PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CRS vs. PGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CRS and PGR is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
47.10%
15.92%
CRS
PGR

Key characteristics

Sharpe Ratio

CRS:

5.12

PGR:

2.20

Sortino Ratio

CRS:

5.15

PGR:

3.15

Omega Ratio

CRS:

1.68

PGR:

1.39

Calmar Ratio

CRS:

13.96

PGR:

4.18

Martin Ratio

CRS:

41.32

PGR:

10.56

Ulcer Index

CRS:

5.32%

PGR:

4.31%

Daily Std Dev

CRS:

43.01%

PGR:

20.72%

Max Drawdown

CRS:

-84.68%

PGR:

-71.05%

Current Drawdown

CRS:

-0.87%

PGR:

0.00%

Fundamentals

Market Cap

CRS:

$10.51B

PGR:

$157.95B

EPS

CRS:

$5.29

PGR:

$14.41

PE Ratio

CRS:

39.79

PGR:

18.71

PEG Ratio

CRS:

1.59

PGR:

0.12

Total Revenue (TTM)

CRS:

$2.88B

PGR:

$54.72B

Gross Profit (TTM)

CRS:

$699.20M

PGR:

$54.71B

EBITDA (TTM)

CRS:

$528.40M

PGR:

$8.09B

Returns By Period

In the year-to-date period, CRS achieves a 24.14% return, which is significantly higher than PGR's 14.77% return. Over the past 10 years, CRS has underperformed PGR with an annualized return of 19.51%, while PGR has yielded a comparatively higher 29.24% annualized return.


CRS

YTD

24.14%

1M

1.99%

6M

47.10%

1Y

227.44%

5Y*

39.74%

10Y*

19.51%

PGR

YTD

14.77%

1M

10.65%

6M

15.92%

1Y

45.32%

5Y*

29.79%

10Y*

29.24%

*Annualized

Compare stocks, funds, or ETFs

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


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 9999
Overall Rank
The Sharpe Ratio Rank of CRS is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of CRS is 9898
Sortino Ratio Rank
The Omega Ratio Rank of CRS is 9797
Omega Ratio Rank
The Calmar Ratio Rank of CRS is 100100
Calmar Ratio Rank
The Martin Ratio Rank of CRS is 9999
Martin Ratio Rank

PGR
The Risk-Adjusted Performance Rank of PGR is 9393
Overall Rank
The Sharpe Ratio Rank of PGR is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 9292
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 9090
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PGR is 9292
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.


Sharpe ratio
The chart of Sharpe ratio for CRS, currently valued at 5.12, compared to the broader market-2.000.002.005.122.20
The chart of Sortino ratio for CRS, currently valued at 5.15, compared to the broader market-4.00-2.000.002.004.006.005.153.15
The chart of Omega ratio for CRS, currently valued at 1.68, compared to the broader market0.501.001.502.001.681.39
The chart of Calmar ratio for CRS, currently valued at 13.96, compared to the broader market0.002.004.006.0013.964.18
The chart of Martin ratio for CRS, currently valued at 41.32, compared to the broader market0.0010.0020.0030.0041.3210.56
CRS
PGR

The current CRS Sharpe Ratio is 5.12, which is higher than the PGR Sharpe Ratio of 2.20. 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.


Rolling 12-month Sharpe Ratio2.003.004.005.006.00SeptemberOctoberNovemberDecember2025February
5.12
2.20
CRS
PGR

Dividends

CRS vs. PGR - Dividend Comparison

CRS's dividend yield for the trailing twelve months is around 0.38%, less than PGR's 1.82% 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
1.82%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.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.87%
0
CRS
PGR

Volatility

CRS vs. PGR - Volatility Comparison

Carpenter Technology Corporation (CRS) has a higher volatility of 15.44% compared to The Progressive Corporation (PGR) at 5.87%. 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.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
15.44%
5.87%
CRS
PGR

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab