COST vs KR: Correlation
Measured on weekly returns over the past three years, Costco (COST) and Kroger (KR) carry a correlation of 0.25, a weak link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are COST and KR?
Over the past 3 years, COST and KR moved with a correlation of 0.25, which is weak. The link has tightened recently: the 1-year correlation (0.42) runs above the 3-year figure (0.25). Over 5 years the correlation is 0.35, and the annualized covariance of weekly returns is 114.6 %².
By 3-year correlation, KR places #22 of the 33 assets tracked against COST. On 12-month performance COST holds a 13.4-point edge, -1.0% against -14.4%. The relationship is regime-dependent: the rolling one-year correlation swung between -0.24 and 0.50 over the past three years, so this pair behaves very differently depending on the market environment.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
COST vs KR: side by side
| COST (Costco) | KR (Kroger) | |
|---|---|---|
| 1-year return | -1.0% | -14.4% |
| 5-year return | +116.3% | +37.3% |
| Volatility (ann.) | 19.8% | 23.4% |
| Beta vs S&P 500 | 0.45 | -0.16 |
| Max drawdown (3Y) | -20.7% | -26.2% |
| Market cap | $414.5B | – |
| P/E (trailing) | 48.1 | 33.3 |
| Dividend yield | 0.56% | 1.79% |
| Sector / category | Consumer Staples | Consumer Staples |
Year-by-year returns
| Year | COST | KR |
|---|---|---|
| 2022 | -19.0% | +0.4% |
| 2023 | +49.0% | +5.0% |
| 2024 | +39.6% | +36.9% |
| 2025 | -5.4% | +4.3% |
| 2026 | +8.9% | -7.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are COST and KR good diversifiers for each other?
A fair diversifier. At 0.25, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
FAQ
What is the correlation between COST and KR?
As of 2026-08-27, the correlation of weekly returns between COST and KR is 0.25 over 3 years, 0.42 over 1 year and 0.35 over 5 years.
Is KR a good diversifier for COST?
A fair diversifier. At 0.25, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
What does a correlation of 0.25 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/cost-vs-kr.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/cost-vs-kr/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: COST correlations · KR correlations
