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Correlation Analysis

Costco Wholesale Corp vs Interactive Brokers Group, Inc. Class A Common Stock

COST vs IBKR

+0.876

Very strong positive

When one moves up, the other tends to follow.

COST logo

Costco Wholesale Corp

COST

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.

Market cap 451.9B

IBKR logo

Interactive Brokers Group, Inc. Class A Common Stock

IBKR

Interactive Brokers is a large, automated, retail and institutional brokerage that boasted nearly $780 billion in customer equity at the end of 2025. The company cut its teeth as a market maker, introducing US financial markets to automated and algorithmic training before expanding into brokerage services in 1993. The firm has a wide-ranging client base, with its best-in-class order execution and extremely low margin lending rates catering to a sophisticated audience of hedge funds, proprietary traders, and introducing brokers that account for about 45% of the firm's commissions. With operations spanning more than 160 electronic exchanges, 36 countries, and 28 currencies, Interactive Brokers caters to a global clientele, with more than 80% of active accounts sitting outside the US.

Market cap 30.6B · 3,182 employees

Apr 9, 2021 — Apr 7, 2026Daily1,254 data pointsStockStockConsumer

Time Series

Relative Performance

Green: COSTGray: IBKR36 of 1,254 points (sampled)

Who Moves First

COST leads IBKR by 6 days

COST tends to move before IBKR.

After testing 13 timing shifts, the strongest relationship was +0.876 (they moved in the same direction).

Do They Crash Together?

Correlation by Market Regime

How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.

Both Rising

+0.586

16 periods · Return correlation when both series rose

Both Falling

+0.708

7 periods · Return correlation when both series fell

Diverging

-0.770

12 periods · Return correlation when series moved apart

R-Squared

76.7%

Share of variance in one series explained by the other.

Trend Agreement

57.6%

How often both series moved in the same direction period-to-period.

Overlap Quality

1,254

Deep shared window — 1,254 usable pairs.

Significance

p < 0.001

95% CI: [0.862, 0.888]

Scatter

XY Regression

3064006008001,0001,1349.41020304050607077.8Costco Wholesale CorpInteractive Brokers Group, Inc. Class A Common StockData pointsFit (r = 0.876)

Pipeline

Data quality details

Pipeline Summary

1,254 paired data points survived the daily window.

Raw input

1,254

1,254

Normalized

1,254

1,254

Prepared

1,254

1,254

Aligned

1,254

1,254

Invalid removed

0

A: 0 / B: 0

Duplicates removed

0

A: 0 / B: 0

Alignment drops

0

A: 0 / B: 0

Series A

COST logo

Costco Wholesale Corp

COST

Market cap 451.9B

Stock · 1,254 raw → 1,254 prepared

Series B

IBKR logo

Interactive Brokers Group, Inc. Class A Common Stock

IBKR

Market cap 30.6B · 3,182 employees

Stock · 1,254 raw → 1,254 prepared

Sign agreement

100.0%

How often both values share the same sign.

Zero crossings

5

Estimated crossover points between normalized spreads.

Slope

0.0754

Linear regression slope.

Intercept

-19.9668

Linear regression intercept.

Related Extremes

Highest and Lowest Correlated

Saved 6 hours ago · ID: stock-cost-vs-stock-ibkr-daily