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

Correlation

The correlation between XIACY and COST is 0.07, 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.


-0.50.00.51.00.1

Performance

XIACY vs. COST - Performance Comparison

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

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
38.84%
160.32%
XIACY
COST

Key characteristics

Sharpe Ratio

XIACY:

2.25

COST:

2.60

Sortino Ratio

XIACY:

2.98

COST:

3.20

Omega Ratio

XIACY:

1.36

COST:

1.46

Calmar Ratio

XIACY:

1.75

COST:

4.72

Martin Ratio

XIACY:

8.37

COST:

12.17

Ulcer Index

XIACY:

12.11%

COST:

3.98%

Daily Std Dev

XIACY:

45.08%

COST:

18.66%

Max Drawdown

XIACY:

-70.71%

COST:

-53.39%

Current Drawdown

XIACY:

-1.11%

COST:

-4.08%

Fundamentals

Market Cap

XIACY:

$97.89B

COST:

$435.99B

EPS

XIACY:

$0.55

COST:

$16.98

PE Ratio

XIACY:

35.27

COST:

57.84

PEG Ratio

XIACY:

1.06

COST:

5.99

Total Revenue (TTM)

XIACY:

$237.64B

COST:

$258.81B

Gross Profit (TTM)

XIACY:

$50.84B

COST:

$32.80B

EBITDA (TTM)

XIACY:

$17.11B

COST:

$12.25B

Returns By Period

In the year-to-date period, XIACY achieves a 103.69% return, which is significantly higher than COST's 45.38% return.


XIACY

YTD

103.69%

1M

13.58%

6M

76.79%

1Y

100.10%

5Y*

N/A

10Y*

N/A

COST

YTD

45.38%

1M

2.80%

6M

12.78%

1Y

47.55%

5Y*

28.68%

10Y*

23.42%

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Risk-Adjusted Performance

XIACY vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xiaomi Corporation (XIACY) 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 XIACY, currently valued at 2.25, compared to the broader market-4.00-2.000.002.002.252.60
The chart of Sortino ratio for XIACY, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.002.983.20
The chart of Omega ratio for XIACY, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.46
The chart of Calmar ratio for XIACY, currently valued at 1.75, compared to the broader market0.002.004.006.001.754.72
The chart of Martin ratio for XIACY, currently valued at 8.37, compared to the broader market-5.000.005.0010.0015.0020.0025.008.3712.17
XIACY
COST

The current XIACY Sharpe Ratio is 2.25, which is comparable to the COST Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of XIACY 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.25
2.60
XIACY
COST

Dividends

XIACY vs. COST - Dividend Comparison

XIACY has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 2.04%.


TTM20232022202120202019201820172016201520142013
XIACY
Xiaomi Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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

XIACY vs. COST - Drawdown Comparison

The maximum XIACY drawdown since its inception was -70.71%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for XIACY and COST. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.11%
-4.08%
XIACY
COST

Volatility

XIACY vs. COST - Volatility Comparison

Xiaomi Corporation (XIACY) has a higher volatility of 13.84% compared to Costco Wholesale Corporation (COST) at 4.84%. This indicates that XIACY'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.84%
4.84%
XIACY
COST

Financials

XIACY vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Xiaomi 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


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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