COST vs. PG

Last updated Apr 1, 2026

Compare and contrast key facts about Costco Wholesale Corporation (COST) and The Procter & Gamble Company (PG).

Performance

COST vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Costco Wholesale Corporation (COST) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

COST vs. PG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COST Costco Wholesale Corporation	15.71%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%
PG The Procter & Gamble Company	1.50%	-12.26%	17.25%	-0.86%	-5.05%	20.52%	14.15%	39.70%	3.57%	12.69%

Fundamentals

EPS COST : $25.63 PG : $6.75
PE Ratio COST : 38.87 PG : 21.39
PEG Ratio COST : 3.04 PG : 5.23
PS Ratio COST : 1.16 PG : 4.13
Total Revenue (TTM) COST : $286.27B PG : $85.26B
Gross Profit (TTM) COST : $19.33B PG : $43.21B
EBITDA (TTM) COST : $12.73B PG : $23.62B

Returns By Period

In the year-to-date period, COST achieves a 15.71% return, which is significantly higher than PG's 1.50% return. Over the past 10 years, COST has outperformed PG with an annualized return of 22.28%, while PG has yielded a comparatively lower 8.56% annualized return.

COST

• 1D: -0.02%
• 1M: -1.42%
• YTD: 15.71%
• 6M: 7.95%
• 1Y: 5.93%
• 3Y*: 27.83%
• 5Y*: 24.28%
• 10Y*: 22.28%

PG

• 1D: -0.19%
• 1M: -13.61%
• YTD: 1.50%
• 6M: -4.66%
• 1Y: -12.92%
• 3Y*: 1.60%
• 5Y*: 4.06%
• 10Y*: 8.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

COST vs. PG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COST

COST Risk / Return Rank: 49
COST Sharpe Ratio Rank: 53
COST Sortino Ratio Rank: 45
COST Omega Ratio Rank: 44
COST Calmar Ratio Rank: 52
COST Martin Ratio Rank: 52

PG

PG Risk / Return Rank: 16
PG Sharpe Ratio Rank: 13
PG Sortino Ratio Rank: 14
PG Omega Ratio Rank: 15
PG Calmar Ratio Rank: 20
PG Martin Ratio Rank: 20

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COST vs. PG - Risk-Adjusted Trends 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.

	COST	PG	Difference
Sharpe ratio Return per unit of total volatility	0.30	-0.69	+0.99
Sortino ratio Return per unit of downside risk	0.57	-0.85	+1.42
Omega ratio Gain probability vs. loss probability	1.07	0.90	+0.17
Calmar ratio Return relative to maximum drawdown	0.40	-0.64	+1.04
Martin ratio Return relative to average drawdown	0.80	-1.19	+1.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COST vs. PG - Sharpe Ratio Comparison

The current COST Sharpe Ratio is 0.30, which is higher than the PG Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of COST and PG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	COST	PG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	-0.69	+0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.08	0.23	+0.85
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.02	0.46	+0.57
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.46	+0.13

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.

Dividends

COST vs. PG - Dividend Comparison

COST's dividend yield for the trailing twelve months is around 0.52%, less than PG's 2.93% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.52%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
PG The Procter & Gamble Company	2.93%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%

Drawdowns

COST vs. PG - Drawdown Comparison

The maximum COST drawdown since its inception was -53.39%, roughly equal to the maximum PG drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for COST and PG.

Drawdown Indicators

	COST	PG	Difference
Max Drawdown Largest peak-to-trough decline	-53.39%	-54.25%	+0.86%
Max Drawdown (1Y) Largest decline over 1 year	-19.35%	-18.31%	-1.04%
Max Drawdown (5Y) Largest decline over 5 years	-31.40%	-23.77%	-7.63%
Max Drawdown (10Y) Largest decline over 10 years	-31.40%	-23.77%	-7.63%
Current Drawdown Current decline from peak	-6.96%	-16.91%	+9.95%
Average Drawdown Average peak-to-trough decline	-13.40%	-12.15%	-1.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.67%	9.85%	-0.18%

Volatility

COST vs. PG - Volatility Comparison

The current volatility for Costco Wholesale Corporation (COST) is 4.41%, while The Procter & Gamble Company (PG) has a volatility of 5.74%. This indicates that COST experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COST	PG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.41%	5.74%	-1.33%
Volatility (6M) Calculated over the trailing 6-month period	13.36%	13.45%	-0.09%
Volatility (1Y) Calculated over the trailing 1-year period	20.15%	18.87%	+1.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.51%	17.45%	+5.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.90%	18.85%	+3.05%

Financials

COST vs. PG - Profitability Comparison

The chart below illustrates the profitability comparison between Costco Wholesale Corporation and The Procter & Gamble Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

COST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported a gross profit of -8.80B and revenue of 69.60B. Therefore, the gross margin over that period was -12.6%.

PG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Procter & Gamble Company reported a gross profit of 11.37B and revenue of 22.21B. Therefore, the gross margin over that period was 51.2%.

COST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported an operating income of 2.61B and revenue of 69.60B, resulting in an operating margin of 3.7%.

PG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Procter & Gamble Company reported an operating income of 5.37B and revenue of 22.21B, resulting in an operating margin of 24.2%.

COST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported a net income of 2.04B and revenue of 69.60B, resulting in a net margin of 2.9%.

PG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Procter & Gamble Company reported a net income of 4.33B and revenue of 22.21B, resulting in a net margin of 19.5%.