Costco Wholesale Corp

10-Year Study

COST.US · Consumer Defensive · US · Common Stock

Executive Summary: Costco Wholesale Corp has compounded at 23.1% annually over the last 10 years, with a maximum drawdown of 20.3% and an annualized volatility of 27.6%.

1Y CAGR
-5.1%
3Y CAGR
+26.9%
5Y CAGR
+22.8%
10Y CAGR
+23.1%

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 →
20.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.96
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +51.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.27.5-1.4-0.9————————14.6%
20256.97.1-9.85.24.7-4.8-5.10.5-1.9-1.40.2-5.6-5.4%
20245.37.2-1.5-1.212.05.0-3.28.6-0.7-1.411.3-5.739.6%
202312.0-5.12.61.31.95.24.1-1.82.9-2.27.513.949.0%
2022-11.03.010.9-7.5-12.32.813.1-3.5-9.56.47.5-15.3-19.0%
2021-6.5-5.96.55.81.74.68.86.0-1.39.69.75.351.8%
20203.9-7.81.46.51.8-1.77.66.82.10.99.5-1.332.7%
20195.42.210.71.4-2.210.34.37.2-2.33.30.9-2.045.7%
20184.7-1.8-1.34.60.85.44.76.90.8-2.71.4-11.910.6%
20172.48.4-5.45.96.1-11.4-0.9-0.84.8-2.014.80.922.4%
2016———-5.70.45.66.5-2.8-5.9-3.01.86.72.5%

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 27.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.7% of variance. Idiosyncratic stock-specific factors contribute 20.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019428.10575660075
2016-05-019468.844522372054
2016-06-019995.209862260946
2016-07-0110643.14377643614
2016-08-0110344.362700794138
2016-09-019732.97994770013
2016-10-019436.857549136572
2016-11-019609.294976079438
2016-12-0110249.448682260223
2017-01-0110495.267102900596
2017-02-0111372.735982068618
2017-03-0110763.597664581903
2017-04-0111394.555210103277
2017-05-0112084.4028294952
2017-06-0110711.403239217672
2017-07-0110616.300929105962
2017-08-0110531.313642553296
2017-09-0111038.601279780198
2017-10-0110822.917043249825
2017-11-0112428.569707048431
2017-12-0112542.455984960776
2018-01-0113132.109889977466
2018-02-0112899.00491666968
2018-03-0112732.103262113927
2018-04-0113321.98311702397
2018-05-0113434.024137473942
2018-06-0114161.831338948943
2018-07-0114821.198317727729
2018-08-0115837.61131798079
2018-09-0115956.49862019932
2018-10-0115531.90111227601
2018-11-0115749.27997300652
2018-12-0113871.869840810768
2019-01-0114615.478471494163
2019-02-0114935.589217068557
2019-03-0116533.341166262973
2019-04-0116764.811389885817
2019-05-0116402.721307343847
2019-06-0118092.425608527785
2019-07-0118870.86716793239
2019-08-0120225.236856682994
2019-09-0119768.942373974565
2019-10-0120430.76934176395
2019-11-0120616.43145709367
2019-12-0120211.40919393882
2020-01-0121009.084692045355
2020-02-0119373.35056577853
2020-03-0119648.301459335045
2020-04-0120927.426400588076
2020-05-0121305.222153935145
2020-06-0120941.932383741252
2020-07-0122531.873998288807
2020-08-0124063.625983635207
2020-09-0124571.67431883639
2020-10-0124800.584155790944
2020-11-0127168.855367966935
2020-12-0126813.73745224926
2021-01-0125080.85993516745
2021-02-0123602.296554716027
2021-03-0125133.943096778858
2021-04-0126589.090536615935
2021-05-0127030.709603171737
2021-06-0128274.089271296536
2021-07-0130764.825325669117
2021-08-0132609.766458190235
2021-09-0132170.18847233771
2021-10-0135247.61848812408
2021-11-0138678.15546557729
2021-12-0140708.94038538015
2022-01-0136222.13284648663
2022-02-0137291.094260270176
2022-03-0141355.947904992594
2022-04-0138248.782883241154
2022-05-0133537.10247882097
2022-06-0134476.55694539846
2022-07-0139005.120024583346
2022-08-0137621.606232601865
2022-09-0134030.938565730336
2022-10-0136202.43754744948
2022-11-0138927.55142619573
2022-12-0132953.963462395914
2023-01-0136898.333092320114
2023-02-0135012.98458720461
2023-03-0135930.649952399894
2023-04-0136389.84038899534
2023-05-0137070.09266958293
2023-06-0139013.60067724715
2023-07-0140628.84114818698
2023-08-0139878.67243893328
2023-09-0141017.068254943784
2023-10-0140108.094428979435
2023-11-0143112.926744031916
2023-12-0149102.685188532596
2024-01-0151691.41571165179
2024-02-0155418.57217743394
2024-03-0154579.718135039715
2024-04-0153941.28917971151
2024-05-0160432.302399286615
2024-06-0163424.4815203114
2024-07-0161423.250846558934
2024-08-0166682.33252593905
2024-09-0166244.44916428666
2024-10-0165322.35518118169
2024-11-0172719.39734644446
2024-12-0168558.46980706892
2025-01-0173317.98681216381
2025-02-0178547.30270431896
2025-03-0170844.70614463203
2025-04-0174494.12882294274
2025-05-0178017.36488478816
2025-06-0174249.1704902802
2025-07-0170476.48486355781
2025-08-0170850.5167050405
2025-09-0169521.86587138895
2025-10-0168553.69043725448
2025-11-0168714.64847692355
2025-12-0164859.93925101753
2026-01-0170816.46240796309
2026-02-0176129.29756697155
2026-03-0175047.75074412832
2026-04-0174353.33140522758
Annual Return Matrix
YearAnnual Return
20170.2237200627843814
20180.105993105133799
20190.4570068365605082
20200.3266634302911646
20210.5182120902718577
2022-0.19049812767343077
20230.49003883082422384
20240.39622649034028834
2025-0.053947098972008334
20260.14636757702576975
Total Factor Risk
0.2759499293823195
VTI.US Exposure
-0.12050098911354316
VEA.US Exposure
0.004268426067741834
VWO.US Exposure
-0.013227479395793797
QQQ.US Exposure
0.26988029735370406
VTV.US Exposure
0.06631801319113297
IJR.US Exposure
0.05252854270205339
QUAL.US Exposure
0.044726202710356135
SHV.US Exposure
0.396965976557388
TLT.US Exposure
0.0028196065356914726
LQD.US Exposure
0.0069806193639946265
HYG.US Exposure
-0.009505329632875996
GLD.US Exposure
-0.00011921006605696759
USO.US Exposure
0.019309553727181666
VNQ.US Exposure
0.07396617896484742
BTC-USD.CC Exposure
0.007451591696959088
CPER.US Exposure
0.000037069848937067264
VIX.INDX Exposure
-0.00951505078264889
UUP.US Exposure
0.004373948610034961
TIP.US Exposure
0.0010371649160093826
Idiosyncratic Exposure
0.20220486674488672
Value Score
28.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.6%

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 →52.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.52%
Market Cap$450.5B
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
$3,221
Avg Yield on Cost
6.44%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$960.299.60%Solid
2021$231.222.31%Solid
2022$262.862.63%Solid
2023$1,42814.28%Solid
2024$338.923.39%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 →
-0.7%
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 →
+4.2%
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 →
6.2% 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 Wholesale Corp a high-risk investment?

Costco Wholesale Corp (COST.US) has an annualized volatility of 27.6% and experienced a maximum drawdown of 20.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, COST.US has generated a Compound Annual Growth Rate (CAGR) of 23.1%. It has had a positive return in 80% 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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