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

Correlation

The correlation between MSADY and PGR is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

MSADY vs. PGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MS&AD Insurance Group Holdings PK (MSADY) and The Progressive Corporation (PGR). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-12.94%
15.04%
MSADY
PGR

Key characteristics

Sharpe Ratio

MSADY:

1.48

PGR:

2.28

Sortino Ratio

MSADY:

2.37

PGR:

3.27

Omega Ratio

MSADY:

1.30

PGR:

1.41

Calmar Ratio

MSADY:

2.93

PGR:

4.32

Martin Ratio

MSADY:

8.69

PGR:

12.49

Ulcer Index

MSADY:

6.67%

PGR:

3.77%

Daily Std Dev

MSADY:

39.05%

PGR:

20.64%

Max Drawdown

MSADY:

-59.87%

PGR:

-71.05%

Current Drawdown

MSADY:

-15.17%

PGR:

-9.41%

Fundamentals

Market Cap

MSADY:

$31.90B

PGR:

$142.70B

EPS

MSADY:

$1.97

PGR:

$13.76

PE Ratio

MSADY:

10.58

PGR:

17.70

PEG Ratio

MSADY:

0.29

PGR:

0.12

Total Revenue (TTM)

MSADY:

$3.48T

PGR:

$54.72B

Gross Profit (TTM)

MSADY:

$3.46T

PGR:

$54.71B

EBITDA (TTM)

MSADY:

$87.12B

PGR:

$8.09B

Returns By Period

In the year-to-date period, MSADY achieves a -4.23% return, which is significantly lower than PGR's 1.66% return. Over the past 10 years, MSADY has underperformed PGR with an annualized return of 16.12%, while PGR has yielded a comparatively higher 27.85% annualized return.


MSADY

YTD

-4.23%

1M

-8.43%

6M

-15.17%

1Y

58.42%

5Y*

20.01%

10Y*

16.12%

PGR

YTD

1.66%

1M

-1.72%

6M

16.05%

1Y

47.08%

5Y*

29.19%

10Y*

27.85%

*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

MSADY vs. PGR — Risk-Adjusted Performance Rank

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

MSADY
The Risk-Adjusted Performance Rank of MSADY is 8989
Overall Rank
The Sharpe Ratio Rank of MSADY is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of MSADY is 8686
Sortino Ratio Rank
The Omega Ratio Rank of MSADY is 8585
Omega Ratio Rank
The Calmar Ratio Rank of MSADY is 9595
Calmar Ratio Rank
The Martin Ratio Rank of MSADY is 9090
Martin Ratio Rank

PGR
The Risk-Adjusted Performance Rank of PGR is 9595
Overall Rank
The Sharpe Ratio Rank of PGR is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 9494
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 9292
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PGR is 9494
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.

MSADY vs. PGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MS&AD Insurance Group Holdings PK (MSADY) 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 MSADY, currently valued at 1.50, compared to the broader market-4.00-2.000.002.001.502.28
The chart of Sortino ratio for MSADY, currently valued at 2.39, compared to the broader market-4.00-2.000.002.004.002.393.27
The chart of Omega ratio for MSADY, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.41
The chart of Calmar ratio for MSADY, currently valued at 2.95, compared to the broader market0.002.004.006.002.954.32
The chart of Martin ratio for MSADY, currently valued at 8.67, compared to the broader market-10.000.0010.0020.008.6712.49
MSADY
PGR

The current MSADY Sharpe Ratio is 1.48, which is lower than the PGR Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of MSADY 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 Ratio1.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
1.50
2.28
MSADY
PGR

Dividends

MSADY vs. PGR - Dividend Comparison

MSADY has not paid dividends to shareholders, while PGR's dividend yield for the trailing twelve months is around 2.36%.


TTM20242023202220212020201920182017201620152014
MSADY
MS&AD Insurance Group Holdings PK
0.00%0.00%5.76%6.80%7.06%6.99%6.06%6.35%5.31%4.62%2.90%3.20%
PGR
The Progressive Corporation
2.36%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%

Drawdowns

MSADY vs. PGR - Drawdown Comparison

The maximum MSADY drawdown since its inception was -59.87%, smaller than the maximum PGR drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for MSADY and PGR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.17%
-9.41%
MSADY
PGR

Volatility

MSADY vs. PGR - Volatility Comparison

MS&AD Insurance Group Holdings PK (MSADY) and The Progressive Corporation (PGR) have volatilities of 5.93% and 5.75%, 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%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
5.93%
5.75%
MSADY
PGR

Financials

MSADY vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between MS&AD Insurance Group Holdings PK 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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