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

Correlation

The correlation between HIG and COST is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

HIG vs. COST - Performance Comparison

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

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Key characteristics

Sharpe Ratio

HIG:

1.22

COST:

1.37

Sortino Ratio

HIG:

1.81

COST:

2.08

Omega Ratio

HIG:

1.27

COST:

1.28

Calmar Ratio

HIG:

2.28

COST:

1.95

Martin Ratio

HIG:

5.71

COST:

5.72

Ulcer Index

HIG:

5.48%

COST:

5.90%

Daily Std Dev

HIG:

23.53%

COST:

21.86%

Max Drawdown

HIG:

-96.25%

COST:

-53.39%

Current Drawdown

HIG:

0.00%

COST:

-5.51%

Fundamentals

Market Cap

HIG:

$36.55B

COST:

$450.85B

EPS

HIG:

$10.03

COST:

$17.14

PE Ratio

HIG:

12.83

COST:

59.29

PEG Ratio

HIG:

1.41

COST:

5.34

PS Ratio

HIG:

1.36

COST:

1.71

PB Ratio

HIG:

2.19

COST:

17.49

Total Revenue (TTM)

HIG:

$26.77B

COST:

$264.09B

Gross Profit (TTM)

HIG:

$20.27B

COST:

$35.11B

EBITDA (TTM)

HIG:

$3.89B

COST:

$11.25B

Returns By Period

In the year-to-date period, HIG achieves a 18.11% return, which is significantly higher than COST's 11.17% return. Over the past 10 years, HIG has underperformed COST with an annualized return of 14.52%, while COST has yielded a comparatively higher 23.74% annualized return.


HIG

YTD

18.11%

1M

10.85%

6M

10.24%

1Y

28.45%

5Y*

35.24%

10Y*

14.52%

COST

YTD

11.17%

1M

5.61%

6M

9.19%

1Y

29.75%

5Y*

29.71%

10Y*

23.74%

*Annualized

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Risk-Adjusted Performance

HIG vs. COST — Risk-Adjusted Performance Rank

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

HIG
The Risk-Adjusted Performance Rank of HIG is 8888
Overall Rank
The Sharpe Ratio Rank of HIG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of HIG is 8383
Sortino Ratio Rank
The Omega Ratio Rank of HIG is 8585
Omega Ratio Rank
The Calmar Ratio Rank of HIG is 9595
Calmar Ratio Rank
The Martin Ratio Rank of HIG is 8888
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 8989
Overall Rank
The Sharpe Ratio Rank of COST is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 8787
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8686
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9393
Calmar Ratio Rank
The Martin Ratio Rank of COST is 8888
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.

HIG vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Financial Services Group, Inc. (HIG) 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.


The current HIG Sharpe Ratio is 1.22, which is comparable to the COST Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of HIG 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.


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Dividends

HIG vs. COST - Dividend Comparison

HIG's dividend yield for the trailing twelve months is around 1.54%, more than COST's 0.47% yield.


TTM20242023202220212020201920182017201620152014
HIG
The Hartford Financial Services Group, Inc.
1.54%1.76%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%1.58%
COST
Costco Wholesale Corporation
0.47%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

HIG vs. COST - Drawdown Comparison

The maximum HIG drawdown since its inception was -96.25%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for HIG and COST. For additional features, visit the drawdowns tool.


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Volatility

HIG vs. COST - Volatility Comparison

The Hartford Financial Services Group, Inc. (HIG) has a higher volatility of 6.40% compared to Costco Wholesale Corporation (COST) at 5.93%. This indicates that HIG'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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Financials

HIG vs. COST - Financials Comparison

This section allows you to compare key financial metrics between The Hartford Financial Services Group, 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


0.0020.00B40.00B60.00B80.00B20212022202320242025
6.77B
63.72B
(HIG) Total Revenue
(COST) Total Revenue
Values in USD except per share items

HIG vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between The Hartford Financial Services Group, Inc. and Costco Wholesale Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
100.0%
15.1%
(HIG) Gross Margin
(COST) Gross Margin
HIG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Hartford Financial Services Group, Inc. reported a gross profit of 6.77B and revenue of 6.77B. Therefore, the gross margin over that period was 100.0%.

COST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Costco Wholesale Corporation reported a gross profit of 9.61B and revenue of 63.72B. Therefore, the gross margin over that period was 15.1%.

HIG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Hartford Financial Services Group, Inc. reported an operating income of 783.00M and revenue of 6.77B, resulting in an operating margin of 11.6%.

COST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Costco Wholesale Corporation reported an operating income of 2.32B and revenue of 63.72B, resulting in an operating margin of 3.6%.

HIG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Hartford Financial Services Group, Inc. reported a net income of 630.00M and revenue of 6.77B, resulting in a net margin of 9.3%.

COST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Costco Wholesale Corporation reported a net income of 1.79B and revenue of 63.72B, resulting in a net margin of 2.8%.