PortfoliosLab logo
^GSPTSE vs. COST
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.7

Performance

^GSPTSE vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P TSX Composite Index (Canada) (^GSPTSE) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%NovemberDecember2025FebruaryMarchApril
495.46%
15,780.57%
^GSPTSE
COST

Key characteristics

Sharpe Ratio

^GSPTSE:

0.85

COST:

1.68

Sortino Ratio

^GSPTSE:

1.21

COST:

2.24

Omega Ratio

^GSPTSE:

1.17

COST:

1.30

Calmar Ratio

^GSPTSE:

0.96

COST:

2.14

Martin Ratio

^GSPTSE:

4.29

COST:

6.51

Ulcer Index

^GSPTSE:

2.87%

COST:

5.70%

Daily Std Dev

^GSPTSE:

14.57%

COST:

22.11%

Max Drawdown

^GSPTSE:

-49.99%

COST:

-53.39%

Current Drawdown

^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

YTD

0.00%

1M

-2.42%

6M

0.72%

1Y

13.05%

5Y*

11.45%

10Y*

4.91%

COST

YTD

6.58%

1M

4.86%

6M

9.45%

1Y

35.49%

5Y*

27.94%

10Y*

23.05%

*Annualized

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

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

^GSPTSE
The Risk-Adjusted Performance Rank of ^GSPTSE is 8888
Overall Rank
The Sharpe Ratio Rank of ^GSPTSE is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPTSE is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPTSE is 8585
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPTSE is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPTSE is 9494
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9191
Overall Rank
The Sharpe Ratio Rank of COST is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 8989
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8888
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9494
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^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.


The chart of Sharpe ratio for ^GSPTSE, currently valued at 0.79, compared to the broader market-0.500.000.501.001.50
^GSPTSE: 0.79
COST: 1.61
The chart of Sortino ratio for ^GSPTSE, currently valued at 1.21, compared to the broader market-1.000.001.002.00
^GSPTSE: 1.21
COST: 2.16
The chart of Omega ratio for ^GSPTSE, currently valued at 1.16, compared to the broader market0.901.001.101.201.30
^GSPTSE: 1.16
COST: 1.29
The chart of Calmar ratio for ^GSPTSE, currently valued at 0.96, compared to the broader market-0.500.000.501.00
^GSPTSE: 0.96
COST: 2.05
The chart of Martin ratio for ^GSPTSE, currently valued at 3.64, compared to the broader market-2.000.002.004.006.00
^GSPTSE: 3.64
COST: 6.19

The current ^GSPTSE Sharpe Ratio is 0.85, which is lower than the COST Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of ^GSPTSE 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.79
1.61
^GSPTSE
COST

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.54%
-9.41%
^GSPTSE
COST

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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.19%
10.36%
^GSPTSE
COST