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

Correlation

The correlation between ALL and PGR is 0.50, 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.


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.

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Key characteristics

Sharpe Ratio

ALL:

1.02

PGR:

1.68

Sortino Ratio

ALL:

1.44

PGR:

1.99

Omega Ratio

ALL:

1.20

PGR:

1.28

Calmar Ratio

ALL:

1.85

PGR:

2.98

Martin Ratio

ALL:

5.08

PGR:

7.61

Ulcer Index

ALL:

5.15%

PGR:

4.82%

Daily Std Dev

ALL:

25.86%

PGR:

24.63%

Max Drawdown

ALL:

-77.03%

PGR:

-71.05%

Current Drawdown

ALL:

-0.53%

PGR:

-1.75%

Fundamentals

Market Cap

ALL:

$55.36B

PGR:

$167.68B

EPS

ALL:

$14.64

PGR:

$14.82

PE Ratio

ALL:

14.28

PGR:

19.30

PEG Ratio

ALL:

2.14

PGR:

7.44

PS Ratio

ALL:

0.85

PGR:

2.14

PB Ratio

ALL:

2.71

PGR:

5.69

Total Revenue (TTM)

ALL:

$65.30B

PGR:

$78.52B

Gross Profit (TTM)

ALL:

$65.30B

PGR:

$19.50B

EBITDA (TTM)

ALL:

$5.82B

PGR:

$11.36B

Returns By Period

In the year-to-date period, ALL achieves a 8.98% return, which is significantly lower than PGR's 21.79% return. Over the past 10 years, ALL has underperformed PGR with an annualized return of 14.29%, while PGR has yielded a comparatively higher 29.70% annualized return.


ALL

YTD

8.98%

1M

7.63%

6M

7.19%

1Y

26.13%

5Y*

20.01%

10Y*

14.29%

PGR

YTD

21.79%

1M

3.96%

6M

14.09%

1Y

41.10%

5Y*

33.02%

10Y*

29.70%

*Annualized

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Risk-Adjusted Performance

ALL vs. PGR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALL
The Risk-Adjusted Performance Rank of ALL is 8383
Overall Rank
The Sharpe Ratio Rank of ALL is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of ALL is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ALL is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ALL is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ALL is 8787
Martin Ratio Rank

PGR
The Risk-Adjusted Performance Rank of PGR is 9191
Overall Rank
The Sharpe Ratio Rank of PGR is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 8686
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 8686
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PGR is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current ALL Sharpe Ratio is 1.02, which is lower than the PGR Sharpe Ratio of 1.68. 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.


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Dividends

ALL vs. PGR - Dividend Comparison

ALL's dividend yield for the trailing twelve months is around 1.80%, more than PGR's 1.71% yield.


TTM20242023202220212020201920182017201620152014
ALL
The Allstate Corporation
1.80%1.91%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%
PGR
The Progressive Corporation
1.71%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%

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.


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Volatility

ALL vs. PGR - Volatility Comparison

The current volatility for The Allstate Corporation (ALL) is 6.99%, while The Progressive Corporation (PGR) has a volatility of 7.94%. This indicates that ALL experiences smaller price fluctuations and is considered to be less risky than PGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


10.00B12.00B14.00B16.00B18.00B20.00B20212022202320242025
16.46B
20.40B
(ALL) Total Revenue
(PGR) Total Revenue
Values in USD except per share items

ALL vs. PGR - Profitability Comparison

The chart below illustrates the profitability comparison between The Allstate Corporation and The Progressive Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
100.0%
-0.3%
(ALL) Gross Margin
(PGR) Gross Margin
ALL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Allstate Corporation reported a gross profit of 16.46B and revenue of 16.46B. Therefore, the gross margin over that period was 100.0%.

PGR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Progressive Corporation reported a gross profit of -70.00M and revenue of 20.40B. Therefore, the gross margin over that period was -0.3%.

ALL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Allstate Corporation reported an operating income of 719.00M and revenue of 16.46B, resulting in an operating margin of 4.4%.

PGR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Progressive Corporation reported an operating income of 3.24B and revenue of 20.40B, resulting in an operating margin of 15.9%.

ALL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Allstate Corporation reported a net income of 595.00M and revenue of 16.46B, resulting in a net margin of 3.6%.

PGR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Progressive Corporation reported a net income of 2.57B and revenue of 20.40B, resulting in a net margin of 12.6%.