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.
Performance
PG vs. COST - Performance Comparison
Returns By Period
In the year-to-date period, PG achieves a 18.57% return, which is significantly lower than COST's 38.22% return. Over the past 10 years, PG has underperformed COST with an annualized return of 9.85%, while COST has yielded a comparatively higher 23.25% annualized return.
PG
18.57%
-1.07%
2.34%
13.69%
9.75%
9.85%
COST
38.22%
2.10%
14.29%
61.68%
26.80%
23.25%
Fundamentals
| PG | COST | |
|---|---|---|
| Market Cap | $390.56B | $413.11B |
| EPS | $5.79 | $16.61 |
| PE Ratio | 28.64 | 56.13 |
| PEG Ratio | 3.50 | 5.66 |
| Total Revenue (TTM) | $83.91B | $254.45B |
| Gross Profit (TTM) | $43.14B | $32.10B |
| EBITDA (TTM) | $22.32B | $10.63B |
Key characteristics
| PG | COST | |
|---|---|---|
| Sharpe Ratio | 0.96 | 2.87 |
| Sortino Ratio | 1.39 | 3.49 |
| Omega Ratio | 1.19 | 1.51 |
| Calmar Ratio | 1.66 | 5.49 |
| Martin Ratio | 5.24 | 14.21 |
| Ulcer Index | 2.82% | 3.97% |
| Daily Std Dev | 15.43% | 19.64% |
| Max Drawdown | -54.23% | -53.39% |
| Current Drawdown | -4.08% | -3.89% |
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Correlation
The correlation between PG and COST is 0.29, 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.
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.
Dividends
PG vs. COST - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.34%, more than COST's 2.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.34% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
COST Costco Wholesale Corporation | 2.15% | 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%, 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.
Volatility
PG vs. COST - Volatility Comparison
The Procter & Gamble Company (PG) and Costco Wholesale Corporation (COST) have volatilities of 5.15% and 5.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities