Costco Wholesale (COST) 1-Year Sharpe Ratio: -0.53 (As of Jul. 18, 2026)

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COST Costco Wholesale Corp COST
96 GF Score
Price $940.87
GF Value $1,023.16
Valuation Fairly Valued
! 1 Warning Sign
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What is Costco Wholesale 1-Year Sharpe Ratio?

Costco Wholesale COST -0.50% 96 1-Year Sharpe Ratio is -0.53 as of Jul. 18, 2026. GuruFocus rates COST with a GF Score™ of 96/100 and a GF Value™ of $1,023.16 (Fairly Valued). The stock has 1 warning sign investors should review.

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2026-07-18), Costco Wholesale's 1-Year Sharpe Ratio is -0.53.

Costco Wholesale  (NAS:COST) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.

Costco Wholesale 1-Year Sharpe Ratio Related Terms

COST vs TGT, DG, DLTR: 1-Year Sharpe Ratio Comparison

For the Discount Stores subindustry, Costco Wholesale's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

Costco Wholesale 1-Year Sharpe Ratio vs Retail - Defensive Industry

For the Retail - Defensive industry and Consumer Defensive sector, Costco Wholesale's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Costco Wholesale's 1-Year Sharpe Ratio falls into.


COST
96GF Score
Costco Wholesale Corp COST
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Costco Wholesale 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.

Frequently Asked Questions Learn more about 1-Year Sharpe Ratio →
What does a 1-Year Sharpe Ratio of -0.53 mean?
Costco Wholesale (COST) has a 1-Year Sharpe Ratio of -0.53 as of Jul. 18, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Costco Wholesale and its competitors.
Is Costco Wholesale's 1-Year Sharpe Ratio too high?
Costco Wholesale's current 1-Year Sharpe Ratio is -0.53. Overall, Costco Wholesale has a GF Score™ of 96/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Costco Wholesale's 1-Year Sharpe Ratio compare to TGT and DG?
Costco Wholesale's 1-Year Sharpe Ratio of -0.53 can be compared against companies in the Retail - Defensive industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 1-Year Sharpe Ratio for a Retail - Defensive company?
A good 1-Year Sharpe Ratio depends on the Retail - Defensive industry context. However, 1-Year Sharpe Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 1-Year Sharpe Ratio mean?
A high 1-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Costco Wholesale and its competitors. Costco Wholesale's current 1-Year Sharpe Ratio is -0.53. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Costco Wholesale stock overvalued right now?
Based on GuruFocus' analysis, Costco Wholesale (COST) is currently considered Fairly Valued. The stock's GF Value™ is $1,023.16, compared to a current price of $940.87 — trading 8% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.53. Costco Wholesale's overall GF Score™ is 96/100 with 1 warning sign to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 1-Year Sharpe Ratio calculated?
1-Year Sharpe Ratio is calculated from a company's financial statements. For Costco Wholesale (COST), the current 1-Year Sharpe Ratio is -0.53 as of Jul. 18, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.

Is Costco Wholesale (COST) Overvalued in 2026?

Based on GuruFocus' analysis, Costco Wholesale stock appears to be undervalued. The current stock price of $940.87 is trading 8% below its estimated GF Value™ of $1,023.16. GuruFocus considers Costco Wholesale to be Fairly Valued.

Key valuation signals for COST:

  • 1-Year Sharpe Ratio: -0.53
  • GF Value™: $1,023.16 vs. price of $940.87 (8% below fair value)
  • GF Score™: 96/100 with 1 warning sign

No single metric tells the full story. See the COST stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Costco Wholesale Business Description

Address 999 Lake Drive, Issaquah, WA, USA, 98027
Founded in 1983, Costco Wholesale now operates a global chain of membership-based warehouse clubs, delivering high-quality goods and services at consistently low prices. As of its most recent fiscal year, Costco operated approximately 910 warehouses, serving more than 80 million members across its three geographic segments: Costco US (approximately 73% of total revenue), Costco Canada (13%), and Costco International (14%).Costco's core value proposition—quality products at unbeatable prices—has yielded consistently strong member renewal rates (93% in the US and Canada and nearly 90% internationally). About 55% of Costco's fiscal 2025 revenue came from its grocery offerings, and another 25% from general merchandise.
96GF Score

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1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

$940.87
Price
$1,023.16
GF Value