^SPTSX60 vs. COST

In the year-to-date period, ^SPTSX60 achieves a 5.25% return, which is significantly lower than COST's 12.23% return. Over the past 10 years, ^SPTSX60 has underperformed COST with an annualized return of 5.96%, while COST has yielded a comparatively higher 23.96% annualized return.

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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.

The current ^SPTSX60 Sharpe Ratio is 1.20, which is comparable to the COST Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of ^SPTSX60 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.

The maximum ^SPTSX60 drawdown since its inception was -54.11%, roughly equal to 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.

The current volatility for S&P/TSX 60 Index (^SPTSX60) is 2.31%, while Costco Wholesale Corporation (COST) has a volatility of 6.39%. This indicates that ^SPTSX60 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.