^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.
Key characteristics
| ^SPTSX60 | COST | |
|---|---|---|
| YTD Return | 8.59% | 33.41% |
| 1Y Return | 13.83% | 64.47% |
| 3Y Return (Ann) | 3.32% | 25.88% |
| 5Y Return (Ann) | 6.84% | 25.78% |
| 10Y Return (Ann) | 4.38% | 24.05% |
| Sharpe Ratio | 1.17 | 3.34 |
| Daily Std Dev | 11.35% | 19.48% |
| Max Drawdown | -49.15% | -70.95% |
| Current Drawdown | -1.98% | -3.54% |
Correlation
The correlation between ^SPTSX60 and COST is 0.34, 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
^SPTSX60 vs. COST - Performance Comparison
In the year-to-date period, ^SPTSX60 achieves a 8.59% return, which is significantly lower than COST's 33.41% return. Over the past 10 years, ^SPTSX60 has underperformed COST with an annualized return of 4.38%, while COST has yielded a comparatively higher 24.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^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 -70.95%. 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
The current volatility for S&P/TSX 60 Index (^SPTSX60) is 3.91%, while Costco Wholesale Corporation (COST) has a volatility of 6.06%. 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.