WBA vs. COST

Last updated Jun 13, 2026

WBA (Walgreens Boots Alliance, Inc.) and COST (Costco Wholesale Corporation) are both stocks. WBA operates in Pharmaceutical Retailers (Healthcare), while COST operates in Discount Stores (Consumer Defensive). At a 0.33 correlation, their price movements are largely independent.

Performance

WBA vs. COST - Performance Comparison

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

Returns By Period

WBA

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COST

• 1D: 0.68%
• 1M: -6.35%
• YTD: 14.24%
• 6M: 11.38%
• 1Y: -0.24%
• 3Y*: 25.12%
• 5Y*: 22.12%
• 10Y*: 22.27%

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

WBA vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WBA Walgreens Boots Alliance, Inc.	0.00%	28.40%	-61.34%	-25.09%	-25.06%	35.78%	-29.38%	-10.99%	-3.65%	-10.51%
COST Costco Wholesale Corporation	14.24%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%

Correlation

The correlation between WBA and COST is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (10Y) Calculated over the trailing 10-year period	0.27
Correlation (All Time) Calculated using the full available price history since Sep 22, 1993	0.33

Over the past year, the correlation between WBA and COST has dropped to 0.07 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Fundamentals

Total Revenue (TTM) WBA : $154.58B COST : $293.59B
Gross Profit (TTM) WBA : $26.47B COST : $11.12B
EBITDA (TTM) WBA : -$2.92B COST : $12.48B

Return for Risk

WBA vs. COST — Risk / Return Rank

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

WBA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

COST

COST Risk / Return Rank: 37
COST Sharpe Ratio Rank: 40
COST Sortino Ratio Rank: 32
COST Omega Ratio Rank: 32
COST Calmar Ratio Rank: 40
COST Martin Ratio Rank: 39

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.

WBA vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Walgreens Boots Alliance, Inc. (WBA) 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.

	WBA	COST	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.08	—
Sortino ratio: Return per unit of downside risk	—	0.02	—
Omega ratio: Gain probability vs. loss probability	—	1.00	—
Calmar ratio: Return relative to maximum drawdown	—	-0.10	—
Martin ratio: Return relative to average drawdown	—	-0.22	—

Drawdowns

Drawdown Indicators

	WBA	COST	Difference
Max Drawdown Largest peak-to-trough decline	—	-53.39%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-15.14%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.74%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.40%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.40%	—
Current Drawdown Current decline from peak	—	-10.23%	—
Average Drawdown Average peak-to-trough decline	—	-13.36%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.67%	—

Volatility

Volatility by Period

	WBA	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.44%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.53%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	18.80%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.72%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	21.95%	—

Dividends

WBA vs. COST - Dividend Comparison

WBA has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.55%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
WBA Walgreens Boots Alliance, Inc.	0.00%	0.00%	10.72%	7.35%	5.13%	3.62%	4.64%	3.04%	2.46%	2.13%	1.78%	1.64%

Financials

Frequently Asked Questions

Can I hold both WBA and COST in my portfolio?

WBA and COST have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.