Correlation
The correlation between ^GSPTXDV 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.
^GSPTXDV vs. COST
Compare and contrast key facts about S&P/TSX Dividend Aristocrats (^GSPTXDV) and Costco Wholesale Corporation (COST).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^GSPTXDV or COST.
Performance
^GSPTXDV vs. COST - Performance Comparison
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Key characteristics
^GSPTXDV:
1.69
COST:
1.29
^GSPTXDV:
2.23
COST:
1.81
^GSPTXDV:
1.32
COST:
1.24
^GSPTXDV:
1.41
COST:
1.65
^GSPTXDV:
4.53
COST:
4.74
^GSPTXDV:
3.98%
COST:
6.04%
^GSPTXDV:
10.85%
COST:
22.13%
^GSPTXDV:
-46.09%
COST:
-53.39%
^GSPTXDV:
-1.41%
COST:
-3.28%
Returns By Period
In the year-to-date period, ^GSPTXDV achieves a 3.25% return, which is significantly lower than COST's 13.80% return. Over the past 10 years, ^GSPTXDV has underperformed COST with an annualized return of 3.35%, while COST has yielded a comparatively higher 24.24% annualized return.
^GSPTXDV
3.25%
4.53%
-0.81%
18.00%
4.76%
10.84%
3.35%
COST
13.80%
4.25%
7.29%
29.10%
32.50%
29.64%
24.24%
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Risk-Adjusted Performance
^GSPTXDV vs. COST — Risk-Adjusted Performance Rank
^GSPTXDV
COST
^GSPTXDV vs. COST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P/TSX Dividend Aristocrats (^GSPTXDV) 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.
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Drawdowns
^GSPTXDV vs. COST - Drawdown Comparison
The maximum ^GSPTXDV drawdown since its inception was -46.09%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for ^GSPTXDV and COST.
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Volatility
^GSPTXDV vs. COST - Volatility Comparison
The current volatility for S&P/TSX Dividend Aristocrats (^GSPTXDV) is 2.03%, while Costco Wholesale Corporation (COST) has a volatility of 5.12%. This indicates that ^GSPTXDV 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.
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