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

Correlation

The correlation between PNR and COST is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

PNR vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pentair plc (PNR) 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%NovemberDecember2025FebruaryMarchApril
2,596.79%
15,807.92%
PNR
COST

Key characteristics

Sharpe Ratio

PNR:

0.52

COST:

1.63

Sortino Ratio

PNR:

0.96

COST:

2.19

Omega Ratio

PNR:

1.13

COST:

1.30

Calmar Ratio

PNR:

0.53

COST:

2.08

Martin Ratio

PNR:

1.58

COST:

6.27

Ulcer Index

PNR:

10.06%

COST:

5.73%

Daily Std Dev

PNR:

30.77%

COST:

22.11%

Max Drawdown

PNR:

-77.69%

COST:

-53.39%

Current Drawdown

PNR:

-17.14%

COST:

-9.26%

Fundamentals

Market Cap

PNR:

$14.81B

COST:

$433.55B

EPS

PNR:

$3.87

COST:

$17.17

PE Ratio

PNR:

23.26

COST:

56.91

PEG Ratio

PNR:

1.58

COST:

5.82

PS Ratio

PNR:

3.63

COST:

1.64

PB Ratio

PNR:

4.08

COST:

16.95

Total Revenue (TTM)

PNR:

$4.08B

COST:

$264.09B

Gross Profit (TTM)

PNR:

$1.61B

COST:

$35.11B

EBITDA (TTM)

PNR:

$900.60M

COST:

$11.25B

Returns By Period

In the year-to-date period, PNR achieves a -10.08% return, which is significantly lower than COST's 6.76% return. Over the past 10 years, PNR has underperformed COST with an annualized return of 9.81%, while COST has yielded a comparatively higher 23.26% annualized return.


PNR

YTD

-10.08%

1M

1.09%

6M

-8.55%

1Y

13.77%

5Y*

23.88%

10Y*

9.81%

COST

YTD

6.76%

1M

4.09%

6M

9.91%

1Y

34.53%

5Y*

28.13%

10Y*

23.26%

*Annualized

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Risk-Adjusted Performance

PNR vs. COST — Risk-Adjusted Performance Rank

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

PNR
The Risk-Adjusted Performance Rank of PNR is 7070
Overall Rank
The Sharpe Ratio Rank of PNR is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of PNR is 6666
Sortino Ratio Rank
The Omega Ratio Rank of PNR is 6565
Omega Ratio Rank
The Calmar Ratio Rank of PNR is 7474
Calmar Ratio Rank
The Martin Ratio Rank of PNR is 7171
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9191
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 8888
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9494
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9090
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.

PNR vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pentair plc (PNR) 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 chart of Sharpe ratio for PNR, currently valued at 0.52, compared to the broader market-2.00-1.000.001.002.003.00
PNR: 0.52
COST: 1.63
The chart of Sortino ratio for PNR, currently valued at 0.96, compared to the broader market-6.00-4.00-2.000.002.004.00
PNR: 0.96
COST: 2.19
The chart of Omega ratio for PNR, currently valued at 1.13, compared to the broader market0.501.001.502.00
PNR: 1.13
COST: 1.30
The chart of Calmar ratio for PNR, currently valued at 0.53, compared to the broader market0.001.002.003.004.005.00
PNR: 0.53
COST: 2.08
The chart of Martin ratio for PNR, currently valued at 1.58, compared to the broader market-5.000.005.0010.0015.0020.00
PNR: 1.58
COST: 6.27

The current PNR Sharpe Ratio is 0.52, which is lower than the COST Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of PNR 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.52
1.63
PNR
COST

Dividends

PNR vs. COST - Dividend Comparison

PNR's dividend yield for the trailing twelve months is around 1.07%, more than COST's 0.36% yield.


TTM20242023202220212020201920182017201620152014
PNR
Pentair plc
1.07%0.91%1.21%1.87%1.10%1.43%1.57%2.17%1.95%2.39%2.58%1.66%
COST
Costco Wholesale Corporation
0.36%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

PNR vs. COST - Drawdown Comparison

The maximum PNR drawdown since its inception was -77.69%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for PNR and COST. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.14%
-9.26%
PNR
COST

Volatility

PNR vs. COST - Volatility Comparison

Pentair plc (PNR) has a higher volatility of 18.25% compared to Costco Wholesale Corporation (COST) at 10.35%. This indicates that PNR'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%NovemberDecember2025FebruaryMarchApril
18.25%
10.35%
PNR
COST

Financials

PNR vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Pentair plc 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