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ALL vs. PGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALL and PGR is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

ALL vs. PGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Allstate Corporation (ALL) and The Progressive Corporation (PGR). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
21.72%
14.81%
ALL
PGR

Key characteristics

Sharpe Ratio

ALL:

2.19

PGR:

2.68

Sortino Ratio

ALL:

2.97

PGR:

3.73

Omega Ratio

ALL:

1.38

PGR:

1.47

Calmar Ratio

ALL:

4.59

PGR:

5.09

Martin Ratio

ALL:

12.29

PGR:

18.11

Ulcer Index

ALL:

3.72%

PGR:

3.05%

Daily Std Dev

ALL:

20.85%

PGR:

20.65%

Max Drawdown

ALL:

-77.03%

PGR:

-71.05%

Current Drawdown

ALL:

-6.67%

PGR:

-10.75%

Fundamentals

Market Cap

ALL:

$51.21B

PGR:

$145.01B

EPS

ALL:

$15.47

PGR:

$13.76

PE Ratio

ALL:

12.50

PGR:

17.99

PEG Ratio

ALL:

3.40

PGR:

1.00

Total Revenue (TTM)

ALL:

$62.43B

PGR:

$71.60B

Gross Profit (TTM)

ALL:

$53.41B

PGR:

$71.59B

EBITDA (TTM)

ALL:

$16.31B

PGR:

$10.67B

Returns By Period

In the year-to-date period, ALL achieves a 41.17% return, which is significantly lower than PGR's 51.62% return. Over the past 10 years, ALL has underperformed PGR with an annualized return of 13.07%, while PGR has yielded a comparatively higher 27.65% annualized return.


ALL

YTD

41.17%

1M

-1.46%

6M

21.72%

1Y

45.94%

5Y*

14.50%

10Y*

13.07%

PGR

YTD

51.62%

1M

-6.63%

6M

14.81%

1Y

54.33%

5Y*

30.28%

10Y*

27.65%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ALL vs. PGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Allstate Corporation (ALL) and The Progressive Corporation (PGR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ALL, currently valued at 2.19, compared to the broader market-4.00-2.000.002.002.192.68
The chart of Sortino ratio for ALL, currently valued at 2.97, compared to the broader market-4.00-2.000.002.004.002.973.73
The chart of Omega ratio for ALL, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.47
The chart of Calmar ratio for ALL, currently valued at 4.59, compared to the broader market0.002.004.006.004.595.09
The chart of Martin ratio for ALL, currently valued at 12.29, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.2918.11
ALL
PGR

The current ALL Sharpe Ratio is 2.19, which is comparable to the PGR Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of ALL and PGR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.19
2.68
ALL
PGR

Dividends

ALL vs. PGR - Dividend Comparison

ALL's dividend yield for the trailing twelve months is around 1.90%, more than PGR's 0.48% yield.


TTM20232022202120202019201820172016201520142013
ALL
The Allstate Corporation
1.90%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%1.83%
PGR
The Progressive Corporation
0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%1.05%

Drawdowns

ALL vs. PGR - Drawdown Comparison

The maximum ALL drawdown since its inception was -77.03%, which is greater than PGR's maximum drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for ALL and PGR. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.67%
-10.75%
ALL
PGR

Volatility

ALL vs. PGR - Volatility Comparison

The Allstate Corporation (ALL) and The Progressive Corporation (PGR) have volatilities of 6.94% and 7.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.94%
7.30%
ALL
PGR

Financials

ALL vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between The Allstate Corporation and The Progressive Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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