Costco (COST): analysis and statistics
Return, volatility, Sharpe ratio and risk for Costco, a component of both the S&P 500 and the Nasdaq 100 in the Consumer Staples sector. Data as of 2026-09-13.
| Last close price | $904.77 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | +19.06% |
| Total return over period | +68.19% |
| Annualized volatility | 20.36% |
| Period volatility | 35.16% |
| Sharpe ratio | 0.74 |
| Sortino ratio | 1.05 |
| Max drawdown | -20.74% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.04% |
| Correlation with the S&P 500 | 0.35 |
| Period range | $521.87 – $1,092.58 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Costco (COST) has posted an annualized return of +19.06% with annual volatility of 20.36%, a Sharpe ratio of 0.74. Its worst stretch (max drawdown from a peak) was -20.74%. Its correlation with the S&P 500 is 0.35, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how COST would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with COST →
Other Consumer Staples stocks
Is it part of the S&P 500?
Yes, Costco (COST) is of both the S&P 500 and the Nasdaq 100.
What is the Sharpe ratio? · How to optimize an investment portfolio