On Sunday, he showed he can reach the World Cup podium too.
Cook finished third in the super-G at the Olympiabakken course with a time of one minute 37.77 seconds. He was just one-third of a second behind Norway's Kjetil Jansrud, who won gold in 1:37.44.
It was the first career World Cup medal for the 25-year-old Ottawa native.
"It's really nice to confirm what happened at world champs, that I'm not a one-hit wonder," Cook said with a chuckle. "Not that I thought I was. But I'm just super happy."
Austria's Vincent Kriechmayr won the silver in 1:37.68.
Cook pulled off a surprising second-place finish at the world alpine ski championship last month in Beaver Creek, Colo. He has emerged as a consistent force on the national team this season with five top-20 finishes on the World Cup circuit.
"It's for sure surpassed my expectations," he said of his results. "But it's nothing like outside what I thought was possible."
Cook's performance came a day after Manuel Osborne-Paradis of North Vancouver, B.C., won silver in the downhill.
With one super-G remaining this season, Jansrud has an unassailable 123-point lead over Italy's Dominik Paris in the season standings. Paris was 0.48 off the pace in fourth Sunday.
Austria's super-G world champion Hannes Reichelt, who won the downhill on Saturday, and Olympic downhill champion Matthias Mayer both crashed out to end their slim hopes of catching Jansrud. Altogether 21 skiers didn't finish as unseasonably warm sunshine caused unpredictable soft snow.
"The track was pretty soft. It was bumpy and rattly and getting warm," said Cook. "It was tough, spring-like conditions.
"My run was good. It was good skiing and I'm super psyched."
Osborne-Paradis finished 18th on Sunday and Benjamin Thomsen of Invermere, B.C., was 31st. Morgan Pridy and Broderick Thompson, both of Whistler, B.C., did not finish.
Jansrud cut the gap on overall leader Marcel Hirscher to 52 points before next Saturday's giant slalom at Kranjska Gora, Slovenia.
With files from The Associated Press.