^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 0.29, 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.
Performance
^GSPTSE vs. COST - Performance Comparison
Key characteristics
^GSPTSE:
2.07
COST:
2.13
^GSPTSE:
2.81
COST:
2.74
^GSPTSE:
1.37
COST:
1.38
^GSPTSE:
3.16
COST:
3.96
^GSPTSE:
12.23
COST:
9.25
^GSPTSE:
1.75%
COST:
4.39%
^GSPTSE:
10.37%
COST:
19.07%
^GSPTSE:
-49.99%
COST:
-53.39%
^GSPTSE:
-1.07%
COST:
-1.49%
Returns By Period
In the year-to-date period, ^GSPTSE achieves a 3.26% return, which is significantly lower than COST's 6.94% return. Over the past 10 years, ^GSPTSE has underperformed COST with an annualized return of 5.41%, while COST has yielded a comparatively higher 22.97% annualized return.
^GSPTSE
3.26%
1.83%
14.87%
21.10%
7.88%
5.41%
COST
6.94%
6.91%
19.35%
38.72%
28.58%
22.97%
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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
The current volatility for S&P TSX Composite Index (Canada) (^GSPTSE) is 3.30%, while Costco Wholesale Corporation (COST) has a volatility of 4.59%. This indicates that ^GSPTSE experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.