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

Key characteristics


CBPGR
YTD Return9.13%28.72%
1Y Return24.79%48.56%
3Y Return (Ann)17.11%29.25%
5Y Return (Ann)14.20%25.85%
10Y Return (Ann)11.70%27.14%
Sharpe Ratio1.471.38
Daily Std Dev17.23%28.04%
Max Drawdown-64.24%-71.06%
Current Drawdown-5.22%-3.36%

Fundamentals


CBPGR
Market Cap$105.14B$121.13B
EPS$21.79$6.58
PE Ratio11.8931.43
PEG Ratio0.750.30
Revenue (TTM)$49.69B$62.08B
Gross Profit (TTM)$10.63B$1.69B
EBITDA (TTM)$9.76B$5.47B

Correlation

0.46
-1.001.00

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 9.13% return, which is significantly lower than PGR's 28.72% return. Over the past 10 years, CB has underperformed PGR with an annualized return of 11.70%, while PGR has yielded a comparatively higher 27.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
17.36%
32.32%
CB
PGR

Compare stocks, funds, or ETFs


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 Sharpe ratio of CB compared to the broader market-2.00-1.000.001.002.003.001.47
Sortino ratio
The Sortino ratio of CB compared to the broader market-4.00-2.000.002.004.006.002.26
Omega ratio
The Omega ratio of CB compared to the broader market0.501.001.501.27
Calmar ratio
The Calmar ratio of CB compared to the broader market0.001.002.003.004.005.001.32
Martin ratio
The Martin ratio of CB compared to the broader market0.0010.0020.0030.007.58
PGR
Sharpe ratio
The Sharpe ratio of PGR compared to the broader market-2.00-1.000.001.002.003.001.38
Sortino ratio
The Sortino ratio of PGR compared to the broader market-4.00-2.000.002.004.006.001.86
Omega ratio
The Omega ratio of PGR compared to the broader market0.501.001.501.31
Calmar ratio
The Calmar ratio of PGR compared to the broader market0.001.002.003.004.005.001.68
Martin ratio
The Martin ratio of PGR compared to the broader market0.0010.0020.0030.008.44

CB vs. PGR - Sharpe Ratio Comparison

The current CB Sharpe Ratio is 1.47, which roughly equals the PGR Sharpe Ratio of 1.38. The chart below compares the 12-month rolling Sharpe Ratio of CB and PGR.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.47
1.38
CB
PGR

Dividends

CB vs. PGR - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.40%, more than PGR's 0.56% yield.


TTM20232022202120202019201820172016201520142013
CB
Chubb Limited
1.40%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
0.56%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%. The drawdown chart below compares losses from any high point along the way for CB and PGR


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.22%
-3.36%
CB
PGR

Volatility

CB vs. PGR - Volatility Comparison

The current volatility for Chubb Limited (CB) is 3.25%, while The Progressive Corporation (PGR) has a volatility of 4.66%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2024FebruaryMarchApril
3.25%
4.66%
CB
PGR