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

Correlation

The correlation between LMND and PGR is 0.30, 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.


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.

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Key characteristics

Sharpe Ratio

LMND:

1.00

PGR:

1.47

Sortino Ratio

LMND:

1.81

PGR:

1.92

Omega Ratio

LMND:

1.23

PGR:

1.27

Calmar Ratio

LMND:

0.84

PGR:

2.83

Martin Ratio

LMND:

2.89

PGR:

7.04

Ulcer Index

LMND:

26.93%

PGR:

4.95%

Daily Std Dev

LMND:

83.23%

PGR:

24.64%

Max Drawdown

LMND:

-94.23%

PGR:

-71.05%

Current Drawdown

LMND:

-83.05%

PGR:

-2.27%

Fundamentals

Market Cap

LMND:

$2.28B

PGR:

$166.79B

EPS

LMND:

-$2.85

PGR:

$14.83

PS Ratio

LMND:

4.09

PGR:

2.12

PB Ratio

LMND:

3.77

PGR:

5.75

Total Revenue (TTM)

LMND:

$558.60M

PGR:

$78.52B

Gross Profit (TTM)

LMND:

$407.40M

PGR:

$58.11B

EBITDA (TTM)

LMND:

-$143.70M

PGR:

$8.20B

Returns By Period

In the year-to-date period, LMND achieves a -15.29% return, which is significantly lower than PGR's 21.15% return.


LMND

YTD

-15.29%

1M

19.00%

6M

9.25%

1Y

87.39%

5Y*

N/A

10Y*

N/A

PGR

YTD

21.15%

1M

4.15%

6M

11.00%

1Y

34.65%

5Y*

34.00%

10Y*

29.77%

*Annualized

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Risk-Adjusted Performance

LMND vs. PGR — Risk-Adjusted Performance Rank

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

LMND
The Risk-Adjusted Performance Rank of LMND is 8282
Overall Rank
The Sharpe Ratio Rank of LMND is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of LMND is 8383
Sortino Ratio Rank
The Omega Ratio Rank of LMND is 8080
Omega Ratio Rank
The Calmar Ratio Rank of LMND is 8181
Calmar Ratio Rank
The Martin Ratio Rank of LMND is 7979
Martin Ratio Rank

PGR
The Risk-Adjusted Performance Rank of PGR is 9090
Overall Rank
The Sharpe Ratio Rank of PGR is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 8585
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 8585
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PGR is 9191
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.

LMND vs. PGR - Risk-Adjusted Performance 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.


The current LMND Sharpe Ratio is 1.00, which is lower than the PGR Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of LMND 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.


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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 1.72%.


TTM20242023202220212020201920182017201620152014
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
1.72%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%

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 -71.05%. Use the drawdown chart below to compare losses from any high point for LMND and PGR. For additional features, visit the drawdowns tool.


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Volatility

LMND vs. PGR - Volatility Comparison

Lemonade, Inc. (LMND) has a higher volatility of 17.75% compared to The Progressive Corporation (PGR) at 7.53%. 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.


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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


0.005.00B10.00B15.00B20.00B20212022202320242025
151.20M
20.41B
(LMND) Total Revenue
(PGR) Total Revenue
Values in USD except per share items