,000.00%15,000.00%NovemberDecember2025FebruaryMarchApril
2,454.89%
15,807.92%
VMC
COST

Key characteristics

Sharpe Ratio

VMC:

-0.15

COST:

1.63

Sortino Ratio

VMC:

-0.03

COST:

2.19

Omega Ratio

VMC:

1.00

COST:

1.30

Calmar Ratio

VMC:

-0.16

COST:

2.08

Martin Ratio

VMC:

-0.37

COST:

6.27

Ulcer Index

VMC:

10.74%

COST:

5.73%

Daily Std Dev

VMC:

26.42%

COST:

22.11%

Max Drawdown

VMC:

-76.02%

COST:

-53.39%

Current Drawdown

VMC:

-15.30%

COST:

-9.26%

Fundamentals

Market Cap

VMC:

$32.63B

COST:

$432.80B

EPS

VMC:

$6.91

COST:

$17.17

PE Ratio

VMC:

35.75

COST:

56.81

PEG Ratio

VMC:

2.13

COST:

5.81

PS Ratio

VMC:

4.40

COST:

1.64

PB Ratio

VMC:

4.06

COST:

16.93

Total Revenue (TTM)

VMC:

$5.87B

COST:

$264.09B

Gross Profit (TTM)

VMC:

$1.69B

COST:

$35.11B

EBITDA (TTM)

VMC:

$1.66B

COST:

$11.25B

Returns By Period

In the year-to-date period, VMC achieves a -3.75% return, which is significantly lower than COST's 6.76% return. Over the past 10 years, VMC has underperformed COST with an annualized return of 12.59%, while COST has yielded a comparatively higher 23.10% annualized return.


VMC

YTD

-3.75%

1M

4.21%

6M

-3.32%

1Y

-3.72%

5Y*

20.68%

10Y*

12.59%

COST

YTD

6.76%

1M

5.10%

6M

9.91%

1Y

35.89%

5Y*

27.96%

10Y*

23.10%

*Annualized

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

VMC vs. COST — Risk-Adjusted Performance Rank

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

VMC
The Risk-Adjusted Performance Rank of VMC is 4040
Overall Rank
The Sharpe Ratio Rank of VMC is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of VMC is 3636
Sortino Ratio Rank
The Omega Ratio Rank of VMC is 3636
Omega Ratio Rank
The Calmar Ratio Rank of VMC is 4141
Calmar Ratio Rank
The Martin Ratio Rank of VMC is 4444
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9090
Overall Rank
The Sharpe Ratio Rank of COST is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 8888
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8787
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9494
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9090
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.

VMC vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vulcan Materials Company (VMC) 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 VMC, currently valued at -0.15, compared to the broader market-2.00-1.000.001.002.003.00
VMC: -0.15
COST: 1.63
The chart of Sortino ratio for VMC, currently valued at -0.03, compared to the broader market-6.00-4.00-2.000.002.004.00
VMC: -0.03
COST: 2.19
The chart of Omega ratio for VMC, currently valued at 1.00, compared to the broader market0.501.001.502.00
VMC: 1.00
COST: 1.30
The chart of Calmar ratio for VMC, currently valued at -0.16, compared to the broader market0.001.002.003.004.005.00
VMC: -0.16
COST: 2.08
The chart of Martin ratio for VMC, currently valued at -0.37, compared to the broader market-5.000.005.0010.0015.0020.00
VMC: -0.37
COST: 6.27

The current VMC Sharpe Ratio is -0.15, which is lower than the COST Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of VMC 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.15
1.63
VMC
COST

Dividends

VMC vs. COST - Dividend Comparison

VMC's dividend yield for the trailing twelve months is around 0.76%, more than COST's 0.36% yield.


TTM20242023202220212020201920182017201620152014
VMC
Vulcan Materials Company
0.76%0.72%0.76%0.91%1.68%0.92%0.86%1.13%0.78%0.64%0.42%0.33%
COST
Costco Wholesale Corporation
0.36%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

VMC vs. COST - Drawdown Comparison

The maximum VMC drawdown since its inception was -76.02%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for VMC and COST. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.30%
-9.26%
VMC
COST

Volatility

VMC vs. COST - Volatility Comparison

The current volatility for Vulcan Materials Company (VMC) is 9.68%, while Costco Wholesale Corporation (COST) has a volatility of 10.35%. This indicates that VMC experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.68%
10.35%
VMC
COST

Financials

VMC vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Vulcan Materials Company 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