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. Data as of 2026-10-29.
| Last close price | $982.73 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | +23.63% |
| Total return over period | +88.31% |
| Annualized volatility | 20.43% |
| Period volatility | 35.29% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.15 |
| Sortino ratio | 3.07 |
| Max drawdown | -20.74% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.03% |
| Correlation with the S&P 500 | 0.33 |
| Period range | $530.91 – $1,092.58 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Costco (COST) has posted an annualized return of +23.63% with annual volatility of 20.43%, a Sharpe ratio of 2.15. Its worst stretch (max drawdown from a peak) was -20.74%. Its correlation with the S&P 500 is 0.33, 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.
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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.
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