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PGR vs. BMY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PGR vs. BMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Progressive Corporation (PGR) and Bristol-Myers Squibb Company (BMY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PGR achieves a -4.67% return, which is significantly lower than BMY's 8.54% return. Over the past 10 years, PGR has outperformed BMY with an annualized return of 23.53%, while BMY has yielded a comparatively lower 0.92% annualized return.


PGR

1D
4.42%
1M
3.67%
YTD
-4.67%
6M
-2.60%
1Y
-22.46%
3Y*
19.82%
5Y*
17.85%
10Y*
23.53%

BMY

1D
1.18%
1M
1.20%
YTD
8.54%
6M
12.26%
1Y
25.69%
3Y*
0.16%
5Y*
1.52%
10Y*
0.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGR vs. BMY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGR
The Progressive Corporation
-4.67%-3.02%51.39%23.16%26.81%10.84%41.48%25.14%9.39%61.59%
BMY
Bristol-Myers Squibb Company
8.54%0.11%15.81%-26.14%18.98%2.88%0.41%27.74%-12.90%7.71%

Correlation

The correlation between PGR and BMY is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.09

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

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 10, 1986

0.25

The correlation between PGR and BMY shifts across timeframes, from 0.05 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

PGR:

$19.23

BMY:

$3.57

PE Ratio

PGR:

10.61

BMY:

16.06

PEG Ratio

PGR:

0.08

BMY:

0.92

PS Ratio

PGR:

1.37

BMY:

2.41

Total Revenue (TTM)

PGR:

$87.65B

BMY:

$48.48B

Gross Profit (TTM)

PGR:

$23.23B

BMY:

$33.33B

EBITDA (TTM)

PGR:

$14.81B

BMY:

$13.34B

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Return for Risk

PGR vs. BMY — Risk / Return Rank

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

PGR
PGR Risk / Return Rank: 99
Overall Rank
PGR Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PGR Sortino Ratio Rank: 77
Sortino Ratio Rank
PGR Omega Ratio Rank: 99
Omega Ratio Rank
PGR Calmar Ratio Rank: 1010
Calmar Ratio Rank
PGR Martin Ratio Rank: 1515
Martin Ratio Rank

BMY
BMY Risk / Return Rank: 6969
Overall Rank
BMY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BMY Sortino Ratio Rank: 6767
Sortino Ratio Rank
BMY Omega Ratio Rank: 6363
Omega Ratio Rank
BMY Calmar Ratio Rank: 7373
Calmar Ratio Rank
BMY Martin Ratio Rank: 7272
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.

PGR vs. BMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) and Bristol-Myers Squibb Company (BMY). 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.


PGRBMYDifference
Sharpe ratioReturn per unit of total volatility

-1.96

Sortino ratioReturn per unit of downside risk

-2.89

Omega ratioGain probability vs. loss probability

0.85

1.18

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.82

1.89

-2.71

Martin ratioReturn relative to average drawdown

-1.20

4.15

-5.35

PGR vs. BMY - Sharpe Ratio Comparison

The current PGR Sharpe Ratio is -1.00, which is lower than the BMY Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of PGR and BMY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PGRBMYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

0.96

-1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.06

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

0.04

+0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.35

+0.23

Drawdowns

PGR vs. BMY - Drawdown Comparison

The maximum PGR drawdown since its inception was -71.06%, roughly equal to the maximum BMY drawdown of -72.03%. Use the drawdown chart below to compare losses from any high point for PGR and BMY.


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Drawdown Indicators


PGRBMYDifference

Max Drawdown

Largest peak-to-trough decline

-71.06%

-72.03%

+0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-27.41%

-13.68%

-13.73%

Max Drawdown (3Y)

Largest decline over 3 years

-30.35%

-36.85%

+6.50%

Max Drawdown (5Y)

Largest decline over 5 years

-30.35%

-47.67%

+17.32%

Max Drawdown (10Y)

Largest decline over 10 years

-30.35%

-47.67%

+17.32%

Current Drawdown

Current decline from peak

-25.37%

-17.59%

-7.78%

Average Drawdown

Average peak-to-trough decline

-14.53%

-22.38%

+7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.97%

6.21%

+12.76%

Volatility

PGR vs. BMY - Volatility Comparison

The Progressive Corporation (PGR) and Bristol-Myers Squibb Company (BMY) have volatilities of 7.32% and 7.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGRBMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

7.08%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

16.85%

17.90%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

22.65%

26.83%

-4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.59%

24.02%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.47%

25.25%

-0.78%

Dividends

PGR vs. BMY - Dividend Comparison

PGR's dividend yield for the trailing twelve months is around 6.81%, more than BMY's 4.37% yield.


PositionTTM20252024202320222021202020192018201720162015
BMY
Bristol-Myers Squibb Company
4.37%4.60%4.24%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%
PGR
The Progressive Corporation
6.81%2.15%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%

Financials

PGR vs. BMY - Financials Comparison

This section allows you to compare key financial metrics between The Progressive Corporation and Bristol-Myers Squibb Company. 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


10.00B12.00B14.00B16.00B18.00B20.00B22.00B20222023202420252026
22.74B
11.49B
(PGR) Total Revenue
(BMY) Total Revenue
Values in USD except per share items

PGR vs. BMY - Profitability Comparison

The chart below illustrates the profitability comparison between The Progressive Corporation and Bristol-Myers Squibb Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
29.3%
70.2%
Portfolio components
PGR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Progressive Corporation reported a gross profit of 6.66B and revenue of 22.74B. Therefore, the gross margin over that period was 29.3%.

BMY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bristol-Myers Squibb Company reported a gross profit of 8.07B and revenue of 11.49B. Therefore, the gross margin over that period was 70.2%.

PGR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Progressive Corporation reported an operating income of 3.68B and revenue of 22.74B, resulting in an operating margin of 16.2%.

BMY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bristol-Myers Squibb Company reported an operating income of 3.27B and revenue of 11.49B, resulting in an operating margin of 28.5%.

PGR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Progressive Corporation reported a net income of 2.95B and revenue of 22.74B, resulting in a net margin of 13.0%.

BMY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bristol-Myers Squibb Company reported a net income of 2.68B and revenue of 11.49B, resulting in a net margin of 23.3%.


Frequently Asked Questions


PGR and BMY have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PGR has higher volatility (7.32%) compared to BMY (7.08%). In terms of maximum drawdown, PGR dropped -71.06% vs BMY's -72.03%.

BMY currently has the higher Sharpe Ratio (0.96 vs -1.00), 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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