Rico and Skipper have known each other since they were kids and are brothers. They, along with Kowalski and private come together as their own family. Rico is undoubtedly loyal to Skipper, and looks to him truly as the leader of their company. They also share a love of destruction together, seeing that Skipper let Rico use dynamite for them to escape Nana's home after rescuing Private. However, Rico cannot go without blowing something up if he over reacts with it.
Rico and Kowalski are also brothers and have a strong familial bond.
Rico cares about Private a great deal ever since they saved him when Private was just an egg. Rico also grieved when he, Skipper and Kowalski believed their younger brother parished by Dave's medusa serum and later hugs him when realizing Private is alive indeed.
Mrs. Perky is Rico's doll girlfriend, defining her to be real in his own mind. He did depart with Mrs. Perky and gave her to a girl who lost the same doll and replaces her with the identical one.