Costco CDR (CAD Hedged)

10-Year Study

COST.TO · Consumer Defensive · CA · Common Stock

Executive Summary: Costco CDR (CAD Hedged) has compounded at 46.3% annually over the last 10 years, with a maximum drawdown of 21.2% and an annualized volatility of 126.3%.

1Y CAGR
-6.9%
3Y CAGR
+24.6%
5Y CAGR
+52.6%
10Y CAGR
+46.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
21.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
9.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
190.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +47.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.97.2-1.5-0.9————————14.0%
20256.66.9-10.04.74.4-4.8-5.30.3-2.1-1.3-0.1-5.9-7.8%
20245.17.1-1.7-1.111.94.9-3.58.3-0.6-1.411.3-6.137.5%
202311.9-5.02.41.02.05.13.8-1.92.8-2.37.313.847.4%
2022-10.92.611.0-7.9-12.22.413.5-3.0-10.46.47.0-15.2-20.0%
2021——-6.8—-4.52.9-10.27.8-1.73.9-12.4427.4318.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 126.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.6% of variance. Idiosyncratic stock-specific factors contribute 17.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-02-0110000
2021-03-019319.571487110603
2021-05-018902.142679530554
2021-06-019159.021473595954
2021-07-018223.239407497633
2021-08-018868.502218849506
2021-09-018714.22579410921
2021-10-019054.168836950908
2021-11-017934.581437619298
2021-12-0141845.0302959021
2022-01-0137280.66202941276
2022-02-0138257.315842779586
2022-03-0142475.59146469693
2022-04-0139118.927238262186
2022-05-0134340.40308617296
2022-06-0135154.871225096016
2022-07-0139892.68806008774
2022-08-0138692.22445192794
2022-09-0134675.232836686366
2022-10-0136894.98835714911
2022-11-0139469.84683743073
2022-12-0133472.194852741755
2023-01-0137465.53439046028
2023-02-0135585.27467662093
2023-03-0136450.104041834566
2023-04-0136805.367900139994
2023-05-0137531.66366843289
2023-06-0139450.699917531114
2023-07-0140967.48995025091
2023-08-0140176.3520918778
2023-09-0141308.272944766715
2023-10-0140377.95789552668
2023-11-0143339.77723596435
2023-12-0149330.18878875851
2024-01-0151857.09952004783
2024-02-0155514.64391633363
2024-03-0154543.782448482656
2024-04-0153929.472026829506
2024-05-0160369.755748021315
2024-06-0163334.79305819001
2024-07-0161093.95983598904
2024-08-0166170.4679851714
2024-09-0165803.29763886117
2024-10-0164877.48774724458
2024-11-0172221.05557193578
2024-12-0167809.21907069713
2025-01-0172316.9510699204
2025-02-0177340.84541400046
2025-03-0169643.62271586934
2025-04-0172924.18195816528
2025-05-0176110.61558582868
2025-06-0172473.34439884833
2025-07-0168627.70967178397
2025-08-0168834.78602397558
2025-09-0167358.54240986674
2025-10-0166457.6717836656
2025-11-0166393.47328753161
2025-12-0162504.878664558026
2026-01-0168060.05981123072
2026-02-0172983.55349970274
2026-03-0171905.53363980853
2026-04-0171245.84984494791
Annual Return Matrix
YearAnnual Return
2022-0.20009151347132137
20230.4737661813270009
20240.37459881536374096
2025-0.07822447270199151
20260.1398446228061596
Total Factor Risk
1.2634515809528715
VTI.US Exposure
0.1033740100176485
VEA.US Exposure
-0.00542663136797991
VWO.US Exposure
0.001581509295413583
QQQ.US Exposure
0.057132346857988195
VTV.US Exposure
0.08335730673518076
IJR.US Exposure
-0.0023977998135014758
QUAL.US Exposure
-0.0025314244739746603
SHV.US Exposure
0.39609712269116426
TLT.US Exposure
0.003670478047007253
LQD.US Exposure
0.0005038017101959129
HYG.US Exposure
0.11039641590823027
GLD.US Exposure
0.001976915707678907
USO.US Exposure
0.0003187760523414714
VNQ.US Exposure
0.028177440937635943
BTC-USD.CC Exposure
0.00065858852807656
CPER.US Exposure
-1.2360072314454257e-7
VIX.INDX Exposure
0.023260128991999307
UUP.US Exposure
0.0005780146253668677
TIP.US Exposure
0.02021395070362417
Idiosyncratic Exposure
0.1790591724466274
Value Score
30
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
126.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →50.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →11.64%
Market Cap$614.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$93
Avg Yield on Cost
0.93%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$93.320.93%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
7.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Costco CDR (CAD Hedged) a high-risk investment?

Costco CDR (CAD Hedged) (COST.TO) has an annualized volatility of 126.3% and experienced a maximum drawdown of 21.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of COST.TO?

Over the past 10 years, COST.TO has generated a Compound Annual Growth Rate (CAGR) of 46.3%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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