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CRBG vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CRBG and COST is 0.26, 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.


-0.50.00.51.00.3

Performance

CRBG vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corebridge Financial Inc. (CRBG) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
29.43%
22.39%
CRBG
COST

Key characteristics

Sharpe Ratio

CRBG:

1.54

COST:

2.47

Sortino Ratio

CRBG:

2.19

COST:

3.11

Omega Ratio

CRBG:

1.28

COST:

1.44

Calmar Ratio

CRBG:

2.11

COST:

4.64

Martin Ratio

CRBG:

5.74

COST:

10.85

Ulcer Index

CRBG:

8.39%

COST:

4.39%

Daily Std Dev

CRBG:

31.35%

COST:

19.32%

Max Drawdown

CRBG:

-35.09%

COST:

-53.39%

Current Drawdown

CRBG:

-1.99%

COST:

-0.57%

Fundamentals

Market Cap

CRBG:

$18.90B

COST:

$466.53B

EPS

CRBG:

-$1.91

COST:

$16.91

Total Revenue (TTM)

CRBG:

$11.78B

COST:

$258.81B

Gross Profit (TTM)

CRBG:

$1.22B

COST:

$32.80B

EBITDA (TTM)

CRBG:

$320.00M

COST:

$12.25B

Returns By Period

In the year-to-date period, CRBG achieves a 11.76% return, which is significantly lower than COST's 14.05% return.


CRBG

YTD

11.76%

1M

6.70%

6M

29.43%

1Y

47.90%

5Y*

N/A

10Y*

N/A

COST

YTD

14.05%

1M

12.68%

6M

22.39%

1Y

44.93%

5Y*

29.41%

10Y*

23.81%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CRBG vs. COST — Risk-Adjusted Performance Rank

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

CRBG
The Risk-Adjusted Performance Rank of CRBG is 8585
Overall Rank
The Sharpe Ratio Rank of CRBG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of CRBG is 8282
Sortino Ratio Rank
The Omega Ratio Rank of CRBG is 8181
Omega Ratio Rank
The Calmar Ratio Rank of CRBG is 9191
Calmar Ratio Rank
The Martin Ratio Rank of CRBG is 8383
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9494
Overall Rank
The Sharpe Ratio Rank of COST is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 9292
Sortino Ratio Rank
The Omega Ratio Rank of COST is 9292
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9898
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRBG vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corebridge Financial Inc. (CRBG) 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.


Sharpe ratio
The chart of Sharpe ratio for CRBG, currently valued at 1.54, compared to the broader market-2.000.002.004.001.542.47
The chart of Sortino ratio for CRBG, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.002.193.11
The chart of Omega ratio for CRBG, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.44
The chart of Calmar ratio for CRBG, currently valued at 2.11, compared to the broader market0.002.004.006.002.114.64
The chart of Martin ratio for CRBG, currently valued at 5.74, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.005.7410.85
CRBG
COST

The current CRBG Sharpe Ratio is 1.54, which is lower than the COST Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of CRBG and COST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.54
2.47
CRBG
COST

Dividends

CRBG vs. COST - Dividend Comparison

CRBG's dividend yield for the trailing twelve months is around 2.75%, more than COST's 0.44% yield.


TTM20242023202220212020201920182017201620152014
CRBG
Corebridge Financial Inc.
2.75%3.07%12.47%2.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
0.44%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

CRBG vs. COST - Drawdown Comparison

The maximum CRBG drawdown since its inception was -35.09%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for CRBG and COST. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.99%
-0.57%
CRBG
COST

Volatility

CRBG vs. COST - Volatility Comparison

Corebridge Financial Inc. (CRBG) has a higher volatility of 8.84% compared to Costco Wholesale Corporation (COST) at 5.47%. This indicates that CRBG'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.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
8.84%
5.47%
CRBG
COST

Financials

CRBG vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Corebridge Financial 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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