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

Correlation

The correlation between FAF and PGR is 0.37, 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.


-0.50.00.51.00.4

Performance

FAF vs. PGR - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
553.26%
1,842.82%
FAF
PGR

Key characteristics

Sharpe Ratio

FAF:

0.04

PGR:

2.65

Sortino Ratio

FAF:

0.21

PGR:

3.70

Omega Ratio

FAF:

1.03

PGR:

1.47

Calmar Ratio

FAF:

0.03

PGR:

5.17

Martin Ratio

FAF:

0.09

PGR:

19.00

Ulcer Index

FAF:

9.55%

PGR:

2.90%

Daily Std Dev

FAF:

23.49%

PGR:

20.72%

Max Drawdown

FAF:

-50.13%

PGR:

-71.05%

Current Drawdown

FAF:

-14.18%

PGR:

-10.64%

Fundamentals

Market Cap

FAF:

$6.71B

PGR:

$145.01B

EPS

FAF:

$0.88

PGR:

$13.76

PE Ratio

FAF:

74.06

PGR:

17.99

PEG Ratio

FAF:

2.04

PGR:

1.00

Total Revenue (TTM)

FAF:

$5.63B

PGR:

$71.60B

Gross Profit (TTM)

FAF:

$5.06B

PGR:

$71.59B

EBITDA (TTM)

FAF:

$167.20M

PGR:

$10.67B

Returns By Period

In the year-to-date period, FAF achieves a -0.13% return, which is significantly lower than PGR's 51.82% return. Over the past 10 years, FAF has underperformed PGR with an annualized return of 10.00%, while PGR has yielded a comparatively higher 27.86% annualized return.


FAF

YTD

-0.13%

1M

-4.22%

6M

18.87%

1Y

-1.18%

5Y*

4.59%

10Y*

10.00%

PGR

YTD

51.82%

1M

-6.33%

6M

14.11%

1Y

53.36%

5Y*

30.37%

10Y*

27.86%

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

FAF vs. PGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First American Financial Corporation (FAF) 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 FAF, currently valued at 0.04, compared to the broader market-4.00-2.000.002.000.042.65
The chart of Sortino ratio for FAF, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.000.213.70
The chart of Omega ratio for FAF, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.47
The chart of Calmar ratio for FAF, currently valued at 0.03, compared to the broader market0.002.004.006.000.035.17
The chart of Martin ratio for FAF, currently valued at 0.09, compared to the broader market0.0010.0020.000.0919.00
FAF
PGR

The current FAF Sharpe Ratio is 0.04, which is lower than the PGR Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of FAF 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.04
2.65
FAF
PGR

Dividends

FAF vs. PGR - Dividend Comparison

FAF's dividend yield for the trailing twelve months is around 3.44%, more than PGR's 0.48% yield.


TTM20232022202120202019201820172016201520142013
FAF
First American Financial Corporation
3.44%3.26%3.94%2.48%3.45%2.88%3.58%2.57%3.28%2.79%2.48%1.70%
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

FAF vs. PGR - Drawdown Comparison

The maximum FAF drawdown since its inception was -50.13%, smaller than the maximum PGR drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for FAF and PGR. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.18%
-10.64%
FAF
PGR

Volatility

FAF vs. PGR - Volatility Comparison

First American Financial Corporation (FAF) and The Progressive Corporation (PGR) have volatilities of 7.50% and 7.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
7.50%
7.42%
FAF
PGR

Financials

FAF vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between First American Financial 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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