Costco · Risk / Return Map

See what each asset returned — and the risk it took to get there. Compare complete histories, not headlines.

Data through 2026-10-06 USD price returns · dividends excluded Risk-free rate: 0% How it is calculated

Best return on risk

BGBBitget Token 1.01 Sharpe

Median CAGR +3.0% 191 assets on the map

Median volatility 58.6% 5 years · Data through 2026-10-06

Bitcoin risk vs S&P 500 3.0× Ratio of volatility over the same horizon

CAGR ↑

More return, less risk Less return, more risk

Volatility →

Dashed lines: approximate log-Sharpe 0.5 / 1 / 2 · linear axes, off-scale assets pinned to the edge (dashed ring) · Hover or tap a logo for details; drag to move after zooming.

COSTCostco

Price return

CAGR: +15.8%
Volatility: 23.0%
Maximum drawdown: 31.5%
Sharpe: 0.64
Sortino: 0.89
Calmar: 0.50

Explore asset

2021-10-06 → 2026-10-06 · Source: yahoo:COST:v1

#
1	BGBBitget Token	+96.5%	66.8%	80.3%	1.01	1.55	1.20
2	GEGE Aerospace	+36.6%	31.1%	45.1%	1.01	1.43	0.81
3	LLYEli Lilly	+38.4%	32.5%	34.8%	1.00	1.51	1.10
4	MUMicron Technology	+71.8%	56.5%	57.8%	0.96	1.45	1.24
5	NVDANVIDIA	+63.2%	51.5%	66.4%	0.96	1.43	0.95
6	CATCaterpillar	+35.1%	31.7%	34.3%	0.95	1.42	1.02
7	AVGOBroadcom	+50.4%	44.1%	41.5%	0.93	1.41	1.21
8	GoldGold	+18.9%	19.2%	24.9%	0.91	1.26	0.76
9	VSTVistra	+55.6%	49.1%	48.9%	0.91	1.27	1.14
10	DELLDell Technologies	+60.8%	52.8%	60.0%	0.90	1.41	1.01
11	PAXGPAX Gold	+18.8%	19.2%	28.1%	0.90	1.28	0.67
12	SMHVanEck Semiconductor ETF	+37.9%	36.8%	45.3%	0.88	1.27	0.84
13	WDCWestern Digital	+57.3%	53.1%	55.3%	0.86	1.26	1.04
14	CIENCiena	+53.6%	52.0%	49.5%	0.83	1.19	1.08
15	LITELumentum	+69.2%	64.2%	66.5%	0.82	1.18	1.04
16	TSMTaiwan Semiconductor	+34.6%	38.3%	57.1%	0.78	1.16	0.60
17	KLACKLA Corporation	+43.1%	46.7%	44.5%	0.77	1.09	0.97
18	XLKTechnology Select Sector SPDR ETF	+21.7%	25.9%	34.0%	0.76	1.10	0.64
19	HPEHewlett Packard Enterprise	+36.8%	41.4%	48.8%	0.76	1.13	0.75
20	PANWPalo Alto Networks	+39.0%	43.5%	36.0%	0.76	1.07	1.08
21	XOMExxon Mobil	+22.2%	26.6%	20.7%	0.75	1.07	1.07
22	WMTWalmart	+18.5%	22.6%	26.0%	0.75	1.04	0.71
23	GLWCorning	+36.0%	41.6%	51.5%	0.74	1.09	0.70
24	VRTVertiv	+61.5%	65.4%	70.2%	0.74	1.00	0.87
25	LRCXLam Research	+43.3%	49.6%	56.8%	0.73	1.06	0.76
26	SOXXiShares Semiconductor ETF	+31.9%	38.6%	46.2%	0.72	1.03	0.69
27	BRKBBerkshire Hathaway Class B	+12.5%	17.1%	26.6%	0.69	1.00	0.47
28	S&P 500US 500 (S&P 500)	+12.4%	17.0%	25.4%	0.69	0.99	0.49
29	SPYSPDR S&P 500 ETF	+12.4%	17.2%	25.4%	0.68	0.98	0.49
30	XLEEnergy Select Sector SPDR ETF	+18.5%	25.5%	26.9%	0.67	0.92	0.69
31	QQQInvesco QQQ (Nasdaq-100) ETF	+16.1%	22.9%	35.6%	0.66	0.94	0.45
32	NDXUS Tech 100 (Nasdaq 100)	+16.2%	23.1%	35.6%	0.65	0.93	0.45
33	AMDAdvanced Micro Devices	+44.4%	56.9%	65.4%	0.65	0.97	0.68
34	PLTRPalantir	+52.1%	65.7%	77.6%	0.64	0.97	0.67
35	COSTCostco	+15.8%	23.0%	31.5%	0.64	0.89	0.50
36	BEBloom Energy	+73.7%	86.8%	75.9%	0.64	0.98	0.97
37	AAPLApple	+18.6%	27.9%	33.4%	0.61	0.89	0.56
38	AMATApplied Materials	+33.2%	47.2%	55.4%	0.61	0.87	0.60
39	CSCOCisco	+16.9%	26.2%	38.6%	0.60	0.83	0.44
40	GSGoldman Sachs	+18.3%	28.6%	34.0%	0.59	0.85	0.54
41	GOOGLAlphabet Class A	+20.4%	32.1%	44.3%	0.58	0.84	0.46
42	CRWDCrowdStrike	+35.1%	52.5%	67.7%	0.58	0.82	0.52
43	KOCoca-Cola	+9.9%	16.7%	20.9%	0.57	0.82	0.47
44	GDXVanEck Gold Miners ETF	+23.8%	38.1%	46.5%	0.56	0.80	0.51
45	SMCISuper Micro Computer	+64.1%	88.8%	84.8%	0.56	0.81	0.76
46	JPMJPMorgan Chase	+14.4%	24.4%	40.6%	0.55	0.78	0.35
47	COHRCoherent	+44.0%	66.3%	62.9%	0.55	0.77	0.70
48	DJIUS 30 (Dow Jones)	+8.4%	14.8%	21.9%	0.55	0.78	0.38
49	JNJJohnson & Johnson	+9.8%	17.7%	23.6%	0.53	0.77	0.41
50	EWYiShares MSCI South Korea ETF	+19.3%	33.9%	42.3%	0.52	0.75	0.46
51	NI225Japan 225 (Nikkei)	+12.6%	23.9%	31.6%	0.51	0.74	0.40
52	OKBOKB	+51.6%	81.1%	70.3%	0.51	0.89	0.73
53	UKXUK 100 (FTSE)	+7.9%	15.3%	28.3%	0.50	0.67	0.28
54	MRVLMarvell Technology	+35.1%	64.3%	62.1%	0.47	0.69	0.57
55	MRKMerck	+12.0%	24.7%	44.7%	0.46	0.66	0.27
56	ZECZcash	+61.2%	108.3%	93.8%	0.44	0.67	0.65
57	LEOUNUS SED LEO	+25.3%	51.1%	56.5%	0.44	0.66	0.45
58	SX5EEuro Stoxx 50	+8.6%	19.1%	36.9%	0.44	0.62	0.23
59	RKLBRocket Lab	+39.9%	77.6%	78.3%	0.44	0.65	0.51
60	VVisa	+10.4%	22.8%	24.5%	0.43	0.62	0.42
61	TRXTRON	+28.6%	58.3%	59.6%	0.43	0.67	0.48
62	ASMLASML Holding	+20.2%	43.5%	56.9%	0.42	0.60	0.35
63	MSFTMicrosoft	+12.5%	28.0%	37.6%	0.42	0.62	0.33
64	EWJiShares MSCI Japan ETF	+7.9%	18.9%	31.2%	0.41	0.58	0.25
65	XLFFinancial Select Sector SPDR ETF	+6.9%	18.3%	26.9%	0.37	0.52	0.26
66	IONQIonQ	+43.0%	99.8%	90.0%	0.36	0.54	0.48
67	ASTSAST SpaceMobile	+44.0%	104.2%	85.6%	0.35	0.55	0.51
68	METAMeta Platforms	+17.2%	45.7%	74.4%	0.35	0.48	0.23
69	APPAppLovin	+29.4%	76.6%	91.9%	0.34	0.50	0.32
70	NOKNokia	+14.2%	39.5%	52.7%	0.34	0.49	0.27
71	HIMSHims & Hers Health	+32.0%	83.7%	78.9%	0.33	0.48	0.41
72	COPPERCopper	+9.7%	28.2%	34.9%	0.33	0.44	0.28
73	IBMIBM	+10.2%	31.2%	37.5%	0.31	0.41	0.27
74	HOODRobinhood	+21.6%	68.0%	83.6%	0.29	0.42	0.26
75	NETCloudflare	+21.6%	69.2%	82.6%	0.28	0.40	0.26
76	INTCIntel	+15.8%	55.2%	67.6%	0.27	0.39	0.23
77	TXNTexas Instruments	+8.9%	33.5%	33.9%	0.25	0.37	0.26
78	AMZNAmazon	+9.5%	36.4%	55.7%	0.25	0.36	0.17
79	ONON Semiconductor	+14.1%	56.1%	70.4%	0.24	0.33	0.20
80	DDOGDatadog	+14.2%	58.6%	68.1%	0.23	0.34	0.21
81	IWMiShares Russell 2000 ETF	+5.1%	22.4%	33.1%	0.22	0.32	0.15
82	DXYUS Dollar Index	+1.6%	7.1%	15.7%	0.22	0.30	0.10
83	ORCLOracle	+9.6%	43.0%	65.0%	0.22	0.32	0.15
84	EWZiShares MSCI Brazil ETF	+6.1%	28.5%	43.3%	0.21	0.29	0.14
85	BNBBNB	+12.4%	57.2%	69.9%	0.20	0.28	0.18
86	MSTRStrategy (MicroStrategy)	+19.6%	90.8%	84.1%	0.20	0.28	0.23
87	XMRMonero	+14.3%	74.0%	64.0%	0.18	0.24	0.22
88	UBERUber	+8.0%	44.6%	57.7%	0.17	0.26	0.14
89	CACFrance 40 (CAC)	+3.2%	18.1%	33.8%	0.17	0.24	0.10
90	BTCBitcoin	+9.1%	51.1%	76.6%	0.17	0.24	0.12
91	QCOMQualcomm	+7.2%	42.7%	45.6%	0.16	0.23	0.16
92	BACBank of America	+4.1%	26.6%	49.0%	0.15	0.21	0.08
93	AS51Australia 200 (ASX)	+3.0%	19.4%	27.0%	0.15	0.21	0.11
94	TSLATesla	+7.8%	59.8%	73.6%	0.13	0.18	0.11
95	UKOILCrude Oil Brent	+4.4%	39.8%	54.0%	0.11	0.14	0.08
96	XRPXRP	+6.8%	79.8%	76.0%	0.08	0.13	0.09
97	SHOPShopify	+4.0%	66.4%	84.8%	0.06	0.09	0.05
98	NOWServiceNow	+1.9%	45.5%	64.5%	0.04	0.06	0.03
99	NFLXNetflix	+1.5%	45.2%	75.9%	0.03	0.04	0.02
100	SNOWSnowflake	+1.6%	61.3%	73.0%	0.03	0.04	0.02
101	HSIHong Kong 50 (Hang Seng)	+0.1%	25.1%	44.3%	0.00	0.01	0.00
102	USDTTether USDt	-0.0%	1.0%	1.8%	-0.01	-0.02	-0.01
103	SOFISoFi Technologies	-1.1%	65.5%	81.5%	-0.02	-0.02	-0.01
104	QNTQuant	-1.9%	90.1%	85.9%	-0.02	-0.03	-0.02
105	UNHUnitedHealth	-0.9%	33.0%	62.0%	-0.03	-0.04	-0.01
106	WHEATWheat	-1.1%	34.9%	65.3%	-0.03	-0.05	-0.02
107	CORNCorn	-0.9%	25.7%	55.8%	-0.04	-0.05	-0.02
108	PDDPDD Holdings	-2.6%	64.9%	74.6%	-0.04	-0.06	-0.03
109	INJInjective	-5.3%	112.8%	94.7%	-0.05	-0.07	-0.06
110	SOLSolana	-4.7%	94.0%	96.3%	-0.05	-0.07	-0.05
111	MCDMcDonald's	-1.2%	17.9%	32.3%	-0.07	-0.10	-0.04
112	COINCoinbase	-5.8%	86.2%	90.9%	-0.07	-0.10	-0.06
113	FFord	-2.8%	39.6%	65.5%	-0.07	-0.10	-0.04
114	RIOTRiot Platforms	-6.6%	93.6%	92.6%	-0.07	-0.11	-0.07
115	ZSZscaler	-4.3%	58.6%	76.4%	-0.08	-0.10	-0.06
116	NEARNEAR Protocol	-8.3%	108.3%	95.2%	-0.08	-0.12	-0.09
117	ETHEthereum	-5.5%	68.5%	79.4%	-0.08	-0.12	-0.07
118	ARKKARK Innovation ETF	-3.8%	46.7%	76.3%	-0.08	-0.12	-0.05
119	CRMSalesforce	-4.0%	39.3%	59.2%	-0.10	-0.14	-0.07
120	BABAAlibaba	-5.4%	50.5%	64.5%	-0.11	-0.17	-0.08
121	AAVEAave	-10.4%	97.1%	85.4%	-0.11	-0.16	-0.12
122	HDHome Depot	-2.8%	24.7%	35.9%	-0.12	-0.16	-0.08
123	MRNAModerna	-9.1%	81.4%	93.9%	-0.12	-0.20	-0.10
124	GMEGameStop	-10.4%	89.2%	83.8%	-0.12	-0.18	-0.12
125	KCSKuCoin Token	-7.6%	63.2%	86.1%	-0.13	-0.17	-0.09
126	XLMStellar	-9.9%	83.3%	82.8%	-0.13	-0.20	-0.12
127	NVONovo Nordisk	-4.9%	39.7%	76.0%	-0.13	-0.17	-0.06
128	TWTTrust Wallet Token	-11.5%	86.8%	87.5%	-0.14	-0.20	-0.13
129	NATGASNatural Gas	-11.3%	84.4%	83.7%	-0.14	-0.19	-0.14
130	LINKChainlink	-12.2%	86.9%	85.2%	-0.15	-0.21	-0.14
131	BCHBitcoin Cash	-12.8%	82.0%	87.6%	-0.17	-0.25	-0.15
132	SUPERSuperVerse	-18.2%	117.5%	96.4%	-0.17	-0.25	-0.19
133	FETArtificial Superintelligence Alliance	-19.3%	118.2%	96.3%	-0.18	-0.26	-0.20
134	NMRNumeraire	-18.6%	112.1%	88.0%	-0.18	-0.30	-0.21
135	UNIUniswap	-19.5%	98.3%	91.2%	-0.22	-0.32	-0.21
136	PEPPepsiCo	-4.1%	18.9%	36.0%	-0.22	-0.31	-0.11
137	DOGEDogecoin	-18.1%	88.9%	85.2%	-0.22	-0.32	-0.21
138	TEAMAtlassian	-13.3%	63.4%	87.5%	-0.23	-0.32	-0.15
139	CROCronos	-18.8%	87.8%	94.8%	-0.24	-0.35	-0.20
140	STXStacks	-22.5%	107.6%	96.7%	-0.24	-0.35	-0.23
141	GNOGnosis	-16.4%	75.2%	86.4%	-0.24	-0.33	-0.19
142	MARAMARA Holdings	-22.4%	104.5%	95.9%	-0.24	-0.36	-0.23
143	DASHDash	-21.4%	98.0%	92.2%	-0.25	-0.36	-0.23
144	SFPSafePal	-22.3%	101.4%	92.8%	-0.25	-0.39	-0.24
145	LTCLitecoin	-17.3%	75.4%	85.4%	-0.25	-0.34	-0.20
146	RAYRaydium	-27.3%	122.9%	98.9%	-0.26	-0.38	-0.28
147	DEXEDeXe	-32.3%	150.7%	96.5%	-0.26	-0.32	-0.33
148	CFXConflux	-30.1%	127.2%	94.1%	-0.28	-0.43	-0.32
149	HBARHedera	-23.6%	94.7%	91.9%	-0.28	-0.44	-0.26
150	DKNGDraftKings	-16.6%	62.5%	79.4%	-0.29	-0.40	-0.21
151	GLMGolem	-24.9%	96.8%	89.2%	-0.29	-0.43	-0.28
152	SHIBShiba Inu	-27.0%	96.3%	94.8%	-0.33	-0.50	-0.28
153	PFEPfizer	-8.1%	25.5%	64.8%	-0.33	-0.48	-0.13
154	AVAXAvalanche	-28.0%	94.5%	95.6%	-0.35	-0.48	-0.29
155	XDCXDC Network	-23.9%	77.2%	84.4%	-0.35	-0.55	-0.28
156	DISDisney	-9.9%	29.6%	55.4%	-0.35	-0.48	-0.18
157	TELTelcoin	-36.1%	123.2%	96.9%	-0.36	-0.56	-0.37
158	CRVCurve DAO Token	-33.3%	110.2%	97.2%	-0.37	-0.51	-0.34
159	MANADecentraland	-33.3%	106.4%	98.8%	-0.38	-0.59	-0.34
160	JDJD.com	-18.1%	51.8%	76.6%	-0.39	-0.57	-0.24
161	ZRX0x Protocol	-34.3%	100.2%	94.5%	-0.42	-0.59	-0.36
162	RUNETHORChain	-38.6%	113.1%	98.1%	-0.43	-0.59	-0.39
163	ZENHorizen	-38.5%	111.8%	97.1%	-0.43	-0.62	-0.40
164	BATBasic Attention Token	-32.8%	91.0%	96.8%	-0.44	-0.61	-0.34
165	ETCEthereum Classic	-30.6%	82.9%	90.0%	-0.44	-0.63	-0.34
166	ARArweave	-41.2%	116.5%	98.2%	-0.46	-0.66	-0.42
167	ADBEAdobe	-16.0%	38.4%	71.9%	-0.46	-0.59	-0.22
168	BSVBitcoin SV	-33.6%	88.6%	94.4%	-0.46	-0.70	-0.36
169	SANDThe Sandbox	-39.4%	107.2%	99.6%	-0.47	-0.70	-0.40
170	CAKEPancakeSwap	-34.5%	89.6%	94.8%	-0.47	-0.67	-0.36
171	RSRReserve Rights	-45.9%	127.3%	98.0%	-0.48	-0.71	-0.47
172	ADACardano	-34.5%	85.7%	93.7%	-0.49	-0.71	-0.37
173	COMPCompound	-39.7%	94.5%	96.1%	-0.54	-0.75	-0.41
174	ICPInternet Computer	-42.3%	98.5%	96.3%	-0.56	-0.79	-0.44
175	CHZChiliz	-44.1%	98.7%	97.9%	-0.59	-0.80	-0.45
176	VETVeChain	-40.2%	86.8%	97.5%	-0.59	-0.82	-0.41
177	ALGOAlgorand	-41.6%	90.3%	96.4%	-0.60	-0.82	-0.43
178	GALAGala	-52.4%	124.2%	99.8%	-0.60	-0.88	-0.52
179	QTUMQtum	-40.7%	86.7%	96.5%	-0.60	-0.82	-0.42
180	GRTThe Graph	-47.3%	103.5%	98.9%	-0.62	-0.87	-0.48
181	NEONeo	-44.1%	88.6%	96.8%	-0.66	-0.89	-0.46
182	ATOMCosmos	-44.9%	86.8%	97.2%	-0.69	-0.94	-0.46
183	IOTAIOTA	-46.4%	88.4%	98.0%	-0.70	-0.97	-0.47
184	MINAMina	-52.2%	102.9%	99.4%	-0.72	-0.99	-0.53
185	PYPLPayPal	-27.0%	44.1%	85.6%	-0.72	-0.92	-0.32
186	XECeCash	-48.8%	92.0%	97.8%	-0.73	-1.05	-0.50
187	DOTPolkadot	-48.2%	83.4%	98.6%	-0.79	-1.08	-0.49
188	FILFilecoin	-56.2%	100.4%	99.2%	-0.82	-1.15	-0.57
189	EGLDMultiversX	-54.6%	88.9%	99.5%	-0.89	-1.20	-0.55
190	DYDXdYdX	-63.8%	112.9%	99.7%	-0.90	-1.20	-0.64
191	AXSAxie Infinity	-60.3%	101.9%	99.5%	-0.91	-1.26	-0.61

143 excluded for this horizon

DAI Source unavailable
SKY Not enough history
XAGUSD Missing daily observations
USOIL Missing daily observations
XPTUSD Missing daily observations
XPDUSD Missing daily observations
USDC Missing daily observations
HYPE Not enough history
USDE Not enough history
CC Not enough history
SUI Not enough history
USD1 Not enough history
GRAM Not enough history
TAO Not enough history
USDG Not enough history
ENA Not enough history
XAUT Not enough history
PYUSD Not enough history
PUMP Not enough history
RLUSD Not enough history
M Not enough history
ONDO Not enough history
WLD Not enough history
MNT Not enough history
ASTER Not enough history
WLFI Not enough history
PEPE Not enough history
USDD Not enough history
U Not enough history
MORPHO Not enough history
ARB Not enough history
VVV Not enough history
JUP Not enough history
GT Not enough history
JST Not enough history
KAS Not enough history
POL Not enough history
RENDER Not enough history
PI Not enough history
LIT Not enough history
ZRO Not enough history
AERO Not enough history
NIGHT Not enough history
STABLE Not enough history
ETHFI Not enough history
APT Not enough history
FLR Not enough history
PYTH Not enough history
PENGU Not enough history
NEXO Not enough history
TRUMP Not enough history
SEI Not enough history
VIRTUAL Not enough history
TUSD Missing daily observations
币安人生 Not enough history
EURC Not enough history
PIEVERSE Not enough history
TIA Not enough history
XPL Not enough history
PENDLE Not enough history
LDO Not enough history
FF Not enough history
STRK Not enough history
SPX Not enough history
BTT Not enough history
IMX Not enough history
XTZ Not enough history
KITE Not enough history
SUN Not enough history
FDUSD Not enough history
DCR Not enough history
BONK Not enough history
MON Not enough history
JTO Not enough history
LUNC Not enough history
OP Not enough history
ENS Not enough history
SYRUP Not enough history
FLOKI Not enough history
PONS Not enough history
MET Not enough history
KAIA Not enough history
JASMY Not enough history
ZBCN Not enough history
EIGEN Not enough history
NFT Not enough history
THETA Not enough history
WIF Not enough history
CVX Not enough history
KMNO Not enough history
AKT Not enough history
USELESS Not enough history
TRAC Not enough history
ZAMA Not enough history
SOON Not enough history
SENT Source unavailable
0G Not enough history
XCN Not enough history
ORCA Not enough history
MX Missing starting close
FLUID Not enough history
B Not enough history
A Not enough history
FARTCOIN Not enough history
GRASS Not enough history
VSN Not enough history
GOMINING Not enough history
APE Not enough history
AIOZ Not enough history
EDGE Not enough history
H Not enough history
GEOD Not enough history
1INCH Not enough history
2Z Not enough history
ATH Not enough history
ZK Not enough history
BEAM Not enough history
DEEP Not enough history
AWE Not enough history
CASHCAT Not enough history
PLUME Not enough history
S Not enough history
W Not enough history
CAP Not enough history
GENIUS Not enough history
PEAQ Not enough history
CHIP Not enough history
FORM Not enough history
PROM Not enough history
CHEEMS Not enough history
MELANIA Not enough history
CRCL Not enough history
DAX Source unavailable
SNDK Not enough history
NBIS Not enough history
ARM Not enough history
CRWV Not enough history
IREN Not enough history
ALAB Not enough history
CRDO Not enough history
GEV Not enough history
RDDT Not enough history
RIVN Not enough history

Investment horizon	CAGR	Volatility	Maximum drawdown	Sharpe	Sortino	Calmar	Market percentile
YTD	+11.3%	20.5%	18.3%	0.52	0.75	0.62	51% 113 comparable peers
1 year	+2.7%	20.0%	18.3%	0.13	0.19	0.15	42% 113 comparable peers
3 years	+18.8%	20.4%	21.1%	0.85	1.20	0.89	55% 106 comparable peers
5 years	+15.8%	23.0%	31.5%	0.64	0.89	0.50	71% 102 comparable peers
10 years	+20.1%	22.1%	31.5%	0.83	1.17	0.64	92% 82 comparable peers

Start with $100. Follow the growth, then look at the losses along the way.

Asset	COSTPrice return
CAGR	+15.8%
Volatility	23.0%
Maximum drawdown	31.5%
Sharpe	0.64
Sortino	0.89
Calmar	0.50

Growth of $100

Drawdowns from each peak

Understand the numbers

Growth is only half the story. Risk describes how uneven the journey was — and how deep its worst fall went.

CAGR is compound annual growth. Volatility measures variation in daily log returns; drawdown is the largest close-to-close loss from a prior peak. Sharpe rewards excess log return per unit of variability, Sortino counts downside variation, and Calmar compares CAGR with the worst drawdown.

Crypto uses 365 days; stocks and indices use 252 sessions. FX uses observed source-calendar sessions per year. CAGR uses actual elapsed calendar time. Missing history is excluded, not filled with invented returns.

Price changes exclude dividends, staking rewards, cash interest, fees and taxes. Futures proxies are labeled; they do not represent spot ownership or the return of a rolled futures investment. Historical calendars are cross-checked against peer observations from the same source and venue.

Methodology: SignalTrack research · 2026-10-06

CAGR: Compound annual growth: the constant yearly rate that turns the start price into the end price.
Sharpe: Average excess log return divided by its volatility, annualised. Higher means a smoother reward.
Sortino: Like Sharpe, but only falls count as risk — upside swings are not penalised.
Calmar: CAGR divided by the deepest peak-to-trough fall. Shows growth per unit of worst-case pain.

Questions, answered

Does the highest Sharpe mean the best investment?

No. It describes past excess return relative to variability within the selected period and catalog. It cannot predict future performance or account for your goals.

Why are some assets missing from a period?

An asset needs the starting price, complete expected daily observations and a recent closing price. Young assets and incomplete source histories are excluded from that horizon.

Why is the risk-free rate zero?

A verified historical short-term USD risk-free series is not available in this release. Sharpe and Sortino use zero consistently; no current rate is applied retroactively.

Are the lines on the map exact Sharpe ratios?

With CAGR on the vertical axis, Sharpe guides are approximate. Exact log-Sharpe is in the table. When risk means drawdown, the guides represent Calmar instead.

Are these total investment returns?

No. These are USD price changes, with explicit source and proxy labels. Dividends, staking, interest, trading costs and taxes are excluded. FX pairs are a separate relative-price group.

Historical performance does not predict future returns. Assets can lose value. This is an educational comparison, not a recommendation to buy or sell.

Costco · Risk / Return Map

The risk / return landscape

Return on risk

Every horizon, at a glance

Put them side by side

Understand the numbers

Questions, answered