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

Correlation

The correlation between VSH and COST is 0.26, 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

VSH vs. COST - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-23.03%
12.78%
VSH
COST

Key characteristics

Sharpe Ratio

VSH:

-0.82

COST:

2.60

Sortino Ratio

VSH:

-1.08

COST:

3.20

Omega Ratio

VSH:

0.88

COST:

1.46

Calmar Ratio

VSH:

-0.43

COST:

4.72

Martin Ratio

VSH:

-1.60

COST:

12.17

Ulcer Index

VSH:

16.68%

COST:

3.98%

Daily Std Dev

VSH:

32.42%

COST:

18.66%

Max Drawdown

VSH:

-96.39%

COST:

-53.39%

Current Drawdown

VSH:

-56.62%

COST:

-4.08%

Fundamentals

Market Cap

VSH:

$2.38B

COST:

$435.99B

EPS

VSH:

$0.62

COST:

$16.98

PE Ratio

VSH:

28.24

COST:

57.84

PEG Ratio

VSH:

0.75

COST:

5.99

Total Revenue (TTM)

VSH:

$3.01B

COST:

$258.81B

Gross Profit (TTM)

VSH:

$684.82M

COST:

$32.80B

EBITDA (TTM)

VSH:

$340.00M

COST:

$12.25B

Returns By Period

In the year-to-date period, VSH achieves a -27.41% return, which is significantly lower than COST's 45.38% return. Over the past 10 years, VSH has underperformed COST with an annualized return of 3.68%, while COST has yielded a comparatively higher 23.42% annualized return.


VSH

YTD

-27.41%

1M

12.63%

6M

-23.33%

1Y

-26.71%

5Y*

-2.44%

10Y*

3.68%

COST

YTD

45.38%

1M

2.80%

6M

12.78%

1Y

47.55%

5Y*

28.68%

10Y*

23.42%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

VSH vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vishay Intertechnology, Inc. (VSH) 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 VSH, currently valued at -0.82, compared to the broader market-4.00-2.000.002.00-0.822.60
The chart of Sortino ratio for VSH, currently valued at -1.08, compared to the broader market-4.00-2.000.002.004.00-1.083.20
The chart of Omega ratio for VSH, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.46
The chart of Calmar ratio for VSH, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.434.72
The chart of Martin ratio for VSH, currently valued at -1.60, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.6012.17
VSH
COST

The current VSH Sharpe Ratio is -0.82, which is lower than the COST Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of VSH 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.82
2.60
VSH
COST

Dividends

VSH vs. COST - Dividend Comparison

VSH's dividend yield for the trailing twelve months is around 2.34%, more than COST's 2.04% yield.


TTM20232022202120202019201820172016201520142013
VSH
Vishay Intertechnology, Inc.
2.34%1.67%1.85%1.76%1.83%1.74%1.79%1.24%1.56%1.99%1.70%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

VSH vs. COST - Drawdown Comparison

The maximum VSH drawdown since its inception was -96.39%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for VSH and COST. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.62%
-4.08%
VSH
COST

Volatility

VSH vs. COST - Volatility Comparison

Vishay Intertechnology, Inc. (VSH) has a higher volatility of 13.16% compared to Costco Wholesale Corporation (COST) at 4.84%. This indicates that VSH'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%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
13.16%
4.84%
VSH
COST

Financials

VSH vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Vishay Intertechnology, Inc. 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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