Correlation Analysis
Citizens Financial Group, Inc. vs Costco Wholesale Corp
CFG vs COST
+0.353
Light positive
When one moves up, the other tends to follow.
Citizens Financial Group, Inc.
↗CFG
Citizens Financial Group Inc is a bank holding company headquartered in Providence, Rhode Island. Through its subsidiaries, it offers various retail and commercial banking products and services to individuals, small businesses, middle-market companies, large corporations, and institutions. The group's reportable business segments are: Consumer Banking and Commercial Banking. The majority of its revenue is generated from the Consumer Banking segment, which serves consumer customers and small businesses, offering traditional banking products and services, including deposits, mortgage and home equity lending, credit cards, small business loans, education loans, point-of-sale finance loans, and wealth management solutions, among others, through a network of branches and ATMs.
Market cap 26.1B · 17,398 employees
Costco Wholesale Corp
↗COST
Founded in 1983, Costco Wholesale now operates a global chain of membership-based warehouse clubs, delivering high-quality goods and services at consistently low prices. As of its most recent fiscal year, Costco operated approximately 910 warehouses, serving more than 80 million members across its three geographic segments: Costco US (approximately 73% of total revenue), Costco Canada (13%), and Costco International (14%).Costco's core value proposition—quality products at unbeatable prices—has yielded consistently strong member renewal rates (93% in the US and Canada and nearly 90% internationally). About 55% of Costco's fiscal 2025 revenue came from its grocery offerings, and another 25% from general merchandise.
Market cap 451.9B
Time Series
Relative Performance
Who Moves First
COST leads CFG by 6 days
COST tends to move before CFG.
After testing 13 timing shifts, the strongest relationship was +0.358 (they moved in the same direction).
Do They Crash Together?
Correlation by Market Regime
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
+0.187
14 periods · Return correlation when both series rose
Both Falling
+0.092
6 periods · Return correlation when both series fell
Diverging
-0.863
15 periods · Return correlation when series moved apart
R-Squared
12.5%
Share of variance in one series explained by the other.
Trend Agreement
58.5%
How often both series moved in the same direction period-to-period.
Overlap Quality
1,254
Deep shared window — 1,254 usable pairs.
Significance
p < 0.001
95% CI: [0.304, 0.401]
Scatter
XY Regression
Pipeline
Data quality details
Pipeline
Data quality details
Pipeline Summary
1,254 paired data points survived the daily window.
Raw input
1,254
1,254
Normalized
1,254
1,254
Prepared
1,254
1,254
Aligned
1,254
1,254
Invalid removed
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
0
A: 0 / B: 0
Series A
Citizens Financial Group, Inc.
CFG
Market cap 26.1B · 17,398 employees
Stock · 1,254 raw → 1,254 prepared
Series B
Costco Wholesale Corp
COST
Market cap 451.9B
Stock · 1,254 raw → 1,254 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
5
Estimated crossover points between normalized spreads.
Slope
8.2577
Linear regression slope.
Intercept
338.9591
Linear regression intercept.
Related Extremes
Highest and Lowest Correlated
CFG
Citizens Financial Group, Inc.
Highest
+0.674
Tesla, Inc. Common Stock
TSLA · 1,254 data points
Lowest
+0.019
Exxon Mobil Corporation
XOM · 1,254 data points
Saved 6 hours ago · ID: stock-cfg-vs-stock-cost-daily