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

Correlation

The correlation between MSADY and PGR is 0.04, 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

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.

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Key characteristics

Sharpe Ratio

MSADY:

0.38

PGR:

1.52

Sortino Ratio

MSADY:

0.50

PGR:

2.00

Omega Ratio

MSADY:

1.07

PGR:

1.28

Calmar Ratio

MSADY:

0.28

PGR:

2.98

Martin Ratio

MSADY:

0.67

PGR:

7.59

Ulcer Index

MSADY:

10.46%

PGR:

4.84%

Daily Std Dev

MSADY:

32.79%

PGR:

24.68%

Max Drawdown

MSADY:

-59.87%

PGR:

-71.05%

Current Drawdown

MSADY:

-9.19%

PGR:

-4.81%

Fundamentals

Market Cap

MSADY:

$34.47B

PGR:

$162.45B

EPS

MSADY:

$3.09

PGR:

$14.84

PE Ratio

MSADY:

7.34

PGR:

18.67

PEG Ratio

MSADY:

0.25

PGR:

7.44

PS Ratio

MSADY:

0.01

PGR:

2.07

PB Ratio

MSADY:

1.24

PGR:

5.69

Total Revenue (TTM)

MSADY:

$5.06T

PGR:

$78.52B

Gross Profit (TTM)

MSADY:

$5.05T

PGR:

$19.50B

EBITDA (TTM)

MSADY:

$29.36B

PGR:

$11.36B

Returns By Period

In the year-to-date period, MSADY achieves a 2.53% return, which is significantly lower than PGR's 18.00% return. Over the past 10 years, MSADY has underperformed PGR with an annualized return of 13.82%, while PGR has yielded a comparatively higher 29.20% annualized return.


MSADY

YTD

2.53%

1M

4.25%

6M

-1.54%

1Y

12.50%

3Y*

33.51%

5Y*

25.77%

10Y*

13.82%

PGR

YTD

18.00%

1M

4.54%

6M

7.33%

1Y

37.14%

3Y*

36.28%

5Y*

32.61%

10Y*

29.20%

*Annualized

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MS&AD Insurance Group Holdings PK

The Progressive Corporation

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 6060
Overall Rank
The Sharpe Ratio Rank of MSADY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of MSADY is 5252
Sortino Ratio Rank
The Omega Ratio Rank of MSADY is 5252
Omega Ratio Rank
The Calmar Ratio Rank of MSADY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of MSADY is 6161
Martin Ratio Rank

PGR
The Risk-Adjusted Performance Rank of PGR is 9090
Overall Rank
The Sharpe Ratio Rank of PGR is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 8585
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 8686
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PGR is 9292
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.


The current MSADY Sharpe Ratio is 0.38, which is lower than the PGR Sharpe Ratio of 1.52. 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.


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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 1.77%.


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
1.77%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.


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Volatility

MSADY vs. PGR - Volatility Comparison

MS&AD Insurance Group Holdings PK (MSADY) has a higher volatility of 6.55% compared to The Progressive Corporation (PGR) at 6.06%. This indicates that MSADY'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

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


-2.00T-1.00T0.001.00T2.00T3.00T4.00T5.00T20212022202320242025
1.82T
20.40B
(MSADY) Total Revenue
(PGR) Total Revenue
Values in USD except per share items

MSADY vs. PGR - Profitability Comparison

The chart below illustrates the profitability comparison between MS&AD Insurance Group Holdings PK 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

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
100.0%
-0.3%
(MSADY) Gross Margin
(PGR) Gross Margin
MSADY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, MS&AD Insurance Group Holdings PK reported a gross profit of 1.82T and revenue of 1.82T. Therefore, the gross margin over that period was 100.0%.

PGR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Progressive Corporation reported a gross profit of -70.00M and revenue of 20.40B. Therefore, the gross margin over that period was -0.3%.

MSADY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, MS&AD Insurance Group Holdings PK reported an operating income of 1.62T and revenue of 1.82T, resulting in an operating margin of 88.7%.

PGR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Progressive Corporation reported an operating income of 3.24B and revenue of 20.40B, resulting in an operating margin of 15.9%.

MSADY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, MS&AD Insurance Group Holdings PK reported a net income of 167.08B and revenue of 1.82T, resulting in a net margin of 9.2%.

PGR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Progressive Corporation reported a net income of 2.57B and revenue of 20.40B, resulting in a net margin of 12.6%.