CB vs. PGR
Compare and contrast key facts about Chubb Limited (CB) and The Progressive Corporation (PGR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CB or PGR.
Performance
CB vs. PGR - Performance Comparison
Returns By Period
In the year-to-date period, CB achieves a 28.71% return, which is significantly lower than PGR's 61.61% return. Over the past 10 years, CB has underperformed PGR with an annualized return of 12.10%, while PGR has yielded a comparatively higher 28.36% annualized return.
CB
28.71%
-4.53%
5.70%
31.15%
15.65%
12.10%
PGR
61.61%
0.16%
22.36%
60.94%
31.54%
28.36%
Fundamentals
| CB | PGR | |
|---|---|---|
| Market Cap | $114.03B | $153.68B |
| EPS | $24.39 | $13.75 |
| PE Ratio | 11.60 | 19.08 |
| PEG Ratio | 3.50 | 1.05 |
| Total Revenue (TTM) | $54.89B | $71.59B |
| Gross Profit (TTM) | $54.85B | $71.59B |
| EBITDA (TTM) | $3.89B | $10.17B |
Key characteristics
| CB | PGR | |
|---|---|---|
| Sharpe Ratio | 1.96 | 3.09 |
| Sortino Ratio | 2.69 | 4.10 |
| Omega Ratio | 1.37 | 1.54 |
| Calmar Ratio | 3.95 | 8.91 |
| Martin Ratio | 10.63 | 23.66 |
| Ulcer Index | 3.18% | 2.67% |
| Daily Std Dev | 17.23% | 20.45% |
| Max Drawdown | -64.24% | -71.06% |
| Current Drawdown | -4.60% | -2.50% |
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Correlation
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.
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.
Dividends
CB vs. PGR - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.23%, more than PGR's 0.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.23% | 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 | 0.45% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 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.
Volatility
CB vs. PGR - Volatility Comparison
The current volatility for Chubb Limited (CB) is 4.30%, while The Progressive Corporation (PGR) has a volatility of 6.58%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than PGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities