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

Correlation

The correlation between CRS and PGR is 0.25, 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.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%70,000.00%JulyAugustSeptemberOctoberNovemberDecember
5,395.26%
60,408.69%
CRS
PGR

Key characteristics

Sharpe Ratio

CRS:

3.45

PGR:

2.65

Sortino Ratio

CRS:

4.03

PGR:

3.70

Omega Ratio

CRS:

1.51

PGR:

1.47

Calmar Ratio

CRS:

7.33

PGR:

5.17

Martin Ratio

CRS:

23.78

PGR:

19.00

Ulcer Index

CRS:

6.13%

PGR:

2.90%

Daily Std Dev

CRS:

42.28%

PGR:

20.72%

Max Drawdown

CRS:

-84.68%

PGR:

-71.05%

Current Drawdown

CRS:

-15.74%

PGR:

-10.64%

Fundamentals

Market Cap

CRS:

$8.60B

PGR:

$145.01B

EPS

CRS:

$4.49

PGR:

$13.76

PE Ratio

CRS:

38.43

PGR:

17.99

PEG Ratio

CRS:

1.59

PGR:

1.00

Total Revenue (TTM)

CRS:

$2.83B

PGR:

$71.60B

Gross Profit (TTM)

CRS:

$642.50M

PGR:

$71.59B

EBITDA (TTM)

CRS:

$509.40M

PGR:

$10.67B

Returns By Period

In the year-to-date period, CRS achieves a 135.40% return, which is significantly higher than PGR's 51.82% return. Over the past 10 years, CRS has underperformed PGR with an annualized return of 15.39%, while PGR has yielded a comparatively higher 27.86% annualized return.


CRS

YTD

135.40%

1M

-7.78%

6M

64.85%

1Y

140.87%

5Y*

30.16%

10Y*

15.39%

PGR

YTD

51.82%

1M

-6.33%

6M

14.11%

1Y

53.36%

5Y*

30.37%

10Y*

27.86%

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Risk-Adjusted Performance

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 3.45, compared to the broader market-4.00-2.000.002.003.452.65
The chart of Sortino ratio for CRS, currently valued at 4.03, compared to the broader market-4.00-2.000.002.004.004.033.70
The chart of Omega ratio for CRS, currently valued at 1.51, compared to the broader market0.501.001.502.001.511.47
The chart of Calmar ratio for CRS, currently valued at 7.33, compared to the broader market0.002.004.006.007.335.17
The chart of Martin ratio for CRS, currently valued at 23.78, compared to the broader market0.0010.0020.0023.7819.00
CRS
PGR

The current CRS Sharpe Ratio is 3.45, which is comparable to the PGR Sharpe Ratio of 2.65. 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 Ratio2.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
3.45
2.65
CRS
PGR

Dividends

CRS vs. PGR - Dividend Comparison

CRS's dividend yield for the trailing twelve months is around 0.48%, which matches PGR's 0.48% yield.


TTM20232022202120202019201820172016201520142013
CRS
Carpenter Technology Corporation
0.48%1.13%2.17%2.74%2.75%1.61%2.13%1.41%1.99%2.38%1.46%1.16%
PGR
The Progressive Corporation
0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%1.05%

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%JulyAugustSeptemberOctoberNovemberDecember
-15.74%
-10.64%
CRS
PGR

Volatility

CRS vs. PGR - Volatility Comparison

Carpenter Technology Corporation (CRS) has a higher volatility of 10.47% compared to The Progressive Corporation (PGR) at 7.42%. 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%JulyAugustSeptemberOctoberNovemberDecember
10.47%
7.42%
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
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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.

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