PEGA vs. PRGS

In the year-to-date period, PEGA achieves a -2.15% return, which is significantly higher than PRGS's -8.07% return. Over the past 10 years, PEGA has outperformed PRGS with an annualized return of 15.74%, while PRGS has yielded a comparatively lower 9.87% annualized return.

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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.

The current PEGA Sharpe Ratio is 1.00, which is higher than the PRGS Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of PEGA and PRGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PEGA's dividend yield for the trailing twelve months is around 0.07%, less than PRGS's 0.58% yield.

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.

Pegasystems Inc. (PEGA) has a higher volatility of 30.99% compared to Progress Software Corporation (PRGS) at 14.67%. 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.

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.