PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PGR vs. AFL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PGR and AFL is 0.39, 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.


-0.50.00.51.00.4

Performance

PGR vs. AFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Progressive Corporation (PGR) and Aflac Incorporated (AFL). The values are adjusted to include any dividend payments, if applicable.

20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%AugustSeptemberOctoberNovemberDecember2025
57,589.39%
18,365.41%
PGR
AFL

Key characteristics

Sharpe Ratio

PGR:

2.28

AFL:

1.52

Sortino Ratio

PGR:

3.26

AFL:

1.89

Omega Ratio

PGR:

1.41

AFL:

1.31

Calmar Ratio

PGR:

4.34

AFL:

2.50

Martin Ratio

PGR:

11.90

AFL:

6.66

Ulcer Index

PGR:

3.97%

AFL:

4.71%

Daily Std Dev

PGR:

20.74%

AFL:

20.63%

Max Drawdown

PGR:

-71.05%

AFL:

-82.71%

Current Drawdown

PGR:

-7.57%

AFL:

-7.19%

Fundamentals

Market Cap

PGR:

$143.84B

AFL:

$59.16B

EPS

PGR:

$13.75

AFL:

$6.76

PE Ratio

PGR:

17.72

AFL:

15.75

PEG Ratio

PGR:

0.12

AFL:

0.93

Total Revenue (TTM)

PGR:

$54.72B

AFL:

$13.52B

Gross Profit (TTM)

PGR:

$54.71B

AFL:

$13.52B

EBITDA (TTM)

PGR:

$8.09B

AFL:

$45.00M

Returns By Period

In the year-to-date period, PGR achieves a 3.72% return, which is significantly higher than AFL's 2.95% return. Over the past 10 years, PGR has outperformed AFL with an annualized return of 28.41%, while AFL has yielded a comparatively lower 16.66% annualized return.


PGR

YTD

3.72%

1M

3.43%

6M

13.35%

1Y

46.47%

5Y*

28.81%

10Y*

28.41%

AFL

YTD

2.95%

1M

5.18%

6M

15.69%

1Y

28.94%

5Y*

17.68%

10Y*

16.66%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

PGR vs. AFL — Risk-Adjusted Performance Rank

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

PGR
The Risk-Adjusted Performance Rank of PGR is 9494
Overall Rank
The Sharpe Ratio Rank of PGR is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 9393
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 9191
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PGR is 9393
Martin Ratio Rank

AFL
The Risk-Adjusted Performance Rank of AFL is 8686
Overall Rank
The Sharpe Ratio Rank of AFL is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AFL is 7878
Sortino Ratio Rank
The Omega Ratio Rank of AFL is 8484
Omega Ratio Rank
The Calmar Ratio Rank of AFL is 9393
Calmar Ratio Rank
The Martin Ratio Rank of AFL is 8585
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.

PGR vs. AFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) and Aflac Incorporated (AFL). 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.


Sharpe ratio
The chart of Sharpe ratio for PGR, currently valued at 2.28, compared to the broader market-2.000.002.004.002.281.52
The chart of Sortino ratio for PGR, currently valued at 3.26, compared to the broader market-4.00-2.000.002.004.003.261.89
The chart of Omega ratio for PGR, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.31
The chart of Calmar ratio for PGR, currently valued at 4.34, compared to the broader market0.002.004.006.004.342.50
The chart of Martin ratio for PGR, currently valued at 11.90, compared to the broader market-10.000.0010.0020.0030.0011.906.66
PGR
AFL

The current PGR Sharpe Ratio is 2.28, which is higher than the AFL Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of PGR and AFL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50AugustSeptemberOctoberNovemberDecember2025
2.28
1.52
PGR
AFL

Dividends

PGR vs. AFL - Dividend Comparison

PGR's dividend yield for the trailing twelve months is around 2.01%, more than AFL's 1.88% yield.


TTM20242023202220212020201920182017201620152014
PGR
The Progressive Corporation
2.01%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%
AFL
Aflac Incorporated
1.88%1.93%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%

Drawdowns

PGR vs. AFL - Drawdown Comparison

The maximum PGR drawdown since its inception was -71.05%, smaller than the maximum AFL drawdown of -82.71%. Use the drawdown chart below to compare losses from any high point for PGR and AFL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.57%
-7.19%
PGR
AFL

Volatility

PGR vs. AFL - Volatility Comparison

The current volatility for The Progressive Corporation (PGR) is 4.99%, while Aflac Incorporated (AFL) has a volatility of 5.36%. This indicates that PGR experiences smaller price fluctuations and is considered to be less risky than AFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
4.99%
5.36%
PGR
AFL

Financials

PGR vs. AFL - Financials Comparison

This section allows you to compare key financial metrics between The Progressive Corporation and Aflac Incorporated. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab