Costco Wholesale (COST) Volatility

    Consumer Staples
    Market data as of 2026-09-04 · Autonium metric computed 2026-09-04 · model v1

    COST volatility — the short answer

    COST's realised volatility is 19.8% annualised over 20 days and 20.6% over 60 days, placing it in the 62th percentile of its own last year.

    Volatility and drawdown

    Realised volatility (20d, annualised)+19.8%
    Realised volatility (60d, annualised)+20.6%
    1-year volatility percentile62
    Current drawdown from peak-16.3%
    Deepest 1-year drawdown-16.6%
    SPY volatility (20d)+8.1%

    Signal drivers

    MomentumNeutral
    Technical trendNeutral
    VolatilityNeutral
    SentimentNeutral

    Sector peers — 20-day volatility

    WMT — Walmart Inc.40.2
    PG — Procter & Gamble12.9
    KO — Coca-Cola Co.15.6
    PEP — PepsiCo Inc.17.7
    PM — Philip Morris23.8

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    Continue analysing COST

    COST overviewCOST technical analysisCOST rsiCOST moving averagesCOST momentumCOST relative strengthCOST drawdownCOST volumeCOST trendCOST algo score historyCOST vs WMTCOST vs PGConsumer Staples sector strengthAlgo Score rankings

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