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BT-A.L vs. PGR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BT-A.L vs. PGR - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in BT Group plc (BT-A.L) and The Progressive Corporation (PGR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BT-A.L is traded in GBp, while PGR is traded in USD. To make them comparable, the PGR values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BT-A.L achieves a 13.83% return, which is significantly higher than PGR's -4.61% return. Over the past 10 years, BT-A.L has underperformed PGR with an annualized return of -1.67%, while PGR has yielded a comparatively higher 24.28% annualized return.


BT-A.L

1D
1.65%
1M
-7.51%
YTD
13.83%
6M
17.66%
1Y
18.58%
3Y*
20.67%
5Y*
6.64%
10Y*
-1.67%

PGR

1D
0.51%
1M
1.07%
YTD
-4.61%
6M
-8.20%
1Y
-18.24%
3Y*
16.67%
5Y*
20.64%
10Y*
24.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BT-A.L vs. PGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BT-A.L
BT Group plc
13.83%33.10%23.69%17.70%-30.23%29.97%-31.28%-12.15%-6.56%-21.99%
PGR
The Progressive Corporation
-4.61%-9.93%54.04%17.00%41.88%11.89%37.33%20.37%15.88%47.61%

Correlation

The correlation between BT-A.L and PGR is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2007

0.14

The correlation between BT-A.L and PGR shifts across timeframes, from 0.07 (10 years) to 0.17 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

BT-A.L:

£20.36B

PGR:

$87.65B

Gross Profit (TTM)

BT-A.L:

£9.54B

PGR:

$23.23B

EBITDA (TTM)

BT-A.L:

£7.36B

PGR:

$14.81B

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Return for Risk

BT-A.L vs. PGR — Risk / Return Rank

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

BT-A.L
BT-A.L Risk / Return Rank: 6161
Overall Rank
BT-A.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BT-A.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
BT-A.L Omega Ratio Rank: 5858
Omega Ratio Rank
BT-A.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
BT-A.L Martin Ratio Rank: 6060
Martin Ratio Rank

PGR
PGR Risk / Return Rank: 1111
Overall Rank
PGR Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PGR Sortino Ratio Rank: 1111
Sortino Ratio Rank
PGR Omega Ratio Rank: 1212
Omega Ratio Rank
PGR Calmar Ratio Rank: 1212
Calmar Ratio Rank
PGR Martin Ratio Rank: 1515
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.

BT-A.L vs. PGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BT Group plc (BT-A.L) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BT-A.LPGRDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+2.16

Omega ratioGain probability vs. loss probability

1.14

0.89

+0.25

Calmar ratioReturn relative to maximum drawdown

0.90

-0.76

+1.66

Martin ratioReturn relative to average drawdown

1.70

-1.20

+2.90

BT-A.L vs. PGR - Sharpe Ratio Comparison

The current BT-A.L Sharpe Ratio is 0.67, which is higher than the PGR Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of BT-A.L and PGR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BT-A.L vs. PGR - Drawdown Comparison

The maximum BT-A.L drawdown since its inception was -75.45%, which is greater than PGR's maximum drawdown of -33.24%. Use the drawdown chart below to compare losses from any high point for BT-A.L and PGR.


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Drawdown Indicators


BT-A.LPGRDifference

Max Drawdown

Largest peak-to-trough decline

-75.45%

-33.24%

-42.21%

Max Drawdown (1Y)

Largest decline over 1 year

-19.61%

-23.90%

+4.29%

Max Drawdown (3Y)

Largest decline over 3 years

-23.74%

-32.84%

+9.10%

Max Drawdown (5Y)

Largest decline over 5 years

-43.18%

-32.84%

-10.34%

Max Drawdown (10Y)

Largest decline over 10 years

-71.80%

-32.84%

-38.96%

Current Drawdown

Current decline from peak

-32.44%

-28.09%

-4.35%

Average Drawdown

Average peak-to-trough decline

-36.99%

-7.34%

-29.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.36%

15.19%

-4.83%

Volatility

BT-A.L vs. PGR - Volatility Comparison

BT Group plc (BT-A.L) has a higher volatility of 9.89% compared to The Progressive Corporation (PGR) at 7.94%. This indicates that BT-A.L's price experiences larger fluctuations and is considered to be riskier than PGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BT-A.LPGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.89%

7.94%

+1.95%

Volatility (6M)

Calculated over the trailing 6-month period

20.93%

18.01%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

26.53%

23.64%

+2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.74%

25.38%

+4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.01%

25.71%

+5.30%

Dividends

BT-A.L vs. PGR - Dividend Comparison

BT-A.L's dividend yield for the trailing twelve months is around 3.92%, less than PGR's 6.84% yield.


PositionTTM20252024202320222021202020192018201720162015
BT-A.L
BT Group plc
3.92%4.46%5.62%6.23%6.87%1.36%0.00%8.00%6.37%5.67%3.94%2.73%
PGR
The Progressive Corporation
6.84%2.15%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%

Financials

BT-A.L vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between BT Group plc 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


5.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
5.12B
22.74B
(BT-A.L) Total Revenue
(PGR) Total Revenue
Please note, different currencies. BT-A.L values in GBP, PGR values in USD

Frequently Asked Questions


BT-A.L and PGR have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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