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

Key characteristics


PGCOST
YTD Return11.67%11.07%
1Y Return13.93%54.94%
3Y Return (Ann)8.97%29.56%
5Y Return (Ann)12.14%27.03%
10Y Return (Ann)10.52%23.35%
Sharpe Ratio1.012.86
Daily Std Dev14.15%18.51%
Max Drawdown-54.23%-70.95%
Current Drawdown0.00%-6.81%

Fundamentals


PGCOST
Market Cap$380.39B$325.89B
EPS$5.97$15.28
PE Ratio27.0848.09
PEG Ratio3.425.19
Revenue (TTM)$83.93B$248.83B
Gross Profit (TTM)$39.25B$30.10B
EBITDA (TTM)$23.72B$11.07B

Correlation

0.28
-1.001.00

The correlation between PG and COST is 0.28, 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.

Performance

PG vs. COST - Performance Comparison

In the year-to-date period, PG achieves a 11.67% return, which is significantly higher than COST's 11.07% return. Over the past 10 years, PG has underperformed COST with an annualized return of 10.52%, while COST has yielded a comparatively higher 23.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%70,000.00%OctoberNovemberDecember2024FebruaryMarch
10,139.28%
60,830.50%
PG
COST

Compare stocks, funds, or ETFs


The Procter & Gamble Company

Costco Wholesale Corporation

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
PG
The Procter & Gamble Company
1.01
COST
Costco Wholesale Corporation
2.86

PG vs. COST - Sharpe Ratio Comparison

The current PG Sharpe Ratio is 1.01, which is lower than the COST Sharpe Ratio of 2.86. The chart below compares the 12-month rolling Sharpe Ratio of PG and COST.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
1.01
2.86
PG
COST

Dividends

PG vs. COST - Dividend Comparison

PG's dividend yield for the trailing twelve months is around 2.31%, less than COST's 2.61% yield.


TTM20232022202120202019201820172016201520142013
PG
The Procter & Gamble Company
2.31%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
COST
Costco Wholesale Corporation
2.61%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

PG vs. COST - Drawdown Comparison

The maximum PG drawdown since its inception was -54.23%, smaller than the maximum COST drawdown of -70.95%. The drawdown chart below compares losses from any high point along the way for PG and COST


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch0
-6.81%
PG
COST

Volatility

PG vs. COST - Volatility Comparison

The current volatility for The Procter & Gamble Company (PG) is 2.25%, while Costco Wholesale Corporation (COST) has a volatility of 9.62%. 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.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
2.25%
9.62%
PG
COST