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PEGA vs. PRGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PEGAPRGS
YTD Return37.85%7.85%
1Y Return51.76%2.00%
3Y Return (Ann)-19.61%10.60%
5Y Return (Ann)-0.89%9.51%
10Y Return (Ann)12.32%11.11%
Sharpe Ratio1.060.08
Daily Std Dev49.45%24.27%
Max Drawdown-94.81%-67.33%
Current Drawdown-53.80%-4.69%

Fundamentals


PEGAPRGS
Market Cap$5.75B$2.48B
EPS$1.48$1.63
PE Ratio45.4735.58
PEG Ratio0.585.88
Total Revenue (TTM)$1.49B$536.73M
Gross Profit (TTM)$1.11B$404.48M
EBITDA (TTM)$222.21M$176.56M

Correlation

-0.50.00.51.00.3

The correlation between PEGA and PRGS is 0.32, 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

PEGA vs. PRGS - Performance Comparison

In the year-to-date period, PEGA achieves a 37.85% return, which is significantly higher than PRGS's 7.85% return. Over the past 10 years, PEGA has outperformed PRGS with an annualized return of 12.32%, while PRGS has yielded a comparatively lower 11.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
6.71%
10.50%
PEGA
PRGS

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Risk-Adjusted Performance

PEGA vs. PRGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pegasystems Inc. (PEGA) and Progress Software Corporation (PRGS). 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.


PEGA
Sharpe ratio
The chart of Sharpe ratio for PEGA, currently valued at 1.06, compared to the broader market-4.00-2.000.002.001.06
Sortino ratio
The chart of Sortino ratio for PEGA, currently valued at 2.39, compared to the broader market-6.00-4.00-2.000.002.004.002.39
Omega ratio
The chart of Omega ratio for PEGA, currently valued at 1.27, compared to the broader market0.501.001.502.001.27
Calmar ratio
The chart of Calmar ratio for PEGA, currently valued at 0.71, compared to the broader market0.001.002.003.004.005.000.71
Martin ratio
The chart of Martin ratio for PEGA, currently valued at 5.65, compared to the broader market-10.00-5.000.005.0010.0015.0020.005.65
PRGS
Sharpe ratio
The chart of Sharpe ratio for PRGS, currently valued at 0.08, compared to the broader market-4.00-2.000.002.000.08
Sortino ratio
The chart of Sortino ratio for PRGS, currently valued at 0.34, compared to the broader market-6.00-4.00-2.000.002.004.000.34
Omega ratio
The chart of Omega ratio for PRGS, currently valued at 1.04, compared to the broader market0.501.001.502.001.04
Calmar ratio
The chart of Calmar ratio for PRGS, currently valued at 0.10, compared to the broader market0.001.002.003.004.005.000.10
Martin ratio
The chart of Martin ratio for PRGS, currently valued at 0.21, compared to the broader market-10.00-5.000.005.0010.0015.0020.000.21

PEGA vs. PRGS - Sharpe Ratio Comparison

The current PEGA Sharpe Ratio is 1.06, which is higher than the PRGS Sharpe Ratio of 0.08. The chart below compares the 12-month rolling Sharpe Ratio of PEGA and PRGS.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.06
0.08
PEGA
PRGS

Dividends

PEGA vs. PRGS - Dividend Comparison

PEGA's dividend yield for the trailing twelve months is around 0.18%, less than PRGS's 1.21% yield.


TTM20232022202120202019201820172016201520142013
PEGA
Pegasystems Inc.
0.18%0.25%0.35%0.11%0.09%0.15%0.25%0.25%0.33%0.44%0.51%0.37%
PRGS
Progress Software Corporation
1.21%1.29%1.39%1.45%1.48%1.52%1.62%1.21%0.39%0.00%0.00%0.00%

Drawdowns

PEGA vs. PRGS - Drawdown Comparison

The maximum PEGA drawdown since its inception was -94.81%, which is greater than PRGS's maximum drawdown of -67.33%. Use the drawdown chart below to compare losses from any high point for PEGA and PRGS. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-53.80%
-4.69%
PEGA
PRGS

Volatility

PEGA vs. PRGS - Volatility Comparison

Pegasystems Inc. (PEGA) has a higher volatility of 10.08% compared to Progress Software Corporation (PRGS) at 4.99%. This indicates that PEGA's price experiences larger fluctuations and is considered to be riskier than PRGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
10.08%
4.99%
PEGA
PRGS

Financials

PEGA vs. PRGS - Financials Comparison

This section allows you to compare key financial metrics between Pegasystems Inc. and Progress Software 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