PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PNR vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PNR 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.


-0.50.00.51.00.3

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%JulyAugustSeptemberOctoberNovemberDecember
2,938.66%
15,414.85%
PNR
COST

Key characteristics

Sharpe Ratio

PNR:

1.85

COST:

2.60

Sortino Ratio

PNR:

2.51

COST:

3.20

Omega Ratio

PNR:

1.33

COST:

1.46

Calmar Ratio

PNR:

3.61

COST:

4.72

Martin Ratio

PNR:

10.52

COST:

12.17

Ulcer Index

PNR:

4.38%

COST:

3.98%

Daily Std Dev

PNR:

24.89%

COST:

18.66%

Max Drawdown

PNR:

-58.95%

COST:

-53.39%

Current Drawdown

PNR:

-6.65%

COST:

-4.08%

Fundamentals

Market Cap

PNR:

$17.43B

COST:

$435.99B

EPS

PNR:

$4.00

COST:

$16.98

PE Ratio

PNR:

26.37

COST:

57.84

PEG Ratio

PNR:

1.94

COST:

5.99

Total Revenue (TTM)

PNR:

$4.09B

COST:

$258.81B

Gross Profit (TTM)

PNR:

$1.60B

COST:

$32.80B

EBITDA (TTM)

PNR:

$939.50M

COST:

$12.25B

Returns By Period

In the year-to-date period, PNR achieves a 41.82% return, which is significantly lower than COST's 45.38% return. Over the past 10 years, PNR has underperformed COST with an annualized return of 10.48%, while COST has yielded a comparatively higher 23.42% annualized return.


PNR

YTD

41.82%

1M

-2.13%

6M

28.96%

1Y

44.65%

5Y*

19.29%

10Y*

10.48%

COST

YTD

45.38%

1M

2.80%

6M

12.78%

1Y

47.55%

5Y*

28.68%

10Y*

23.42%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PNR, currently valued at 1.85, compared to the broader market-4.00-2.000.002.001.852.60
The chart of Sortino ratio for PNR, currently valued at 2.51, compared to the broader market-4.00-2.000.002.004.002.513.20
The chart of Omega ratio for PNR, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.46
The chart of Calmar ratio for PNR, currently valued at 3.61, compared to the broader market0.002.004.006.003.614.72
The chart of Martin ratio for PNR, currently valued at 10.52, compared to the broader market-5.000.005.0010.0015.0020.0025.0010.5212.17
PNR
COST

The current PNR Sharpe Ratio is 1.85, which is comparable to the COST Sharpe Ratio of 2.60. 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.85
2.60
PNR
COST

Dividends

PNR vs. COST - Dividend Comparison

PNR's dividend yield for the trailing twelve months is around 0.90%, less than COST's 2.04% yield.


TTM20232022202120202019201820172016201520142013
PNR
Pentair plc
0.90%1.21%1.87%1.10%1.43%1.57%2.17%1.95%2.39%2.58%1.66%1.24%
COST
Costco Wholesale Corporation
2.04%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

PNR vs. COST - Drawdown Comparison

The maximum PNR drawdown since its inception was -58.95%, 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.65%
-4.08%
PNR
COST

Volatility

PNR vs. COST - Volatility Comparison

Pentair plc (PNR) has a higher volatility of 5.89% compared to Costco Wholesale Corporation (COST) at 4.84%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.89%
4.84%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab