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

Correlation

The correlation between PG and COST is 0.46, 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

PG vs. COST - Performance Comparison

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

5,000.00%10,000.00%15,000.00%December2025FebruaryMarchAprilMay
2,926.26%
16,317.53%
PG
COST

Key characteristics

Sharpe Ratio

PG:

-0.04

COST:

1.64

Sortino Ratio

PG:

0.07

COST:

2.19

Omega Ratio

PG:

1.01

COST:

1.30

Calmar Ratio

PG:

-0.06

COST:

2.09

Martin Ratio

PG:

-0.15

COST:

6.15

Ulcer Index

PG:

5.00%

COST:

5.87%

Daily Std Dev

PG:

18.87%

COST:

22.01%

Max Drawdown

PG:

-54.23%

COST:

-53.39%

Current Drawdown

PG:

-10.24%

COST:

-6.35%

Fundamentals

Market Cap

PG:

$376.35B

COST:

$450.29B

EPS

PG:

$6.29

COST:

$17.15

PE Ratio

PG:

25.52

COST:

59.18

PEG Ratio

PG:

3.91

COST:

5.34

PS Ratio

PG:

4.54

COST:

1.71

PB Ratio

PG:

7.39

COST:

17.49

Total Revenue (TTM)

PG:

$83.93B

COST:

$264.09B

Gross Profit (TTM)

PG:

$43.05B

COST:

$35.11B

EBITDA (TTM)

PG:

$23.39B

COST:

$11.25B

Returns By Period

In the year-to-date period, PG achieves a -3.79% return, which is significantly lower than COST's 10.18% return. Over the past 10 years, PG has underperformed COST with an annualized return of 10.05%, while COST has yielded a comparatively higher 23.52% annualized return.


PG

YTD

-3.79%

1M

0.05%

6M

0.15%

1Y

-1.54%

5Y*

9.26%

10Y*

10.05%

COST

YTD

10.18%

1M

11.05%

6M

12.27%

1Y

31.25%

5Y*

29.15%

10Y*

23.52%

*Annualized

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Risk-Adjusted Performance

PG vs. COST — Risk-Adjusted Performance Rank

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

PG
The Risk-Adjusted Performance Rank of PG is 4444
Overall Rank
The Sharpe Ratio Rank of PG is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of PG is 3939
Sortino Ratio Rank
The Omega Ratio Rank of PG is 3939
Omega Ratio Rank
The Calmar Ratio Rank of PG is 4848
Calmar Ratio Rank
The Martin Ratio Rank of PG is 4848
Martin Ratio Rank

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

PG vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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 PG Sharpe Ratio is -0.04, which is lower than the COST Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of PG 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
-0.04
1.64
PG
COST

Dividends

PG vs. COST - Dividend Comparison

PG's dividend yield for the trailing twelve months is around 2.56%, more than COST's 0.47% yield.


TTM20242023202220212020201920182017201620152014
PG
The Procter & Gamble Company
2.56%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%
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

PG vs. COST - Drawdown Comparison

The maximum PG drawdown since its inception was -54.23%, roughly equal to the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for PG and COST. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.24%
-6.35%
PG
COST

Volatility

PG vs. COST - Volatility Comparison

The current volatility for The Procter & Gamble Company (PG) is 7.24%, while Costco Wholesale Corporation (COST) has a volatility of 8.28%. This indicates that PG 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.


4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
7.24%
8.28%
PG
COST

Financials

PG vs. COST - Financials Comparison

This section allows you to compare key financial metrics between The Procter & Gamble Company 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


20.00B30.00B40.00B50.00B60.00B70.00B80.00B20212022202320242025
19.78B
63.72B
(PG) Total Revenue
(COST) Total Revenue
Values in USD except per share items

PG vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between The Procter & Gamble Company 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

10.0%20.0%30.0%40.0%50.0%20212022202320242025
51.0%
15.1%
(PG) Gross Margin
(COST) Gross Margin
PG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Procter & Gamble Company reported a gross profit of 10.08B and revenue of 19.78B. Therefore, the gross margin over that period was 51.0%.

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%.

PG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Procter & Gamble Company reported an operating income of 4.56B and revenue of 19.78B, resulting in an operating margin of 23.1%.

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%.

PG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Procter & Gamble Company reported a net income of 3.77B and revenue of 19.78B, resulting in a net margin of 19.1%.

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%.