PG vs. AGG
PG (The Procter & Gamble Company) is a stock, while AGG (iShares Core U.S. Aggregate Bond ETF) is Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Over the past 10 years, PG returned 8.64%/yr vs 1.52%/yr for AGG. At a 0.01 correlation, their price movements are largely independent.
Performance
PG vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 2.74% return, which is significantly higher than AGG's -0.08% return. Over the past 10 years, PG has outperformed AGG with an annualized return of 8.64%, while AGG has yielded a comparatively lower 1.52% annualized return.
PG
- 1D
- -0.98%
- 1M
- -0.90%
- YTD
- 2.74%
- 6M
- 6.43%
- 1Y
- -8.99%
- 3Y*
- 2.29%
- 5Y*
- 4.10%
- 10Y*
- 8.64%
AGG
- 1D
- 0.00%
- 1M
- -0.69%
- YTD
- -0.08%
- 6M
- 0.26%
- 1Y
- 4.97%
- 3Y*
- 3.88%
- 5Y*
- -0.03%
- 10Y*
- 1.52%
PG vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.74% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
AGG iShares Core U.S. Aggregate Bond ETF | -0.08% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between PG and AGG is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2003 | 0.01 |
Over the past year, PG and AGG have become more correlated (0.29) than their long-term average of 0.01, meaning their price movements have been converging.
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Return for Risk
PG vs. AGG — Risk / Return Rank
PG
AGG
PG vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| PG | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.23 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 1.81 | -2.39 |
| Martin ratioReturn relative to average drawdown | -1.04 | 5.44 | -6.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PG | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | 1.32 | -1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | -0.00 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.28 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.59 | -0.13 |
Drawdowns
PG vs. AGG - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for PG and AGG.
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Drawdown Indicators
| PG | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -18.43% | -35.82% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -2.76% | -12.76% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -6.11% | -15.04% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -17.82% | -5.95% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -18.43% | -5.34% |
Current DrawdownCurrent decline from peak | -15.91% | -2.47% | -13.44% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -2.71% | -9.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 0.92% | +8.01% |
Volatility
PG vs. AGG - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 7.01% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.29%. This indicates that PG's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PG | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 1.29% | +5.72% |
Volatility (6M)Calculated over the trailing 6-month period | 15.32% | 2.77% | +12.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 3.80% | +14.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 6.09% | +11.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 5.41% | +13.64% |
Dividends
PG vs. AGG - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.94%, less than AGG's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 4.00% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
PG The Procter & Gamble Company | 2.94% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Frequently Asked Questions
PG and AGG have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (7.01%) compared to AGG (1.29%). In terms of maximum drawdown, PG dropped -54.25% vs AGG's -18.43%.
AGG currently has the higher Sharpe Ratio (1.32 vs -0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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