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

Correlation

The correlation between ALL and PGR is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

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.

5,000.00%10,000.00%15,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
2,732.08%
19,635.63%
ALL
PGR

Key characteristics

Sharpe Ratio

ALL:

0.47

PGR:

1.08

Sortino Ratio

ALL:

0.80

PGR:

1.54

Omega Ratio

ALL:

1.11

PGR:

1.21

Calmar Ratio

ALL:

0.87

PGR:

2.15

Martin Ratio

ALL:

2.32

PGR:

5.40

Ulcer Index

ALL:

5.30%

PGR:

4.89%

Daily Std Dev

ALL:

25.84%

PGR:

24.62%

Max Drawdown

ALL:

-77.03%

PGR:

-71.05%

Current Drawdown

ALL:

-8.22%

PGR:

-8.97%

Fundamentals

Market Cap

ALL:

$51.15B

PGR:

$155.36B

EPS

ALL:

$16.99

PGR:

$14.82

PE Ratio

ALL:

11.35

PGR:

17.88

PEG Ratio

ALL:

1.99

PGR:

7.02

PS Ratio

ALL:

0.80

PGR:

1.98

PB Ratio

ALL:

2.66

PGR:

5.37

Total Revenue (TTM)

ALL:

$48.85B

PGR:

$57.75B

Gross Profit (TTM)

ALL:

$48.85B

PGR:

$37.47B

EBITDA (TTM)

ALL:

$4.87B

PGR:

$8.12B

Returns By Period

In the year-to-date period, ALL achieves a 0.56% return, which is significantly lower than PGR's 12.84% return. Over the past 10 years, ALL has underperformed PGR with an annualized return of 13.06%, while PGR has yielded a comparatively higher 28.96% annualized return.


ALL

YTD

0.56%

1M

-7.82%

6M

3.52%

1Y

14.19%

5Y*

16.64%

10Y*

13.06%

PGR

YTD

12.84%

1M

-2.73%

6M

10.91%

1Y

28.82%

5Y*

28.82%

10Y*

28.96%

*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 7070
Overall Rank
The Sharpe Ratio Rank of ALL is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ALL is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ALL is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ALL is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ALL is 7575
Martin Ratio Rank

PGR
The Risk-Adjusted Performance Rank of PGR is 8585
Overall Rank
The Sharpe Ratio Rank of PGR is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 7979
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 7979
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9494
Calmar Ratio Rank
The Martin Ratio Rank of PGR is 8888
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 chart of Sharpe ratio for ALL, currently valued at 0.47, compared to the broader market-2.00-1.000.001.002.003.00
ALL: 0.47
PGR: 1.08
The chart of Sortino ratio for ALL, currently valued at 0.80, compared to the broader market-6.00-4.00-2.000.002.004.00
ALL: 0.80
PGR: 1.54
The chart of Omega ratio for ALL, currently valued at 1.11, compared to the broader market0.501.001.502.00
ALL: 1.11
PGR: 1.21
The chart of Calmar ratio for ALL, currently valued at 0.87, compared to the broader market0.001.002.003.004.005.00
ALL: 0.87
PGR: 2.15
The chart of Martin ratio for ALL, currently valued at 2.32, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ALL: 2.32
PGR: 5.40

The current ALL Sharpe Ratio is 0.47, which is lower than the PGR Sharpe Ratio of 1.08. 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 Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
0.47
1.08
ALL
PGR

Dividends

ALL vs. PGR - Dividend Comparison

ALL's dividend yield for the trailing twelve months is around 1.95%, more than PGR's 1.85% yield.


TTM20242023202220212020201920182017201620152014
ALL
The Allstate Corporation
1.95%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
1.85%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.22%
-8.97%
ALL
PGR

Volatility

ALL vs. PGR - Volatility Comparison

The Allstate Corporation (ALL) and The Progressive Corporation (PGR) have volatilities of 13.21% and 13.75%, 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.21%
13.75%
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