CAG vs. COST
CAG (Conagra Brands, Inc.) and COST (Costco Wholesale Corporation) are both stocks. Both are in the Consumer Defensive sector — CAG in Packaged Foods, COST in Discount Stores. Over the past 10 years, CAG returned -5.70%/yr vs 22.27%/yr for COST. At a 0.24 correlation, their price movements are largely independent.
Performance
CAG vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, CAG achieves a -17.02% return, which is significantly lower than COST's 14.24% return. Over the past 10 years, CAG has underperformed COST with an annualized return of -5.70%, while COST has yielded a comparatively higher 22.27% annualized return.
CAG
- 1D
- 2.16%
- 1M
- 2.31%
- YTD
- -17.02%
- 6M
- -19.07%
- 1Y
- -30.79%
- 3Y*
- -21.83%
- 5Y*
- -13.84%
- 10Y*
- -5.70%
COST
- 1D
- 0.68%
- 1M
- -6.35%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -0.24%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
CAG vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAG Conagra Brands, Inc. | -17.02% | -33.32% | 1.46% | -22.82% | 17.52% | -2.55% | 8.69% | 65.50% | -41.99% | -2.55% |
COST Costco Wholesale Corporation | 14.24% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between CAG and COST is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 1993 | 0.24 |
The correlation between CAG and COST shifts across timeframes, from 0.15 (3 years) to 0.27 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
CAG:
-$0.09
COST:
$26.51
CAG:
0.59
COST:
1.12
CAG:
$11.18B
COST:
$293.59B
CAG:
$2.70B
COST:
$11.12B
CAG:
$792.70M
COST:
$12.48B
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Return for Risk
CAG vs. COST — Risk / Return Rank
CAG
COST
CAG vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Conagra Brands, Inc. (CAG) and Costco Wholesale Corporation (COST). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CAG | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.00 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | -0.10 | -0.80 |
| Martin ratioReturn relative to average drawdown | -1.81 | -0.22 | -1.59 |
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Drawdowns
CAG vs. COST - Drawdown Comparison
The maximum CAG drawdown since its inception was -62.52%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for CAG and COST.
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Drawdown Indicators
| CAG | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.52% | -53.39% | -9.13% |
Max Drawdown (1Y)Largest decline over 1 year | -36.75% | -15.14% | -21.61% |
Max Drawdown (3Y)Largest decline over 3 years | -56.66% | -20.74% | -35.92% |
Max Drawdown (5Y)Largest decline over 5 years | -62.52% | -31.40% | -31.12% |
Max Drawdown (10Y)Largest decline over 10 years | -62.52% | -31.40% | -31.12% |
Current DrawdownCurrent decline from peak | -59.06% | -10.23% | -48.83% |
Average DrawdownAverage peak-to-trough decline | -15.76% | -13.36% | -2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.37% | 6.67% | +13.70% |
Volatility
CAG vs. COST - Volatility Comparison
Conagra Brands, Inc. (CAG) has a higher volatility of 8.53% compared to Costco Wholesale Corporation (COST) at 7.44%. This indicates that CAG's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAG | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.53% | 7.44% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 22.11% | 14.53% | +7.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.21% | 18.80% | +9.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.36% | 22.72% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.20% | 21.95% | +4.25% |
Dividends
CAG vs. COST - Dividend Comparison
CAG's dividend yield for the trailing twelve months is around 10.19%, more than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAG Conagra Brands, Inc. | 10.19% | 8.09% | 5.05% | 4.75% | 3.32% | 3.44% | 2.52% | 2.48% | 3.98% | 2.19% | 29.36% | 2.37% |
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
Financials
CAG vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Conagra Brands, Inc. and Costco Wholesale Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
CAG vs. COST - Profitability Comparison
CAG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Conagra Brands, Inc. reported a gross profit of 657.70M and revenue of 2.79B. Therefore, the gross margin over that period was 23.6%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
CAG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Conagra Brands, Inc. reported an operating income of 280.10M and revenue of 2.79B, resulting in an operating margin of 10.1%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
CAG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Conagra Brands, Inc. reported a net income of 199.80M and revenue of 2.79B, resulting in a net margin of 7.2%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
Frequently Asked Questions
CAG and COST have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAG has higher volatility (8.53%) compared to COST (7.44%). In terms of maximum drawdown, CAG dropped -62.52% vs COST's -53.39%.
COST currently has the higher Sharpe Ratio (-0.08 vs -1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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