HIG vs. COST

Last updated Jun 3, 2026

HIG (The Hartford Financial Services Group, Inc.) and COST (Costco Wholesale Corporation) are both stocks. HIG operates in Insurance - Diversified (Financial Services), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, HIG returned 13.52%/yr vs 22.25%/yr for COST. At a 0.32 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, HIG achieves a -6.88% return, which is significantly lower than COST's 10.97% return. Over the past 10 years, HIG has underperformed COST with an annualized return of 13.52%, while COST has yielded a comparatively higher 22.25% annualized return.

HIG

• 1D: 0.47%
• 1M: -5.92%
• YTD: -6.88%
• 6M: -5.02%
• 1Y: -0.37%
• 3Y*: 23.98%
• 5Y*: 16.46%
• 10Y*: 13.52%

COST

• 1D: 0.86%
• 1M: -5.68%
• YTD: 10.97%
• 6M: 3.79%
• 1Y: -9.20%
• 3Y*: 24.67%
• 5Y*: 21.28%
• 10Y*: 22.25%

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

HIG vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HIG The Hartford Financial Services Group, Inc.	-6.88%	28.09%	38.54%	8.55%	12.31%	44.23%	-16.98%	39.71%	-19.24%	20.25%
COST Costco Wholesale Corporation	10.97%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%

Correlation

The correlation between HIG and COST is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (10Y) Calculated over the trailing 10-year period	0.26
Correlation (All Time) Calculated using the full available price history since Dec 21, 1995	0.32

The correlation between HIG and COST shifts across timeframes, from 0.17 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS HIG : $19.00 COST : $26.51
PE Ratio HIG : 6.69 COST : 36.00
PEG Ratio HIG : 0.31 COST : 2.81
PS Ratio HIG : 0.95 COST : 1.08
Total Revenue (TTM) HIG : $28.76B COST : $293.59B
Gross Profit (TTM) HIG : $10.29B COST : $11.12B
EBITDA (TTM) HIG : $4.43B COST : $12.48B

Return for Risk

HIG vs. COST — Risk / Return Rank

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

HIG

HIG Risk / Return Rank: 36
HIG Sharpe Ratio Rank: 39
HIG Sortino Ratio Rank: 32
HIG Omega Ratio Rank: 31
HIG Calmar Ratio Rank: 40
HIG Martin Ratio Rank: 40

COST

COST Risk / Return Rank: 22
COST Sharpe Ratio Rank: 19
COST Sortino Ratio Rank: 18
COST Omega Ratio Rank: 19
COST Calmar Ratio Rank: 27
COST Martin Ratio Rank: 25

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.

HIG vs. COST - Risk-Adjusted Trends 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.

	HIG	COST	Difference
Sharpe ratio Return per unit of total volatility	-0.02	-0.48	+0.46
Sortino ratio Return per unit of downside risk	0.10	-0.56	+0.66
Omega ratio Gain probability vs. loss probability	1.01	0.93	+0.08
Calmar ratio Return relative to maximum drawdown	0.01	-0.40	+0.41
Martin ratio Return relative to average drawdown	0.01	-0.78	+0.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HIG vs. COST - Sharpe Ratio Comparison

The current HIG Sharpe Ratio is -0.02, which is higher than the COST Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of HIG and COST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HIG	COST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.02	-0.48	+0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.94	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	1.02	-0.55
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.58	-0.43

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.

Drawdown Indicators

	HIG	COST	Difference
Max Drawdown Largest peak-to-trough decline	-96.25%	-53.39%	-42.86%
Max Drawdown (1Y) Largest decline over 1 year	-11.05%	-19.25%	+8.20%
Max Drawdown (3Y) Largest decline over 3 years	-13.72%	-20.74%	+7.02%
Max Drawdown (5Y) Largest decline over 5 years	-18.63%	-31.40%	+12.77%
Max Drawdown (10Y) Largest decline over 10 years	-57.59%	-31.40%	-26.19%
Current Drawdown Current decline from peak	-10.60%	-12.80%	+2.20%
Average Drawdown Average peak-to-trough decline	-30.86%	-13.36%	-17.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.40%	9.92%	-5.52%

Volatility

HIG vs. COST - Volatility Comparison

The current volatility for The Hartford Financial Services Group, Inc. (HIG) is 5.11%, while Costco Wholesale Corporation (COST) has a volatility of 7.99%. This indicates that HIG experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HIG	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.11%	7.99%	-2.88%
Volatility (6M) Calculated over the trailing 6-month period	13.34%	14.81%	-1.47%
Volatility (1Y) Calculated over the trailing 1-year period	18.43%	19.17%	-0.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.92%	22.73%	-0.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.08%	21.95%	+7.13%

Dividends

HIG vs. COST - Dividend Comparison

HIG's dividend yield for the trailing twelve months is around 1.82%, more than COST's 0.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.56%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
HIG The Hartford Financial Services Group, Inc.	1.82%	1.57%	1.76%	2.17%	2.08%	2.08%	2.65%	1.97%	2.47%	1.67%	1.80%	1.79%

Financials

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.

HIG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Hartford Financial Services Group, Inc. reported a gross profit of 0.00 and revenue of 7.23B. Therefore, the gross margin over that period was 0.0%.

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%.

HIG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Hartford Financial Services Group, Inc. reported an operating income of 0.00 and revenue of 7.23B, resulting in an operating margin of 0.0%.

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%.

HIG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Hartford Financial Services Group, Inc. reported a net income of 856.00M and revenue of 7.23B, resulting in a net margin of 11.9%.

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

Can I hold both HIG and COST in my portfolio?

HIG and COST have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HIG or COST?

COST has higher volatility (7.99%) compared to HIG (5.11%). In terms of maximum drawdown, HIG dropped -96.25% vs COST's -53.39%.

Which has better risk-adjusted returns?

HIG currently has the higher Sharpe Ratio (-0.02 vs -0.48), 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.