PGR vs. ALL
Compare and contrast key facts about The Progressive Corporation (PGR) and The Allstate Corporation (ALL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PGR or ALL.
Performance
PGR vs. ALL - Performance Comparison
Returns By Period
In the year-to-date period, PGR achieves a 61.61% return, which is significantly higher than ALL's 42.96% return. Over the past 10 years, PGR has outperformed ALL with an annualized return of 28.36%, while ALL has yielded a comparatively lower 13.84% annualized return.
PGR
61.61%
0.16%
22.36%
60.94%
31.54%
28.36%
ALL
42.96%
0.77%
17.37%
50.10%
15.03%
13.84%
Fundamentals
PGR | ALL | |
---|---|---|
Market Cap | $153.68B | $52.46B |
EPS | $13.75 | $15.47 |
PE Ratio | 19.08 | 12.81 |
PEG Ratio | 1.05 | 3.40 |
Total Revenue (TTM) | $71.59B | $62.43B |
Gross Profit (TTM) | $71.59B | $53.41B |
EBITDA (TTM) | $10.17B | $2.01B |
Key characteristics
PGR | ALL | |
---|---|---|
Sharpe Ratio | 3.09 | 2.60 |
Sortino Ratio | 4.10 | 3.37 |
Omega Ratio | 1.54 | 1.45 |
Calmar Ratio | 8.91 | 5.33 |
Martin Ratio | 23.66 | 14.83 |
Ulcer Index | 2.67% | 3.58% |
Daily Std Dev | 20.45% | 20.43% |
Max Drawdown | -71.06% | -77.03% |
Current Drawdown | -2.50% | -0.62% |
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Correlation
The correlation between PGR and ALL is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
PGR vs. ALL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) and The Allstate Corporation (ALL). 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.
Dividends
PGR vs. ALL - Dividend Comparison
PGR's dividend yield for the trailing twelve months is around 0.45%, less than ALL's 1.85% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
The Progressive Corporation | 0.45% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
The Allstate Corporation | 1.85% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% | 1.59% | 1.83% |
Drawdowns
PGR vs. ALL - Drawdown Comparison
The maximum PGR drawdown since its inception was -71.06%, smaller than the maximum ALL drawdown of -77.03%. Use the drawdown chart below to compare losses from any high point for PGR and ALL. For additional features, visit the drawdowns tool.
Volatility
PGR vs. ALL - Volatility Comparison
The Progressive Corporation (PGR) has a higher volatility of 6.58% compared to The Allstate Corporation (ALL) at 6.06%. This indicates that PGR's price experiences larger fluctuations and is considered to be riskier than ALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
PGR vs. ALL - Financials Comparison
This section allows you to compare key financial metrics between The Progressive Corporation and The Allstate 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.
Total Revenue: Total amount of money received from sales and other business activities