CTRE vs PGR, ALL

Asset Allocation

Position	Category/Sector	Target Weight
ALL The Allstate Corporation	Financial Services	33.33%
PGR The Progressive Corporation	Financial Services	33.33%
CTRE CareTrust REIT, Inc.	Real Estate	33.33%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CTRE vs PGR, ALL, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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Returns By Period

As of Jun 6, 2026, the CTRE vs PGR, ALL returned 0.34% Year-To-Date and 19.07% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio CTRE vs PGR, ALL	-2.45%	-2.66%	0.34%	0.91%	3.05%	25.52%	16.41%	19.07%
Portfolio components:
ALL The Allstate Corporation	-2.71%	1.41%	4.37%	8.15%	5.93%	27.04%	12.75%	14.79%
CTRE CareTrust REIT, Inc.	-2.77%	-11.25%	3.20%	-0.19%	32.18%	29.03%	14.79%	15.71%
PGR The Progressive Corporation	-1.84%	3.23%	-6.42%	-4.51%	-23.65%	18.74%	18.76%	23.25%

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

Monthly Returns

Based on dividend-adjusted daily data since May 30, 2014, CTRE vs PGR, ALL's average daily return is +0.08%, while the average monthly return is +1.51%. At this rate, an investment would double in approximately 3.9 years.

Historically, 63% of months were positive and 37% were negative. The best month was Aug 2024 with a return of +13.1%, while the worst month was Mar 2020 at -13.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CTRE vs PGR, ALL closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -13.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-1.34%	6.48%	-6.38%	4.70%	-2.24%	-0.33%							0.34%
2025	0.83%	5.35%	5.13%	-0.73%	1.64%	-0.82%	-1.45%	3.71%	2.45%	-9.11%	10.10%	-1.74%	15.06%
2024	5.69%	5.52%	9.17%	0.15%	1.32%	-2.30%	5.93%	13.09%	1.76%	-0.01%	4.12%	-8.66%	39.91%
2023	3.82%	0.24%	-3.97%	-0.16%	-4.32%	2.88%	1.09%	-0.39%	3.62%	11.17%	6.43%	-1.02%	20.01%
2022	0.46%	-5.56%	10.91%	-10.17%	11.10%	-2.77%	1.01%	4.89%	-5.97%	5.00%	5.17%	-1.82%	10.30%
2021	-2.94%	-1.07%	8.62%	6.53%	0.87%	-1.45%	0.18%	-1.10%	-6.14%	1.46%	-5.23%	11.70%	10.32%

Benchmark Metrics

CTRE vs PGR, ALL has an annualized alpha of 10.29%, beta of 0.71, and R2 of 0.37 versus S&P 500 Index. Calculated based on daily prices since May 30, 2014.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (82.72%) than losses (42.57%) - typical of diversified or defensive assets.
R2 of 0.37 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha: 10.29%

Beta: 0.71

R²: 0.37

Upside Capture: 82.72%

Downside Capture: 42.57%

Expense Ratio

CTRE vs PGR, ALL has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

CTRE vs PGR, ALL ranks 7 for risk / return — in the bottom 7% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

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.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for CTRE vs PGR, ALL and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	0.18	1.94	-1.76
Sortino ratioReturn per unit of downside risk	0.37	2.63	-2.25
Omega ratioGain probability vs. loss probability	1.04	1.35	-0.31
Calmar ratioReturn relative to maximum drawdown	0.31	2.59	-2.27
Martin ratioReturn relative to average drawdown	0.90	11.84	-10.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ALL The Allstate Corporation	49	0.25	0.51	1.06	0.52	1.33
CTRE CareTrust REIT, Inc.	79	1.35	1.89	1.24	2.49	9.27
PGR The Progressive Corporation	6	-1.04	-1.41	0.84	-0.94	-1.43

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

CTRE vs PGR, ALL Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 0.18
5-Year: 0.87
10-Year: 0.91
All Time: 0.89

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.53, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of CTRE vs PGR, ALL compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

CTRE vs PGR, ALL provided a 4.37% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.37%	2.59%	2.23%	2.60%	2.91%	4.54%	3.05%	3.34%	2.84%	2.35%	2.91%	3.31%
Portfolio components:
ALL The Allstate Corporation	2.40%	1.92%	1.91%	2.54%	2.51%	2.75%	1.96%	1.78%	2.23%	1.41%	1.78%	1.93%
CTRE CareTrust REIT, Inc.	3.78%	3.71%	4.29%	5.00%	5.92%	4.64%	4.51%	4.36%	4.44%	4.42%	4.44%	5.84%
PGR The Progressive Corporation	6.94%	2.15%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the CTRE vs PGR, ALL. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the CTRE vs PGR, ALL was 39.23%, occurring on Mar 18, 2020. Recovery took 187 trading sessions.

The current CTRE vs PGR, ALL drawdown is 2.98%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-39.23%Mar 2020	29d	8mo 28d	9mo 27dFeb 2020 - Dec 2020
Rate-hike selloffLate 2018	-15.60%Dec 2018	1mo 15d	1mo 9d	2mo 24dNov 2018 - Feb 2019
2021 correction2021	-14.67%Dec 2021	6mo 18d	1mo 7d	7mo 25dMay 2021 - Jan 2022
2016 correction2016	-14.18%Jan 2016	6mo 9d	1mo 21d	8moJul 2015 - Mar 2016
2023 correction2023	-13.76%Jul 2023	4mo 27d	3mo 1d	7mo 28dFeb 2023 - Oct 2023

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.35	1.30	1.30	1.30	1.31

The portfolio has a diversification ratio of 1.31, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

CTRE vs PGR, ALL correlation to the S&P 500 Index

CTRE vs PGR, ALL has a 0.03 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.45
Correlation (All Time) Calculated using the full available price history since May 30, 2014	0.48

Benchmark Correlations

Correlation vs. S&P 500 Index. ALL has the highest benchmark correlation at 0.44, while CTRE has the lowest at 0.34.

CTRE

0.34

PGR

0.40

ALL

0.44

Portfolio Correlations

Correlation vs. CTRE vs PGR, ALL. ALL has the highest portfolio correlation at 0.78, while CTRE has the lowest at 0.71.

CTRE

0.71

PGR

0.76

ALL

0.78

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	CTRE	PGR	ALL
CTRE	1.00	0.25	0.28
PGR	0.25	1.00	0.65
ALL	0.28	0.65	1.00

The correlation results are calculated based on daily price changes starting from May 30, 2014

Diversification Analysis

Find what CTRE vs PGR, ALL is missing

See which holdings overlap, where CTRE vs PGR, ALL is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification