GRBK vs. PGR
GRBK (Green Brick Partners, Inc.) and PGR (The Progressive Corporation) are both stocks. GRBK operates in Residential Construction (Consumer Cyclical), while PGR operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, GRBK returned 25.01%/yr vs 23.25%/yr for PGR. At a 0.16 correlation, their price movements are largely independent.
Performance
GRBK vs. PGR - Performance Comparison
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Returns By Period
In the year-to-date period, GRBK achieves a 8.43% return, which is significantly higher than PGR's -6.42% return. Over the past 10 years, GRBK has outperformed PGR with an annualized return of 25.01%, while PGR has yielded a comparatively lower 23.25% annualized return.
GRBK
- 1D
- -1.26%
- 1M
- 2.80%
- YTD
- 8.43%
- 6M
- 5.38%
- 1Y
- 15.45%
- 3Y*
- 6.85%
- 5Y*
- 23.47%
- 10Y*
- 25.01%
PGR
- 1D
- -1.84%
- 1M
- 3.23%
- YTD
- -6.42%
- 6M
- -4.51%
- 1Y
- -23.65%
- 3Y*
- 18.74%
- 5Y*
- 18.76%
- 10Y*
- 23.25%
GRBK vs. PGR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRBK Green Brick Partners, Inc. | 8.43% | 10.92% | 8.76% | 114.36% | -20.11% | 32.10% | 100.00% | 58.56% | -35.93% | 12.44% |
PGR The Progressive Corporation | -6.42% | -3.02% | 51.39% | 23.16% | 26.81% | 10.84% | 41.48% | 25.14% | 9.39% | 61.59% |
Correlation
The correlation between GRBK and PGR is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2007 | 0.16 |
The correlation between GRBK and PGR shifts across timeframes, from 0.09 (3 years) to 0.20 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
GRBK:
$6.86
PGR:
$19.23
GRBK:
9.91
PGR:
10.41
GRBK:
0.47
PGR:
0.08
GRBK:
1.44
PGR:
1.34
GRBK:
$2.06B
PGR:
$87.65B
GRBK:
$615.58M
PGR:
$23.23B
GRBK:
$397.80M
PGR:
$14.81B
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Return for Risk
GRBK vs. PGR — Risk / Return Rank
GRBK
PGR
GRBK vs. PGR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Green Brick Partners, Inc. (GRBK) 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.
| GRBK | PGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.49 | ||
| Sortino ratioReturn per unit of downside risk | +2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.84 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | -0.94 | +1.59 |
| Martin ratioReturn relative to average drawdown | 1.23 | -1.43 | +2.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GRBK | PGR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | -1.04 | +1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.77 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.95 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.58 | -0.64 |
Drawdowns
GRBK vs. PGR - Drawdown Comparison
The maximum GRBK drawdown since its inception was -99.29%, which is greater than PGR's maximum drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for GRBK and PGR.
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Drawdown Indicators
| GRBK | PGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.29% | -71.06% | -28.23% |
Max Drawdown (1Y)Largest decline over 1 year | -23.99% | -25.27% | +1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -36.15% | -30.35% | -5.80% |
Max Drawdown (5Y)Largest decline over 5 years | -45.12% | -30.35% | -14.77% |
Max Drawdown (10Y)Largest decline over 10 years | -54.29% | -30.35% | -23.94% |
Current DrawdownCurrent decline from peak | -70.02% | -26.74% | -43.28% |
Average DrawdownAverage peak-to-trough decline | -87.60% | -14.53% | -73.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.63% | 18.79% | -6.16% |
Volatility
GRBK vs. PGR - Volatility Comparison
The current volatility for Green Brick Partners, Inc. (GRBK) is 7.04%, while The Progressive Corporation (PGR) has a volatility of 7.57%. This indicates that GRBK 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.
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Volatility by Period
| GRBK | PGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 7.57% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 23.54% | 16.95% | +6.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.10% | 22.76% | +12.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.81% | 24.55% | +18.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.64% | 24.48% | +19.16% |
Dividends
GRBK vs. PGR - Dividend Comparison
GRBK has not paid dividends to shareholders, while PGR's dividend yield for the trailing twelve months is around 6.94%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRBK Green Brick Partners, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PGR The Progressive Corporation | 6.94% | 2.15% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% |
Financials
GRBK vs. PGR - Financials Comparison
This section allows you to compare key financial metrics between Green Brick Partners, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
GRBK vs. PGR - Profitability Comparison
GRBK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported a gross profit of 131.72M and revenue of 455.99M. Therefore, the gross margin over that period was 28.9%.
PGR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Progressive Corporation reported a gross profit of 6.66B and revenue of 22.74B. Therefore, the gross margin over that period was 29.3%.
GRBK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported an operating income of 131.72M and revenue of 455.99M, resulting in an operating margin of 28.9%.
PGR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Progressive Corporation reported an operating income of 3.68B and revenue of 22.74B, resulting in an operating margin of 16.2%.
GRBK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported a net income of 60.95M and revenue of 455.99M, resulting in a net margin of 13.4%.
PGR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Progressive Corporation reported a net income of 2.95B and revenue of 22.74B, resulting in a net margin of 13.0%.
Frequently Asked Questions
GRBK and PGR have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGR has higher volatility (7.57%) compared to GRBK (7.04%). In terms of maximum drawdown, GRBK dropped -99.29% vs PGR's -71.06%.
GRBK currently has the higher Sharpe Ratio (0.44 vs -1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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