PG vs. COST
Compare and contrast key facts about The Procter & Gamble Company (PG) and Costco Wholesale Corporation (COST).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PG or COST.
Key characteristics
PG | COST | |
---|---|---|
YTD Return | 11.67% | 11.07% |
1Y Return | 13.93% | 54.94% |
3Y Return (Ann) | 8.97% | 29.56% |
5Y Return (Ann) | 12.14% | 27.03% |
10Y Return (Ann) | 10.52% | 23.35% |
Sharpe Ratio | 1.01 | 2.86 |
Daily Std Dev | 14.15% | 18.51% |
Max Drawdown | -54.23% | -70.95% |
Current Drawdown | 0.00% | -6.81% |
Fundamentals
PG | COST | |
---|---|---|
Market Cap | $380.39B | $325.89B |
EPS | $5.97 | $15.28 |
PE Ratio | 27.08 | 48.09 |
PEG Ratio | 3.42 | 5.19 |
Revenue (TTM) | $83.93B | $248.83B |
Gross Profit (TTM) | $39.25B | $30.10B |
EBITDA (TTM) | $23.72B | $11.07B |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
The Procter & Gamble Company | 1.01 | ||||
Costco Wholesale Corporation | 2.86 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.