BTC-USD vs. PGR
BTC-USD (Bitcoin) is a cryptocurrency, while PGR (The Progressive Corporation) is a stock. Over the past 10 years, BTC-USD returned 58.67%/yr vs 23.84%/yr for PGR. At a 0.01 correlation, their price movements are largely independent.
Performance
BTC-USD vs. PGR - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -27.06% return, which is significantly lower than PGR's -4.27% return. Over the past 10 years, BTC-USD has outperformed PGR with an annualized return of 58.67%, while PGR has yielded a comparatively lower 23.84% annualized return.
BTC-USD
- 1D
- -0.63%
- 1M
- -15.41%
- YTD
- -27.06%
- 6M
- -28.00%
- 1Y
- -37.53%
- 3Y*
- 28.77%
- 5Y*
- 14.42%
- 10Y*
- 58.67%
PGR
- 1D
- 0.22%
- 1M
- 2.69%
- YTD
- -4.27%
- 6M
- -2.80%
- 1Y
- -16.73%
- 3Y*
- 19.92%
- 5Y*
- 19.94%
- 10Y*
- 23.84%
BTC-USD vs. PGR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -27.06% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
PGR The Progressive Corporation | -4.27% | -3.02% | 51.39% | 23.16% | 26.81% | 10.84% | 41.48% | 25.14% | 9.39% | 61.59% |
Correlation
The correlation between BTC-USD and PGR is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2012 | 0.01 |
The correlation between BTC-USD and PGR shifts across timeframes, from -0.07 (1 year) to 0.04 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BTC-USD vs. PGR — Risk / Return Rank
BTC-USD
PGR
BTC-USD vs. PGR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) 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.
| BTC-USD | PGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.89 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | -0.68 | -0.06 |
| Martin ratioReturn relative to average drawdown | -1.24 | -1.03 | -0.21 |
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Drawdowns
BTC-USD vs. PGR - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than PGR's maximum drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for BTC-USD and PGR.
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Drawdown Indicators
| BTC-USD | PGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -71.06% | -14.24% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -24.02% | -27.19% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -30.35% | -20.86% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -30.35% | -46.32% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -30.35% | -53.45% |
Current DrawdownCurrent decline from peak | -48.83% | -25.06% | -23.77% |
Average DrawdownAverage peak-to-trough decline | -42.43% | -14.54% | -27.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.44% | 15.68% | +15.76% |
Volatility
BTC-USD vs. PGR - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.28% compared to The Progressive Corporation (PGR) at 7.10%. This indicates that BTC-USD'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
| BTC-USD | PGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.28% | 7.10% | +5.18% |
Volatility (6M)Calculated over the trailing 6-month period | 34.51% | 16.30% | +18.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 22.47% | +13.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.29% | 24.55% | +19.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.44% | 24.48% | +31.96% |
Frequently Asked Questions
BTC-USD and PGR have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.28%) compared to PGR (7.10%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs PGR's -71.06%.
PGR currently has the higher Sharpe Ratio (-0.73 vs -0.87), 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.
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