PortfoliosLab logoPortfoliosLab logo
PFG vs. COST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PFG vs. COST - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, PFG achieves a 19.35% return, which is significantly higher than COST's 13.08% return. Over the past 10 years, PFG has underperformed COST with an annualized return of 13.19%, while COST has yielded a comparatively higher 22.43% annualized return.


PFG

1D
2.29%
1M
3.44%
YTD
19.35%
6M
22.51%
1Y
40.57%
3Y*
18.99%
5Y*
13.42%
10Y*
13.19%

COST

1D
1.09%
1M
-4.34%
YTD
13.08%
6M
8.84%
1Y
-7.02%
3Y*
24.99%
5Y*
21.51%
10Y*
22.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFG vs. COST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFG
Principal Financial Group, Inc.
19.35%18.38%1.87%-2.83%20.10%51.35%-5.19%29.71%-34.96%25.52%
COST
Costco Wholesale Corporation
13.08%-5.39%39.62%49.00%-19.05%51.82%32.67%45.70%10.60%22.37%

Correlation

The correlation between PFG and COST is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2001

0.34

Over the past year, the correlation between PFG and COST has dropped to 0.02 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

Fundamentals

EPS

PFG:

$6.97

COST:

$26.51

PE Ratio

PFG:

14.84

COST:

36.68

PEG Ratio

PFG:

0.21

COST:

2.87

PS Ratio

PFG:

1.92

COST:

1.10

Total Revenue (TTM)

PFG:

$12.07B

COST:

$293.59B

Gross Profit (TTM)

PFG:

$5.76B

COST:

$11.12B

EBITDA (TTM)

PFG:

$1.39B

COST:

$12.48B

Compare stocks, funds, or ETFs

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


Return for Risk

PFG vs. COST — Risk / Return Rank

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

PFG
PFG Risk / Return Rank: 8585
Overall Rank
PFG Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PFG Sortino Ratio Rank: 8282
Sortino Ratio Rank
PFG Omega Ratio Rank: 8282
Omega Ratio Rank
PFG Calmar Ratio Rank: 8585
Calmar Ratio Rank
PFG Martin Ratio Rank: 8989
Martin Ratio Rank

COST
COST Risk / Return Rank: 2424
Overall Rank
COST Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
COST Sortino Ratio Rank: 2222
Sortino Ratio Rank
COST Omega Ratio Rank: 2323
Omega Ratio Rank
COST Calmar Ratio Rank: 2727
Calmar Ratio Rank
COST Martin Ratio Rank: 2222
Martin Ratio Rank
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.

PFG vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Financial Group, Inc. (PFG) 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.


PFGCOSTDifference
Sharpe ratioReturn per unit of total volatility

+2.25

Sortino ratioReturn per unit of downside risk

+2.86

Omega ratioGain probability vs. loss probability

1.32

0.95

+0.37

Calmar ratioReturn relative to maximum drawdown

3.41

-0.44

+3.85

Martin ratioReturn relative to average drawdown

11.04

-0.99

+12.03

PFG vs. COST - Sharpe Ratio Comparison

The current PFG Sharpe Ratio is 1.88, which is higher than the COST Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of PFG 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.


Loading charts...

Sharpe Ratios by Period


PFGCOSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

-0.37

+2.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.95

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

1.03

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.59

-0.36

Drawdowns

PFG vs. COST - Drawdown Comparison

The maximum PFG drawdown since its inception was -91.50%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for PFG and COST.


Loading charts...

Drawdown Indicators


PFGCOSTDifference

Max Drawdown

Largest peak-to-trough decline

-91.50%

-53.39%

-38.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-16.02%

+4.06%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

-20.74%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-29.32%

-31.40%

+2.08%

Max Drawdown (10Y)

Largest decline over 10 years

-64.73%

-31.40%

-33.33%

Current Drawdown

Current decline from peak

-0.36%

-11.15%

+10.79%

Average Drawdown

Average peak-to-trough decline

-21.86%

-13.36%

-8.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

9.60%

-5.91%

Volatility

PFG vs. COST - Volatility Comparison

The current volatility for Principal Financial Group, Inc. (PFG) is 5.01%, while Costco Wholesale Corporation (COST) has a volatility of 8.14%. This indicates that PFG 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.


Loading charts...

Volatility by Period


PFGCOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

8.14%

-3.13%

Volatility (6M)

Calculated over the trailing 6-month period

15.79%

14.83%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

21.73%

19.15%

+2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.63%

22.73%

+3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.95%

21.94%

+10.01%

Dividends

PFG vs. COST - Dividend Comparison

PFG's dividend yield for the trailing twelve months is around 3.08%, more than COST's 0.55% yield.


PositionTTM20252024202320222021202020192018201720162015
COST
Costco Wholesale Corporation
0.55%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%
PFG
Principal Financial Group, Inc.
3.08%3.49%3.68%3.30%3.05%3.37%4.52%3.96%4.75%2.65%2.78%3.33%

Financials

PFG vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Principal Financial 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


0.0020.00B40.00B60.00B80.00B20222023202420252026
135.60M
70.53B
(PFG) Total Revenue
(COST) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PFG and COST have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COST has higher volatility (8.14%) compared to PFG (5.01%). In terms of maximum drawdown, PFG dropped -91.50% vs COST's -53.39%.

PFG currently has the higher Sharpe Ratio (1.88 vs -0.37), 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.

Portfolio Optimizer

Find the right allocation for PFG and COST

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer