COST vs. PG
Compare and contrast key facts about Costco Wholesale Corporation (COST) and The Procter & Gamble Company (PG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COST or PG.
Performance
COST vs. PG - Performance Comparison
Returns By Period
In the year-to-date period, COST achieves a 45.62% return, which is significantly higher than PG's 20.82% return. Over the past 10 years, COST has outperformed PG with an annualized return of 23.82%, while PG has yielded a comparatively lower 10.03% annualized return.
COST
45.62%
7.10%
20.34%
66.89%
28.36%
23.82%
PG
20.82%
1.80%
5.63%
17.24%
10.22%
10.03%
Fundamentals
| COST | PG | |
|---|---|---|
| Market Cap | $411.21B | $402.45B |
| EPS | $16.56 | $5.81 |
| PE Ratio | 56.04 | 29.41 |
| PEG Ratio | 5.63 | 3.60 |
| Total Revenue (TTM) | $254.45B | $83.91B |
| Gross Profit (TTM) | $32.10B | $43.14B |
| EBITDA (TTM) | $12.15B | $22.14B |
Key characteristics
| COST | PG | |
|---|---|---|
| Sharpe Ratio | 3.48 | 1.19 |
| Sortino Ratio | 4.15 | 1.68 |
| Omega Ratio | 1.61 | 1.23 |
| Calmar Ratio | 6.64 | 2.06 |
| Martin Ratio | 17.18 | 6.47 |
| Ulcer Index | 3.97% | 2.83% |
| Daily Std Dev | 19.62% | 15.39% |
| Max Drawdown | -53.39% | -54.23% |
| Current Drawdown | 0.00% | -2.26% |
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Correlation
The correlation between COST and PG is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
COST vs. PG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and The Procter & Gamble Company (PG). 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.
Dividends
COST vs. PG - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 2.04%, less than PG's 2.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 2.04% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
PG The Procter & Gamble Company | 2.29% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
Drawdowns
COST vs. PG - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, roughly equal to the maximum PG drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for COST and PG. For additional features, visit the drawdowns tool.
Volatility
COST vs. PG - Volatility Comparison
Costco Wholesale Corporation (COST) has a higher volatility of 5.89% compared to The Procter & Gamble Company (PG) at 5.20%. This indicates that COST's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
COST vs. PG - Financials Comparison
This section allows you to compare key financial metrics between Costco Wholesale Corporation and The Procter & Gamble Company. 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