PRVA vs. COST

Last updated Jun 25, 2026

PRVA (Privia Health Group, Inc.) and COST (Costco Wholesale Corporation) are both stocks. PRVA operates in Health Information Services (Healthcare), while COST operates in Discount Stores (Consumer Defensive). Over the past 5 years, PRVA returned -11.85%/yr vs 20.79%/yr for COST. At a 0.17 correlation, their price movements are largely independent.

Performance

PRVA vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Privia Health Group, Inc. (PRVA) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRVA achieves a 3.37% return, which is significantly lower than COST's 11.77% return.

PRVA

• 1D: 3.24%
• 1M: 7.55%
• YTD: 3.37%
• 6M: 3.46%
• 1Y: 11.36%
• 3Y*: 0.20%
• 5Y*: -11.85%
• 10Y*: —

COST

• 1D: 0.36%
• 1M: -6.53%
• YTD: 11.77%
• 6M: 10.55%
• 1Y: -3.54%
• 3Y*: 24.02%
• 5Y*: 20.79%
• 10Y*: 22.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRVA vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PRVA Privia Health Group, Inc.	3.37%	21.28%	-15.11%	1.41%	-12.21%	12.48%
COST Costco Wholesale Corporation	11.77%	-5.39%	39.62%	49.00%	-19.05%	54.21%

Correlation

The correlation between PRVA and COST is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (All Time) Calculated using the full available price history since Apr 28, 2021	0.17

Fundamentals

EPS PRVA : $23.78 COST : $26.51
PE Ratio PRVA : 1.03 COST : 36.26
PEG Ratio PRVA : 0.02 COST : 2.83
PS Ratio PRVA : 1.41 COST : 1.09
Total Revenue (TTM) PRVA : $2.25B COST : $293.59B
Gross Profit (TTM) PRVA : $158.32M COST : $11.12B
EBITDA (TTM) PRVA : $53.65M COST : $12.48B

Return for Risk

PRVA vs. COST — Risk / Return Rank

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

PRVA

PRVA Risk / Return Rank: 53
PRVA Sharpe Ratio Rank: 56
PRVA Sortino Ratio Rank: 51
PRVA Omega Ratio Rank: 48
PRVA Calmar Ratio Rank: 55
PRVA Martin Ratio Rank: 55

COST

COST Risk / Return Rank: 32
COST Sharpe Ratio Rank: 35
COST Sortino Ratio Rank: 29
COST Omega Ratio Rank: 30
COST Calmar Ratio Rank: 35
COST Martin Ratio Rank: 33

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRVA vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Privia Health Group, Inc. (PRVA) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PRVA	COST	Difference
Sharpe ratio: Return per unit of total volatility	0.35	-0.19	+0.54
Sortino ratio: Return per unit of downside risk	0.76	-0.14	+0.90
Omega ratio: Gain probability vs. loss probability	1.09	0.98	+0.10
Calmar ratio: Return relative to maximum drawdown	0.47	-0.25	+0.72
Martin ratio: Return relative to average drawdown	0.98	-0.55	+1.53

PRVA vs. COST - Sharpe Ratio Comparison

The current PRVA Sharpe Ratio is 0.35, which is higher than the COST Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of PRVA and COST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PRVA vs. COST - Drawdown Comparison

The maximum PRVA drawdown since its inception was -67.33%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for PRVA and COST.

Drawdown Indicators

	PRVA	COST	Difference
Max Drawdown Largest peak-to-trough decline	-67.33%	-53.39%	-13.94%
Max Drawdown (1Y) Largest decline over 1 year	-24.17%	-14.42%	-9.75%
Max Drawdown (3Y) Largest decline over 3 years	-42.37%	-20.74%	-21.63%
Max Drawdown (5Y) Largest decline over 5 years	-67.33%	-31.40%	-35.93%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.40%	—
Current Drawdown Current decline from peak	-50.23%	-12.17%	-38.06%
Average Drawdown Average peak-to-trough decline	-48.77%	-13.36%	-35.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.58%	6.81%	+4.77%

Volatility

PRVA vs. COST - Volatility Comparison

Privia Health Group, Inc. (PRVA) has a higher volatility of 9.08% compared to Costco Wholesale Corporation (COST) at 6.17%. This indicates that PRVA'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.

Volatility by Period

	PRVA	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.08%	6.17%	+2.91%
Volatility (6M) Calculated over the trailing 6-month period	24.16%	14.48%	+9.68%
Volatility (1Y) Calculated over the trailing 1-year period	32.65%	18.77%	+13.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.72%	22.73%	+25.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.34%	21.97%	+32.37%

Dividends

PRVA vs. COST - Dividend Comparison

PRVA has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.56%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.56%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
PRVA Privia Health Group, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both PRVA and COST in my portfolio?

PRVA and COST have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRVA or COST?

PRVA has higher volatility (9.08%) compared to COST (6.17%). In terms of maximum drawdown, PRVA dropped -67.33% vs COST's -53.39%.

Which has better risk-adjusted returns?

PRVA currently has the higher Sharpe Ratio (0.35 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.