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WINA vs. COST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WINA vs. COST - Performance Comparison

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

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Returns By Period

In the year-to-date period, WINA achieves a -2.30% return, which is significantly lower than COST's 10.63% return. Over the past 10 years, WINA has underperformed COST with an annualized return of 16.97%, while COST has yielded a comparatively higher 21.90% annualized return.


WINA

1D
-1.67%
1M
7.89%
YTD
-2.30%
6M
-3.01%
1Y
-8.43%
3Y*
8.23%
5Y*
18.24%
10Y*
16.97%

COST

1D
-0.01%
1M
-7.48%
YTD
10.63%
6M
12.24%
1Y
-2.41%
3Y*
23.60%
5Y*
20.70%
10Y*
21.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WINA vs. COST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WINA
Winmark Corporation
-2.30%6.43%-3.26%82.56%-2.78%38.67%-5.88%25.38%23.36%2.93%
COST
Costco Wholesale Corporation
10.63%-5.39%39.62%49.00%-19.05%51.82%32.67%45.70%10.60%22.37%

Correlation

The correlation between WINA and COST is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Sep 22, 1993

0.12

The correlation between WINA and COST shifts across timeframes, from 0.12 (all time) to 0.23 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

WINA:

$11.09

COST:

$26.51

PE Ratio

WINA:

35.51

COST:

35.89

PEG Ratio

WINA:

18.26

COST:

2.81

PS Ratio

WINA:

17.11

COST:

1.08

Total Revenue (TTM)

WINA:

$84.99M

COST:

$293.59B

Gross Profit (TTM)

WINA:

$82.15M

COST:

$11.12B

EBITDA (TTM)

WINA:

$55.02M

COST:

$12.48B

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Return for Risk

WINA vs. COST — Risk / Return Rank

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

WINA
WINA Risk / Return Rank: 3232
Overall Rank
WINA Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
WINA Sortino Ratio Rank: 3030
Sortino Ratio Rank
WINA Omega Ratio Rank: 3030
Omega Ratio Rank
WINA Calmar Ratio Rank: 3333
Calmar Ratio Rank
WINA Martin Ratio Rank: 3232
Martin Ratio Rank

COST
COST Risk / Return Rank: 3434
Overall Rank
COST Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
COST Sortino Ratio Rank: 3030
Sortino Ratio Rank
COST Omega Ratio Rank: 3131
Omega Ratio Rank
COST Calmar Ratio Rank: 3737
Calmar Ratio Rank
COST Martin Ratio Rank: 3636
Martin Ratio Rank
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.

WINA vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Winmark Corporation (WINA) 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.


WINACOSTDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

0.99

0.99

0.00

Calmar ratioReturn relative to maximum drawdown

-0.28

-0.16

-0.12

Martin ratioReturn relative to average drawdown

-0.54

-0.35

-0.19

WINA vs. COST - Sharpe Ratio Comparison

The current WINA Sharpe Ratio is -0.23, which is lower than the COST Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of WINA and COST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WINA vs. COST - Drawdown Comparison

The maximum WINA drawdown since its inception was -85.47%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for WINA and COST.


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Drawdown Indicators


WINACOSTDifference

Max Drawdown

Largest peak-to-trough decline

-85.47%

-53.39%

-32.08%

Max Drawdown (1Y)

Largest decline over 1 year

-30.10%

-15.14%

-14.96%

Max Drawdown (3Y)

Largest decline over 3 years

-30.10%

-20.74%

-9.36%

Max Drawdown (5Y)

Largest decline over 5 years

-30.29%

-31.40%

+1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-45.45%

-31.40%

-14.05%

Current Drawdown

Current decline from peak

-21.63%

-13.06%

-8.57%

Average Drawdown

Average peak-to-trough decline

-24.68%

-13.36%

-11.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.38%

6.86%

+9.52%

Volatility

WINA vs. COST - Volatility Comparison

Winmark Corporation (WINA) has a higher volatility of 8.15% compared to Costco Wholesale Corporation (COST) at 6.51%. This indicates that WINA'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


WINACOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

6.51%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

27.40%

14.49%

+12.91%

Volatility (1Y)

Calculated over the trailing 1-year period

37.63%

18.95%

+18.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.55%

22.73%

+8.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.99%

21.98%

+8.01%

Dividends

WINA vs. COST - Dividend Comparison

WINA's dividend yield for the trailing twelve months is around 3.53%, more than COST's 0.56% yield.


PositionTTM20252024202320222021202020192018201720162015
COST
Costco Wholesale Corporation
0.56%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%
WINA
Winmark Corporation
3.53%3.40%2.80%2.99%2.35%3.67%0.43%0.45%0.35%0.33%0.29%0.29%

Financials

WINA vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Winmark Corporation 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


0.0020.00B40.00B60.00B80.00B20222023202420252026
20.85M
70.53B
(WINA) Total Revenue
(COST) Total Revenue
Values in USD except per share items

WINA vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between Winmark Corporation and Costco Wholesale Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
97.0%
-25.1%
Portfolio components
WINA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Winmark Corporation reported a gross profit of 20.23M and revenue of 20.85M. Therefore, the gross margin over that period was 97.0%.

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%.

WINA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Winmark Corporation reported an operating income of 12.36M and revenue of 20.85M, resulting in an operating margin of 59.3%.

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%.

WINA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Winmark Corporation reported a net income of 9.25M and revenue of 20.85M, resulting in a net margin of 44.4%.

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


WINA 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.

WINA has higher volatility (8.15%) compared to COST (6.51%). In terms of maximum drawdown, WINA dropped -85.47% vs COST's -53.39%.

COST currently has the higher Sharpe Ratio (-0.13 vs -0.23), 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.

Portfolio Optimizer

Find the right allocation for WINA and COST

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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