PortfoliosLab logoPortfoliosLab logo
PGNY vs. XP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PGNY vs. XP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Progyny, Inc. (PGNY) and XP Inc. (XP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PGNY achieves a -0.78% return, which is significantly higher than XP's -4.46% return.


PGNY

1D
1.96%
1M
34.25%
YTD
-0.78%
6M
5.51%
1Y
19.62%
3Y*
-14.06%
5Y*
-16.62%
10Y*

XP

1D
0.26%
1M
-17.25%
YTD
-4.46%
6M
-20.42%
1Y
-19.32%
3Y*
-2.41%
5Y*
-15.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGNY vs. XP - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PGNY
Progyny, Inc.
-0.78%48.87%-53.60%19.36%-38.13%18.78%54.43%3.74%
XP
XP Inc.
-4.46%39.53%-52.23%79.63%-46.62%-27.55%2.99%11.78%

Correlation

The correlation between PGNY and XP is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2019

0.28

The correlation between PGNY and XP shifts across timeframes, from 0.16 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PGNY:

$2.16B

XP:

$8.22B

EPS

PGNY:

$0.76

XP:

$9.77

PE Ratio

PGNY:

33.32

XP:

1.60

PEG Ratio

PGNY:

2.80

XP:

0.14

PS Ratio

PGNY:

1.74

XP:

0.44

PB Ratio

PGNY:

4.92

XP:

0.34

Total Revenue (TTM)

PGNY:

$1.29B

XP:

$18.65B

Gross Profit (TTM)

PGNY:

$311.76M

XP:

$12.49B

EBITDA (TTM)

PGNY:

$108.11M

XP:

$6.31B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PGNY vs. XP — Risk / Return Rank

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

PGNY
PGNY Risk / Return Rank: 5353
Overall Rank
PGNY Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PGNY Sortino Ratio Rank: 5353
Sortino Ratio Rank
PGNY Omega Ratio Rank: 5555
Omega Ratio Rank
PGNY Calmar Ratio Rank: 5252
Calmar Ratio Rank
PGNY Martin Ratio Rank: 5252
Martin Ratio Rank

XP
XP Risk / Return Rank: 2020
Overall Rank
XP Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XP Sortino Ratio Rank: 2323
Sortino Ratio Rank
XP Omega Ratio Rank: 2323
Omega Ratio Rank
XP Calmar Ratio Rank: 2020
Calmar Ratio Rank
XP Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PGNY vs. XP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Progyny, Inc. (PGNY) and XP Inc. (XP). 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.


PGNYXPDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.13

0.96

+0.17

Calmar ratioReturn relative to maximum drawdown

0.46

-0.61

+1.07

Martin ratioReturn relative to average drawdown

0.99

-1.30

+2.29

PGNY vs. XP - Sharpe Ratio Comparison

The current PGNY Sharpe Ratio is 0.35, which is higher than the XP Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of PGNY and XP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


PGNYXPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

-0.43

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

-0.31

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.17

+0.29

Drawdowns

PGNY vs. XP - Drawdown Comparison

The maximum PGNY drawdown since its inception was -79.49%, roughly equal to the maximum XP drawdown of -79.19%. Use the drawdown chart below to compare losses from any high point for PGNY and XP.


Loading charts...

Drawdown Indicators


PGNYXPDifference

Max Drawdown

Largest peak-to-trough decline

-79.49%

-79.19%

-0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-42.65%

-32.03%

-10.62%

Max Drawdown (3Y)

Largest decline over 3 years

-68.14%

-56.64%

-11.50%

Max Drawdown (5Y)

Largest decline over 5 years

-79.49%

-79.19%

-0.30%

Current Drawdown

Current decline from peak

-61.78%

-65.71%

+3.93%

Average Drawdown

Average peak-to-trough decline

-42.39%

-46.97%

+4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.86%

14.91%

+4.95%

Volatility

PGNY vs. XP - Volatility Comparison

Progyny, Inc. (PGNY) has a higher volatility of 24.13% compared to XP Inc. (XP) at 14.48%. This indicates that PGNY's price experiences larger fluctuations and is considered to be riskier than XP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PGNYXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.13%

14.48%

+9.65%

Volatility (6M)

Calculated over the trailing 6-month period

41.53%

37.34%

+4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

56.99%

45.50%

+11.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.07%

49.64%

+6.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.88%

57.38%

+4.50%

Dividends

PGNY vs. XP - Dividend Comparison

PGNY has not paid dividends to shareholders, while XP's dividend yield for the trailing twelve months is around 1.15%.


PositionTTM202520242023
PGNY
Progyny, Inc.
0.00%0.00%0.00%0.00%
XP
XP Inc.
1.15%1.10%5.49%5.02%

Financials

PGNY vs. XP - Financials Comparison

This section allows you to compare key financial metrics between Progyny, Inc. and XP Inc.. 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
328.50M
4.62B
(PGNY) Total Revenue
(XP) Total Revenue
Values in USD except per share items

PGNY vs. XP - Profitability Comparison

The chart below illustrates the profitability comparison between Progyny, Inc. and XP Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
25.3%
65.8%
Portfolio components
PGNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Progyny, Inc. reported a gross profit of 83.07M and revenue of 328.50M. Therefore, the gross margin over that period was 25.3%.

XP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, XP Inc. reported a gross profit of 3.04B and revenue of 4.62B. Therefore, the gross margin over that period was 65.8%.

PGNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Progyny, Inc. reported an operating income of 35.38M and revenue of 328.50M, resulting in an operating margin of 10.8%.

XP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, XP Inc. reported an operating income of 1.41B and revenue of 4.62B, resulting in an operating margin of 30.6%.

PGNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Progyny, Inc. reported a net income of 24.23M and revenue of 328.50M, resulting in a net margin of 7.4%.

XP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, XP Inc. reported a net income of 1.29B and revenue of 4.62B, resulting in a net margin of 27.9%.


Frequently Asked Questions


PGNY and XP have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PGNY has higher volatility (24.13%) compared to XP (14.48%). In terms of maximum drawdown, PGNY dropped -79.49% vs XP's -79.19%.

PGNY currently has the higher Sharpe Ratio (0.35 vs -0.43), 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.

Portfolio Optimizer

Find the right allocation for PGNY and XP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer