^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:
1.91
COST:
2.60
^GSPTSE:
2.60
COST:
3.20
^GSPTSE:
1.35
COST:
1.46
^GSPTSE:
2.85
COST:
4.72
^GSPTSE:
12.69
COST:
12.17
^GSPTSE:
1.53%
COST:
3.98%
^GSPTSE:
10.19%
COST:
18.66%
^GSPTSE:
-49.99%
COST:
-53.39%
^GSPTSE:
-4.25%
COST:
-4.08%
Returns By Period
In the year-to-date period, ^GSPTSE achieves a 17.37% return, which is significantly lower than COST's 45.38% return. Over the past 10 years, ^GSPTSE has underperformed COST with an annualized return of 5.39%, while COST has yielded a comparatively higher 23.42% annualized return.
^GSPTSE
17.37%
-1.75%
14.12%
18.46%
7.55%
5.39%
COST
45.38%
2.80%
12.78%
47.55%
28.68%
23.42%
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Risk-Adjusted Performance
^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 4.08% compared to Costco Wholesale Corporation (COST) at 3.85%. 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.