The unique economic conditions that have arisen as a result of the financial crisis of 2020 may lead to practical difficulties in applying transfer pricing methods. The impact of the financial crisis in 2020 on the return on sales, return on costs and return on assets used in the method of comparable profitability for transfer pricing purposes was analyzed. Based on data on 42,600 Russian companies for the period from 2017 to 2020, a statistically significant direct link between the crisis and the profitability of enterprises was revealed. The authors describe an adjustment of the intervals of the mentioned profitability, developed on the basis of the results of an econometric study, taking into account the impact of the 2020 crisis for different sectors of the economy. The relevance of this research is due to the fact that the topic of studying the impact of the 2020 crisis using econometric methods is new in the scientific literature. In addition, it is possible to apply the results of the study for transfer pricing purposes.