ALL vs. PRG

Last updated Jun 4, 2026

ALL (The Allstate Corporation) and PRG (PROG Holdings, Inc.) are both stocks. ALL operates in Insurance - Property & Casualty (Financial Services), while PRG operates in Rental & Leasing Services (Industrials). Over the past 10 years, ALL returned 14.49%/yr vs 5.42%/yr for PRG. At a 0.21 correlation, their price movements are largely independent.

Performance

ALL vs. PRG - Performance Comparison

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

Returns By Period

In the year-to-date period, ALL achieves a 1.61% return, which is significantly lower than PRG's 16.80% return. Over the past 10 years, ALL has outperformed PRG with an annualized return of 14.49%, while PRG has yielded a comparatively lower 5.42% annualized return.

ALL

• 1D: -0.53%
• 1M: -4.29%
• YTD: 1.61%
• 6M: 1.38%
• 1Y: 1.57%
• 3Y*: 26.62%
• 5Y*: 11.62%
• 10Y*: 14.49%

PRG

• 1D: -5.11%
• 1M: -4.48%
• YTD: 16.80%
• 6M: 14.16%
• 1Y: 18.80%
• 3Y*: 1.29%
• 5Y*: -7.40%
• 10Y*: 5.42%

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

ALL vs. PRG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ALL The Allstate Corporation	1.61%	10.09%	40.61%	6.37%	18.37%	9.86%	-0.12%	38.82%	-19.52%	43.64%
PRG PROG Holdings, Inc.	16.80%	-28.95%	38.41%	83.01%	-62.56%	-16.26%	11.71%	36.15%	5.81%	24.96%

Correlation

The correlation between ALL and PRG is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (10Y) Calculated over the trailing 10-year period	0.26
Correlation (All Time) Calculated using the full available price history since Jun 4, 1993	0.21

The correlation between ALL and PRG shifts across timeframes, from 0.02 (1 year) to 0.26 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap ALL : $54.97B PRG : $1.39B
EPS ALL : $45.76 PRG : $3.65
PE Ratio ALL : 4.58 PRG : 9.36
PEG Ratio ALL : 0.13 PRG : 0.87
PS Ratio ALL : 0.83 PRG : 0.76
PB Ratio ALL : 1.86 PRG : 1.80
Total Revenue (TTM) ALL : $67.14B PRG : $1.81B
Gross Profit (TTM) ALL : $19.06B PRG : $1.38B
EBITDA (TTM) ALL : $13.09B PRG : $1.38B

Return for Risk

ALL vs. PRG — Risk / Return Rank

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

ALL

ALL Risk / Return Rank: 40
ALL Sharpe Ratio Rank: 43
ALL Sortino Ratio Rank: 35
ALL Omega Ratio Rank: 35
ALL Calmar Ratio Rank: 44
ALL Martin Ratio Rank: 44

PRG

PRG Risk / Return Rank: 54
PRG Sharpe Ratio Rank: 54
PRG Sortino Ratio Rank: 56
PRG Omega Ratio Rank: 52
PRG Calmar Ratio Rank: 54
PRG Martin Ratio Rank: 53

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.

ALL vs. PRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Allstate Corporation (ALL) and PROG Holdings, Inc. (PRG). 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.

	ALL	PRG	Difference
Sharpe ratio: Return per unit of total volatility	0.07	0.40	-0.33
Sortino ratio: Return per unit of downside risk	0.25	1.13	-0.88
Omega ratio: Gain probability vs. loss probability	1.03	1.13	-0.09
Calmar ratio: Return relative to maximum drawdown	0.14	0.61	-0.47
Martin ratio: Return relative to average drawdown	0.33	1.24	-0.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ALL vs. PRG - Sharpe Ratio Comparison

The current ALL Sharpe Ratio is 0.07, which is lower than the PRG Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of ALL and PRG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ALL	PRG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.07	0.40	-0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	-0.15	+0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.11	+0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.16	+0.20

Drawdowns

ALL vs. PRG - Drawdown Comparison

The maximum ALL drawdown since its inception was -77.03%, roughly equal to the maximum PRG drawdown of -80.87%. Use the drawdown chart below to compare losses from any high point for ALL and PRG.

Drawdown Indicators

	ALL	PRG	Difference
Max Drawdown Largest peak-to-trough decline	-77.03%	-80.87%	+3.84%
Max Drawdown (1Y) Largest decline over 1 year	-11.48%	-31.21%	+19.73%
Max Drawdown (3Y) Largest decline over 3 years	-14.11%	-51.86%	+37.75%
Max Drawdown (5Y) Largest decline over 5 years	-27.35%	-77.47%	+50.12%
Max Drawdown (10Y) Largest decline over 10 years	-41.39%	-80.87%	+39.48%
Current Drawdown Current decline from peak	-6.29%	-46.16%	+39.87%
Average Drawdown Average peak-to-trough decline	-16.44%	-28.42%	+11.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.07%	15.25%	-10.18%

Volatility

ALL vs. PRG - Volatility Comparison

The current volatility for The Allstate Corporation (ALL) is 6.11%, while PROG Holdings, Inc. (PRG) has a volatility of 13.27%. This indicates that ALL experiences smaller price fluctuations and is considered to be less risky than PRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ALL	PRG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.11%	13.27%	-7.16%
Volatility (6M) Calculated over the trailing 6-month period	16.20%	36.71%	-20.51%
Volatility (1Y) Calculated over the trailing 1-year period	23.22%	47.43%	-24.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.32%	50.73%	-25.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.87%	49.87%	-25.00%

Dividends

ALL vs. PRG - Dividend Comparison

ALL's dividend yield for the trailing twelve months is around 2.46%, more than PRG's 1.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ALL The Allstate Corporation	2.46%	1.92%	1.91%	2.54%	2.51%	2.75%	1.96%	1.78%	2.23%	1.41%	1.78%	1.93%
PRG PROG Holdings, Inc.	1.58%	1.76%	1.14%	0.00%	0.00%	0.00%	0.26%	0.25%	0.30%	0.28%	0.32%	0.42%

Financials

Frequently Asked Questions

Can I hold both ALL and PRG in my portfolio?

ALL and PRG have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ALL or PRG?

PRG has higher volatility (13.27%) compared to ALL (6.11%). In terms of maximum drawdown, ALL dropped -77.03% vs PRG's -80.87%.

Which has better risk-adjusted returns?

PRG currently has the higher Sharpe Ratio (0.40 vs 0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.