PortfoliosLab logoPortfoliosLab logo
LMND vs. PGR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LMND vs. PGR - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, LMND achieves a -18.43% return, which is significantly lower than PGR's -8.03% return.


LMND

1D
-1.12%
1M
2.47%
YTD
-18.43%
6M
-19.54%
1Y
62.00%
3Y*
47.21%
5Y*
-9.73%
10Y*

PGR

1D
2.15%
1M
-1.25%
YTD
-8.03%
6M
-8.45%
1Y
-27.41%
3Y*
18.48%
5Y*
17.10%
10Y*
22.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMND vs. PGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LMND
Lemonade, Inc.
-18.43%94.06%127.40%17.91%-67.51%-65.62%76.49%
PGR
The Progressive Corporation
-8.03%-3.02%51.39%23.16%26.81%10.84%25.09%

Correlation

The correlation between LMND and PGR is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2020

0.11

The correlation between LMND and PGR shifts across timeframes, from 0.02 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

LMND:

-$1.88

PGR:

$19.23

PS Ratio

LMND:

5.23

PGR:

1.32

Total Revenue (TTM)

LMND:

$821.10M

PGR:

$87.65B

Gross Profit (TTM)

LMND:

$390.70M

PGR:

$23.23B

EBITDA (TTM)

LMND:

-$120.70M

PGR:

$14.81B

Compare stocks, funds, or ETFs

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


Return for Risk

LMND vs. PGR — Risk / Return Rank

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

LMND
LMND Risk / Return Rank: 6666
Overall Rank
LMND Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
LMND Sortino Ratio Rank: 6868
Sortino Ratio Rank
LMND Omega Ratio Rank: 6464
Omega Ratio Rank
LMND Calmar Ratio Rank: 6969
Calmar Ratio Rank
LMND Martin Ratio Rank: 6767
Martin Ratio Rank

PGR
PGR Risk / Return Rank: 66
Overall Rank
PGR Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PGR Sortino Ratio Rank: 44
Sortino Ratio Rank
PGR Omega Ratio Rank: 55
Omega Ratio Rank
PGR Calmar Ratio Rank: 66
Calmar Ratio Rank
PGR Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LMND vs. PGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lemonade, Inc. (LMND) 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.


LMNDPGRDifference

Sharpe ratio

Return per unit of total volatility

0.74

-1.24

+1.98

Sortino ratio

Return per unit of downside risk

1.67

-1.72

+3.39

Omega ratio

Gain probability vs. loss probability

1.19

0.80

+0.39

Calmar ratio

Return relative to maximum drawdown

1.54

-0.89

+2.43

Martin ratio

Return relative to average drawdown

3.14

-1.26

+4.40

LMND vs. PGR - Sharpe Ratio Comparison

The current LMND Sharpe Ratio is 0.74, which is higher than the PGR Sharpe Ratio of -1.24. The chart below compares the historical Sharpe Ratios of LMND and PGR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


LMNDPGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

-1.24

+1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.70

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.58

-0.61

Drawdowns

LMND vs. PGR - Drawdown Comparison

The maximum LMND drawdown since its inception was -94.23%, which is greater than PGR's maximum drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for LMND and PGR.


Loading charts...

Drawdown Indicators


LMNDPGRDifference

Max Drawdown

Largest peak-to-trough decline

-94.23%

-71.06%

-23.17%

Max Drawdown (1Y)

Largest decline over 1 year

-47.70%

-29.41%

-18.29%

Max Drawdown (3Y)

Largest decline over 3 years

-56.10%

-30.35%

-25.75%

Max Drawdown (5Y)

Largest decline over 5 years

-90.63%

-30.35%

-60.28%

Max Drawdown (10Y)

Largest decline over 10 years

-30.35%

Current Drawdown

Current decline from peak

-68.32%

-28.00%

-40.32%

Average Drawdown

Average peak-to-trough decline

-73.08%

-14.53%

-58.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.36%

21.03%

+2.33%

Volatility

LMND vs. PGR - Volatility Comparison

Lemonade, Inc. (LMND) has a higher volatility of 15.08% compared to The Progressive Corporation (PGR) at 5.58%. This indicates that LMND'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.


Loading charts...

Volatility by Period


LMNDPGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.08%

5.58%

+9.50%

Volatility (6M)

Calculated over the trailing 6-month period

53.24%

16.17%

+37.07%

Volatility (1Y)

Calculated over the trailing 1-year period

84.91%

22.22%

+62.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.17%

24.51%

+57.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.19%

24.43%

+60.76%

Dividends

LMND vs. PGR - Dividend Comparison

LMND has not paid dividends to shareholders, while PGR's dividend yield for the trailing twelve months is around 7.06%.


PositionTTM20252024202320222021202020192018201720162015
LMND
Lemonade, 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
7.06%2.15%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%

Financials

LMND vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between Lemonade, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B20222023202420252026
234.40M
22.74B
(LMND) Total Revenue
(PGR) Total Revenue
Values in USD except per share items

LMND vs. PGR - Profitability Comparison

The chart below illustrates the profitability comparison between Lemonade, Inc. and The Progressive Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
43.1%
29.3%
Portfolio components
LMND - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lemonade, Inc. reported a gross profit of 101.10M and revenue of 234.40M. Therefore, the gross margin over that period was 43.1%.

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%.

LMND - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lemonade, Inc. reported an operating income of -34.60M and revenue of 234.40M, resulting in an operating margin of -14.8%.

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%.

LMND - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lemonade, Inc. reported a net income of -35.80M and revenue of 234.40M, resulting in a net margin of -15.3%.

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


LMND and PGR have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LMND has higher volatility (15.08%) compared to PGR (5.58%). In terms of maximum drawdown, LMND dropped -94.23% vs PGR's -71.06%.

LMND currently has the higher Sharpe Ratio (0.74 vs -1.24), 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.

Portfolio Optimizer

Find the right allocation for LMND and PGR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer