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

Key characteristics


CBPGR
YTD Return10.38%31.46%
1Y Return24.96%54.32%
3Y Return (Ann)15.09%28.70%
5Y Return (Ann)13.64%25.40%
10Y Return (Ann)11.61%26.90%
Sharpe Ratio1.471.98
Daily Std Dev17.24%27.18%
Max Drawdown-64.24%-71.06%
Current Drawdown-4.13%-3.00%

Fundamentals


CBPGR
Market Cap$99.66B$121.84B
EPS$22.51$9.78
PE Ratio10.9021.27
PEG Ratio3.531.48
Revenue (TTM)$51.39B$65.02B
Gross Profit (TTM)$10.63B$1.69B
EBITDA (TTM)$10.13B$7.87B

Correlation

-0.50.00.51.00.5

The correlation between CB and PGR is 0.46, 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

CB vs. PGR - Performance Comparison

In the year-to-date period, CB achieves a 10.38% return, which is significantly lower than PGR's 31.46% return. Over the past 10 years, CB has underperformed PGR with an annualized return of 11.61%, while PGR has yielded a comparatively higher 26.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%December2024FebruaryMarchApril
4,729.09%
13,915.08%
CB
PGR

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Chubb Limited

The Progressive Corporation

Risk-Adjusted Performance

CB vs. PGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) 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.


CB
Sharpe ratio
The chart of Sharpe ratio for CB, currently valued at 1.47, compared to the broader market-2.00-1.000.001.002.003.001.47
Sortino ratio
The chart of Sortino ratio for CB, currently valued at 2.25, compared to the broader market-4.00-2.000.002.004.006.002.25
Omega ratio
The chart of Omega ratio for CB, currently valued at 1.27, compared to the broader market0.501.001.501.27
Calmar ratio
The chart of Calmar ratio for CB, currently valued at 1.31, compared to the broader market0.002.004.006.001.31
Martin ratio
The chart of Martin ratio for CB, currently valued at 8.02, compared to the broader market-10.000.0010.0020.0030.008.02
PGR
Sharpe ratio
The chart of Sharpe ratio for PGR, currently valued at 1.98, compared to the broader market-2.00-1.000.001.002.003.001.98
Sortino ratio
The chart of Sortino ratio for PGR, currently valued at 2.54, compared to the broader market-4.00-2.000.002.004.006.002.54
Omega ratio
The chart of Omega ratio for PGR, currently valued at 1.43, compared to the broader market0.501.001.501.43
Calmar ratio
The chart of Calmar ratio for PGR, currently valued at 2.35, compared to the broader market0.002.004.006.002.35
Martin ratio
The chart of Martin ratio for PGR, currently valued at 14.16, compared to the broader market-10.000.0010.0020.0030.0014.16

CB vs. PGR - Sharpe Ratio Comparison

The current CB Sharpe Ratio is 1.47, which roughly equals the PGR Sharpe Ratio of 1.98. The chart below compares the 12-month rolling Sharpe Ratio of CB and PGR.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchApril
1.47
1.98
CB
PGR

Dividends

CB vs. PGR - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.38%, more than PGR's 0.55% yield.


TTM20232022202120202019201820172016201520142013
CB
Chubb Limited
1.38%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%1.46%
PGR
The Progressive Corporation
0.55%0.25%0.31%6.23%2.68%3.87%1.86%1.21%2.50%2.16%5.53%1.05%

Drawdowns

CB vs. PGR - Drawdown Comparison

The maximum CB drawdown since its inception was -64.24%, smaller than the maximum PGR drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for CB and PGR. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchApril
-4.13%
-3.00%
CB
PGR

Volatility

CB vs. PGR - Volatility Comparison

Chubb Limited (CB) and The Progressive Corporation (PGR) have volatilities of 5.13% and 5.23%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2024FebruaryMarchApril
5.13%
5.23%
CB
PGR

Financials

CB vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between Chubb Limited 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