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PGR vs. BTAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PGR vs. BTAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Progressive Corporation (PGR) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). 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 -0.79% return, which is significantly higher than BTAL's -15.84% return. Over the past 10 years, PGR has outperformed BTAL with an annualized return of 23.82%, while BTAL has yielded a comparatively lower -4.60% annualized return.


PGR

1D
2.06%
1M
3.64%
6M
4.97%
YTD
-0.79%
1Y
-8.28%
3Y*
23.12%
5Y*
20.34%
10Y*
23.82%
ALL TIME*
16.86%

BTAL

1D
0.00%
1M
10.49%
6M
-12.25%
YTD
-15.84%
1Y
-25.57%
3Y*
-9.44%
5Y*
-4.30%
10Y*
-4.60%
ALL TIME*
-3.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGR vs. BTAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGR
The Progressive Corporation
-0.79%-3.02%51.39%23.16%26.81%10.84%41.48%25.14%9.39%61.59%
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-15.84%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%

Correlation

The correlation between PGR and BTAL is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.27

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

0.13

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

0.00

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2011

-0.07

The correlation between PGR and BTAL shifts across timeframes, from -0.07 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PGR vs. BTAL — Risk / Return Rank

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

PGR
PGR Risk / Return Rank: 3030
Overall Rank
PGR Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PGR Sortino Ratio Rank: 2727
Sortino Ratio Rank
PGR Omega Ratio Rank: 2727
Omega Ratio Rank
PGR Calmar Ratio Rank: 3131
Calmar Ratio Rank
PGR Martin Ratio Rank: 3131
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 22
Overall Rank
BTAL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 22
Sortino Ratio Rank
BTAL Omega Ratio Rank: 22
Omega Ratio Rank
BTAL Calmar Ratio Rank: 33
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
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. BTAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PGRBTALDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

0.96

0.83

+0.13

Calmar ratioReturn relative to maximum drawdown

-0.42

-0.74

+0.32

Martin ratioReturn relative to average drawdown

-0.71

-1.39

+0.68

PGR vs. BTAL - Sharpe Ratio Comparison

The current PGR Sharpe Ratio is -0.33, which is higher than the BTAL Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of PGR and BTAL, 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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Drawdowns

PGR vs. BTAL - Drawdown Comparison

The maximum PGR drawdown since its inception was -71.06%, which is greater than BTAL's maximum drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for PGR and BTAL.


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Drawdown Indicators


PGRBTALDifference

Max Drawdown

Largest peak-to-trough decline

-71.06%

-52.70%

-18.36%

Max Drawdown (1Y)

Largest decline over 1 year

-19.79%

-34.57%

+14.78%

Max Drawdown (3Y)

Largest decline over 3 years

-30.35%

-47.83%

+17.48%

Max Drawdown (5Y)

Largest decline over 5 years

-30.35%

-47.83%

+17.48%

Max Drawdown (10Y)

Largest decline over 10 years

-30.35%

-52.70%

+22.35%

Current Drawdown

Current decline from peak

-22.33%

-47.55%

+25.22%

Average Drawdown

Average peak-to-trough decline

-14.55%

-22.19%

+7.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.71%

18.40%

-6.69%

Volatility

PGR vs. BTAL - Volatility Comparison

The Progressive Corporation (PGR) has a higher volatility of 14.04% compared to AGF U.S. Market Neutral Anti-Beta Fund (BTAL) at 7.95%. This indicates that PGR's price experiences larger fluctuations and is considered to be riskier than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGRBTALDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.04%

7.95%

+6.09%

Volatility (6M)

Calculated over the trailing 6-month period

20.19%

17.50%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

25.34%

23.51%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.16%

19.27%

+5.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.79%

17.40%

+7.39%

Dividends

PGR vs. BTAL - Dividend Comparison

PGR's dividend yield for the trailing twelve months is around 6.55%, more than BTAL's 2.96% yield.


PositionTTM20252024202320222021202020192018201720162015
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
2.96%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%0.00%0.00%0.00%
PGR
The Progressive Corporation
6.55%2.15%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%

Frequently Asked Questions


PGR and BTAL have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PGR has higher volatility (14.04%) compared to BTAL (7.95%). In terms of maximum drawdown, PGR dropped -71.06% vs BTAL's -52.70%.

PGR currently has the higher Sharpe Ratio (-0.33 vs -1.09), 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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