Costco (COST): analysis and statistics
Return, volatility, Sharpe ratio and risk for Costco, an S&P 500 component in the Consumer Staples sector. Data as of 2026-07-30.
| Last close price | $953.86 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | +21.17% |
| Total return over period | +77.36% |
| Annualized volatility | 20.24% |
| Sharpe ratio | 0.86 |
| Sortino ratio | 1.22 |
| Max drawdown | -20.74% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.02% |
| Correlation with the S&P 500 | 0.36 |
| Period range | $510.99 – $1,092.58 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Costco (COST) has posted an annualized return of +21.17% with annual volatility of 20.24%, a Sharpe ratio of 0.86. Its worst stretch (max drawdown from a peak) was -20.74%. Its correlation with the S&P 500 is 0.36, 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 S&P 500 stocks, try the optimizer.
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