PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MCHP vs. PGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MCHP and PGR is 0.24, 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

MCHP vs. PGR - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-33.88%
13.35%
MCHP
PGR

Key characteristics

Sharpe Ratio

MCHP:

-0.76

PGR:

2.28

Sortino Ratio

MCHP:

-0.93

PGR:

3.26

Omega Ratio

MCHP:

0.89

PGR:

1.41

Calmar Ratio

MCHP:

-0.66

PGR:

4.34

Martin Ratio

MCHP:

-1.40

PGR:

11.90

Ulcer Index

MCHP:

20.67%

PGR:

3.97%

Daily Std Dev

MCHP:

38.17%

PGR:

20.74%

Max Drawdown

MCHP:

-62.53%

PGR:

-71.05%

Current Drawdown

MCHP:

-41.01%

PGR:

-7.57%

Fundamentals

Market Cap

MCHP:

$31.13B

PGR:

$143.84B

EPS

MCHP:

$1.48

PGR:

$13.75

PE Ratio

MCHP:

39.17

PGR:

17.72

PEG Ratio

MCHP:

7.16

PGR:

0.12

Total Revenue (TTM)

MCHP:

$3.73B

PGR:

$54.72B

Gross Profit (TTM)

MCHP:

$2.07B

PGR:

$54.71B

EBITDA (TTM)

MCHP:

$1.20B

PGR:

$8.09B

Returns By Period

In the year-to-date period, MCHP achieves a 1.08% return, which is significantly lower than PGR's 3.72% return. Over the past 10 years, MCHP has underperformed PGR with an annualized return of 12.03%, while PGR has yielded a comparatively higher 28.41% annualized return.


MCHP

YTD

1.08%

1M

3.26%

6M

-33.88%

1Y

-31.19%

5Y*

2.88%

10Y*

12.03%

PGR

YTD

3.72%

1M

3.43%

6M

13.35%

1Y

46.47%

5Y*

28.81%

10Y*

28.41%

*Annualized

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

MCHP vs. PGR — Risk-Adjusted Performance Rank

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

MCHP
The Risk-Adjusted Performance Rank of MCHP is 1111
Overall Rank
The Sharpe Ratio Rank of MCHP is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of MCHP is 1212
Sortino Ratio Rank
The Omega Ratio Rank of MCHP is 1414
Omega Ratio Rank
The Calmar Ratio Rank of MCHP is 1010
Calmar Ratio Rank
The Martin Ratio Rank of MCHP is 88
Martin Ratio Rank

PGR
The Risk-Adjusted Performance Rank of PGR is 9494
Overall Rank
The Sharpe Ratio Rank of PGR is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 9393
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 9191
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PGR is 9393
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.

MCHP vs. PGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Microchip Technology Incorporated (MCHP) 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 MCHP, currently valued at -0.76, compared to the broader market-2.000.002.004.00-0.762.28
The chart of Sortino ratio for MCHP, currently valued at -0.93, compared to the broader market-4.00-2.000.002.004.00-0.933.26
The chart of Omega ratio for MCHP, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.41
The chart of Calmar ratio for MCHP, currently valued at -0.66, compared to the broader market0.002.004.006.00-0.664.34
The chart of Martin ratio for MCHP, currently valued at -1.40, compared to the broader market-10.000.0010.0020.00-1.4011.90
MCHP
PGR

The current MCHP Sharpe Ratio is -0.76, which is lower than the PGR Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of MCHP 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 Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.76
2.28
MCHP
PGR

Dividends

MCHP vs. PGR - Dividend Comparison

MCHP's dividend yield for the trailing twelve months is around 3.12%, more than PGR's 2.01% yield.


TTM20242023202220212020201920182017201620152014
MCHP
Microchip Technology Incorporated
3.12%3.16%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.08%3.16%
PGR
The Progressive Corporation
2.01%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%

Drawdowns

MCHP vs. PGR - Drawdown Comparison

The maximum MCHP drawdown since its inception was -62.53%, smaller than the maximum PGR drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for MCHP and PGR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-41.01%
-7.57%
MCHP
PGR

Volatility

MCHP vs. PGR - Volatility Comparison

Microchip Technology Incorporated (MCHP) has a higher volatility of 8.60% compared to The Progressive Corporation (PGR) at 4.99%. This indicates that MCHP'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%20.00%AugustSeptemberOctoberNovemberDecember2025
8.60%
4.99%
MCHP
PGR

Financials

MCHP vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between Microchip Technology Incorporated 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab