^GSPTSE vs. COST
Compare and contrast key facts about S&P TSX Composite Index (Canada) (^GSPTSE) and Costco Wholesale Corporation (COST).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^GSPTSE or COST.
Correlation
The correlation between ^GSPTSE and COST is 0.66, 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.
Performance
^GSPTSE vs. COST - Performance Comparison
Key characteristics
^GSPTSE:
0.85
COST:
1.68
^GSPTSE:
1.21
COST:
2.24
^GSPTSE:
1.17
COST:
1.30
^GSPTSE:
0.96
COST:
2.14
^GSPTSE:
4.29
COST:
6.51
^GSPTSE:
2.87%
COST:
5.70%
^GSPTSE:
14.57%
COST:
22.11%
^GSPTSE:
-49.99%
COST:
-53.39%
^GSPTSE:
-4.19%
COST:
-9.41%
Returns By Period
Over the past 10 years, ^GSPTSE has underperformed COST with an annualized return of 4.91%, while COST has yielded a comparatively higher 23.05% annualized return.
^GSPTSE
0.00%
-2.42%
0.72%
13.05%
11.45%
4.91%
COST
6.58%
4.86%
9.45%
35.49%
27.94%
23.05%
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
^GSPTSE vs. COST — Risk-Adjusted Performance Rank
^GSPTSE
COST
^GSPTSE vs. COST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P TSX Composite Index (Canada) (^GSPTSE) 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.
Drawdowns
^GSPTSE vs. COST - Drawdown Comparison
The maximum ^GSPTSE drawdown since its inception was -49.99%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for ^GSPTSE and COST. For additional features, visit the drawdowns tool.
Volatility
^GSPTSE vs. COST - Volatility Comparison
S&P TSX Composite Index (Canada) (^GSPTSE) has a higher volatility of 11.19% compared to Costco Wholesale Corporation (COST) at 10.36%. This indicates that ^GSPTSE'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.