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

Key characteristics


PGRECOST
YTD Return-5.83%20.93%
1Y Return14.68%64.52%
3Y Return (Ann)-20.12%29.52%
5Y Return (Ann)-16.67%28.44%
Sharpe Ratio0.303.58
Daily Std Dev44.55%18.29%
Max Drawdown-73.71%-70.95%
Current Drawdown-67.12%0.00%

Fundamentals


PGRECOST
Market Cap$1.13B$349.12B
EPS-$1.16$15.27
PEG Ratio0.535.15
Revenue (TTM)$476.77M$248.83B
Gross Profit (TTM)$408.47M$30.10B
EBITDA (TTM)$111.70M$11.07B

Correlation

-0.50.00.51.00.2

The correlation between PGRE and COST is 0.22, 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

PGRE vs. COST - Performance Comparison

In the year-to-date period, PGRE achieves a -5.83% return, which is significantly lower than COST's 20.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%400.00%500.00%600.00%December2024FebruaryMarchAprilMay
-64.28%
599.63%
PGRE
COST

Compare stocks, funds, or ETFs

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


Paramount Group, Inc.

Costco Wholesale Corporation

Risk-Adjusted Performance

PGRE vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Paramount Group, Inc. (PGRE) 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.


PGRE
Sharpe ratio
The chart of Sharpe ratio for PGRE, currently valued at 0.30, compared to the broader market-2.00-1.000.001.002.003.004.000.30
Sortino ratio
The chart of Sortino ratio for PGRE, currently valued at 0.82, compared to the broader market-4.00-2.000.002.004.006.000.82
Omega ratio
The chart of Omega ratio for PGRE, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for PGRE, currently valued at 0.18, compared to the broader market0.002.004.006.000.18
Martin ratio
The chart of Martin ratio for PGRE, currently valued at 1.02, compared to the broader market-10.000.0010.0020.0030.001.02
COST
Sharpe ratio
The chart of Sharpe ratio for COST, currently valued at 3.58, compared to the broader market-2.00-1.000.001.002.003.004.003.58
Sortino ratio
The chart of Sortino ratio for COST, currently valued at 4.27, compared to the broader market-4.00-2.000.002.004.006.004.27
Omega ratio
The chart of Omega ratio for COST, currently valued at 1.66, compared to the broader market0.501.001.502.001.66
Calmar ratio
The chart of Calmar ratio for COST, currently valued at 3.30, compared to the broader market0.002.004.006.003.30
Martin ratio
The chart of Martin ratio for COST, currently valued at 18.51, compared to the broader market-10.000.0010.0020.0030.0018.51

PGRE vs. COST - Sharpe Ratio Comparison

The current PGRE Sharpe Ratio is 0.30, which is lower than the COST Sharpe Ratio of 3.58. The chart below compares the 12-month rolling Sharpe Ratio of PGRE and COST.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2024FebruaryMarchAprilMay
0.30
3.58
PGRE
COST

Dividends

PGRE vs. COST - Dividend Comparison

PGRE's dividend yield for the trailing twelve months is around 2.90%, more than COST's 2.42% yield.


TTM20232022202120202019201820172016201520142013
PGRE
Paramount Group, Inc.
2.90%3.54%5.23%3.36%4.09%2.87%3.18%2.40%2.38%2.31%0.00%0.00%
COST
Costco Wholesale Corporation
2.42%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

PGRE vs. COST - Drawdown Comparison

The maximum PGRE drawdown since its inception was -73.71%, roughly equal to the maximum COST drawdown of -70.95%. Use the drawdown chart below to compare losses from any high point for PGRE and COST. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-67.12%
0
PGRE
COST

Volatility

PGRE vs. COST - Volatility Comparison

Paramount Group, Inc. (PGRE) has a higher volatility of 7.08% compared to Costco Wholesale Corporation (COST) at 4.44%. This indicates that PGRE's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
7.08%
4.44%
PGRE
COST

Financials

PGRE vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Paramount 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



Values in USD except per share items