Costco Wholesale Corporation (COST) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Costco Wholesale Corporation (COST): 1Y return 1.4%, Sharpe ratio 0.16, volatility 18.5%, max drawdown -19.3%. A Stock in the Equity asset class. Compare COST with other assets and invest through your own broker with pfolio.
Costco Wholesale Corporation (COST) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
COST Performance
- MTD
- Return: -1.2%, Sharpe: -1.05, Volatility: 23.4%, Max Drawdown: -5.5%
- YTD
- Return: 14.4%, Sharpe: 2.35, Volatility: 20.0%, Max Drawdown: -5.5%
- 1Y
- Return: 1.4%, Sharpe: 0.16, Volatility: 18.5%, Max Drawdown: -19.3%
- 5Y
- Return: 182.0%, Sharpe: 1.02, Volatility: 22.2%, Max Drawdown: -31.4%
- 10Y
- Return: 663.0%, Sharpe: 1.02, Volatility: 21.5%, Max Drawdown: -31.4%
Frequently Asked Questions
- What is Costco Wholesale Corporation (COST)?
- Costco Wholesale Corporation (COST) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does COST compare to other assets?
- You can compare COST with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in COST through pfolio?
- pfolio helps you build diversified portfolios that may include COST. You invest through your own broker — pfolio provides the analytics.