^SPTSX60 vs. COST
Compare and contrast key facts about S&P/TSX 60 Index (^SPTSX60) and Costco Wholesale Corporation (COST).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SPTSX60 or COST.
Correlation
The correlation between ^SPTSX60 and COST is 0.70, 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
^SPTSX60 vs. COST - Performance Comparison
Key characteristics
^SPTSX60:
0.87
COST:
1.68
^SPTSX60:
1.24
COST:
2.24
^SPTSX60:
1.18
COST:
1.30
^SPTSX60:
0.97
COST:
2.14
^SPTSX60:
4.18
COST:
6.51
^SPTSX60:
2.97%
COST:
5.70%
^SPTSX60:
14.32%
COST:
22.11%
^SPTSX60:
-49.15%
COST:
-53.39%
^SPTSX60:
-4.61%
COST:
-9.41%
Returns By Period
In the year-to-date period, ^SPTSX60 achieves a 0.19% return, which is significantly lower than COST's 6.58% return. Over the past 10 years, ^SPTSX60 has underperformed COST with an annualized return of 5.21%, while COST has yielded a comparatively higher 23.05% annualized return.
^SPTSX60
0.19%
-2.39%
1.15%
13.22%
11.27%
5.21%
COST
6.58%
4.86%
9.45%
35.49%
27.94%
23.05%
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Risk-Adjusted Performance
^SPTSX60 vs. COST — Risk-Adjusted Performance Rank
^SPTSX60
COST
^SPTSX60 vs. COST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P/TSX 60 Index (^SPTSX60) 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
^SPTSX60 vs. COST - Drawdown Comparison
The maximum ^SPTSX60 drawdown since its inception was -49.15%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for ^SPTSX60 and COST. For additional features, visit the drawdowns tool.
Volatility
^SPTSX60 vs. COST - Volatility Comparison
S&P/TSX 60 Index (^SPTSX60) and Costco Wholesale Corporation (COST) have volatilities of 10.87% and 10.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.