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

Correlation

The correlation between CRS 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

CRS vs. PGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carpenter Technology Corporation (CRS) and The Progressive Corporation (PGR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CRS:

2.08

PGR:

1.47

Sortino Ratio

CRS:

2.76

PGR:

1.92

Omega Ratio

CRS:

1.37

PGR:

1.27

Calmar Ratio

CRS:

3.76

PGR:

2.83

Martin Ratio

CRS:

13.07

PGR:

7.04

Ulcer Index

CRS:

8.27%

PGR:

4.95%

Daily Std Dev

CRS:

49.02%

PGR:

24.64%

Max Drawdown

CRS:

-84.68%

PGR:

-71.05%

Current Drawdown

CRS:

-0.32%

PGR:

-2.27%

Fundamentals

Market Cap

CRS:

$10.57B

PGR:

$166.79B

EPS

CRS:

$7.07

PGR:

$14.83

PE Ratio

CRS:

30.03

PGR:

19.18

PEG Ratio

CRS:

1.59

PGR:

7.51

PS Ratio

CRS:

3.62

PGR:

2.12

PB Ratio

CRS:

5.84

PGR:

5.75

Total Revenue (TTM)

CRS:

$2.92B

PGR:

$78.52B

Gross Profit (TTM)

CRS:

$748.80M

PGR:

$58.11B

EBITDA (TTM)

CRS:

$581.40M

PGR:

$8.20B

Returns By Period

In the year-to-date period, CRS achieves a 25.39% return, which is significantly higher than PGR's 21.15% return. Over the past 10 years, CRS has underperformed PGR with an annualized return of 19.29%, while PGR has yielded a comparatively higher 29.77% annualized return.


CRS

YTD

25.39%

1M

26.72%

6M

20.12%

1Y

103.84%

5Y*

63.39%

10Y*

19.29%

PGR

YTD

21.15%

1M

4.15%

6M

11.00%

1Y

34.65%

5Y*

34.00%

10Y*

29.77%

*Annualized

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Risk-Adjusted Performance

CRS vs. PGR — Risk-Adjusted Performance Rank

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

CRS
The Risk-Adjusted Performance Rank of CRS is 9595
Overall Rank
The Sharpe Ratio Rank of CRS is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of CRS is 9393
Sortino Ratio Rank
The Omega Ratio Rank of CRS is 9292
Omega Ratio Rank
The Calmar Ratio Rank of CRS is 9898
Calmar Ratio Rank
The Martin Ratio Rank of CRS is 9797
Martin Ratio Rank

PGR
The Risk-Adjusted Performance Rank of PGR is 9090
Overall Rank
The Sharpe Ratio Rank of PGR is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 8585
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 8585
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PGR is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRS vs. PGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Carpenter Technology Corporation (CRS) 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.


The current CRS Sharpe Ratio is 2.08, which is higher than the PGR Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of CRS and PGR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CRS vs. PGR - Dividend Comparison

CRS's dividend yield for the trailing twelve months is around 0.38%, less than PGR's 1.72% yield.


TTM20242023202220212020201920182017201620152014
CRS
Carpenter Technology Corporation
0.38%0.47%1.13%2.17%2.74%2.75%1.61%2.13%1.41%1.99%2.38%1.46%
PGR
The Progressive Corporation
1.72%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%

Drawdowns

CRS vs. PGR - Drawdown Comparison

The maximum CRS drawdown since its inception was -84.68%, which is greater than PGR's maximum drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for CRS and PGR. For additional features, visit the drawdowns tool.


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Volatility

CRS vs. PGR - Volatility Comparison

Carpenter Technology Corporation (CRS) has a higher volatility of 13.16% compared to The Progressive Corporation (PGR) at 7.53%. This indicates that CRS'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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Financials

CRS vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between Carpenter Technology Corporation 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


0.005.00B10.00B15.00B20.00B20212022202320242025
727.00M
20.41B
(CRS) Total Revenue
(PGR) Total Revenue
Values in USD except per share items