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PGR vs. CB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PGR and CB is 0.46, 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.


-0.50.00.51.00.5

Performance

PGR vs. CB - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
13.79%
3.17%
PGR
CB

Key characteristics

Sharpe Ratio

PGR:

2.56

CB:

1.44

Sortino Ratio

PGR:

3.59

CB:

2.03

Omega Ratio

PGR:

1.45

CB:

1.27

Calmar Ratio

PGR:

4.88

CB:

2.54

Martin Ratio

PGR:

17.82

CB:

6.70

Ulcer Index

PGR:

2.97%

CB:

3.70%

Daily Std Dev

PGR:

20.71%

CB:

17.26%

Max Drawdown

PGR:

-71.05%

CB:

-64.24%

Current Drawdown

PGR:

-10.85%

CB:

-9.22%

Fundamentals

Market Cap

PGR:

$145.01B

CB:

$111.53B

EPS

PGR:

$13.76

CB:

$24.40

PE Ratio

PGR:

17.99

CB:

11.34

PEG Ratio

PGR:

1.00

CB:

3.44

Total Revenue (TTM)

PGR:

$71.60B

CB:

$54.87B

Gross Profit (TTM)

PGR:

$71.59B

CB:

$54.83B

EBITDA (TTM)

PGR:

$10.67B

CB:

$12.00B

Returns By Period

In the year-to-date period, PGR achieves a 51.46% return, which is significantly higher than CB's 22.48% return. Over the past 10 years, PGR has outperformed CB with an annualized return of 27.74%, while CB has yielded a comparatively lower 11.21% annualized return.


PGR

YTD

51.46%

1M

-5.82%

6M

13.79%

1Y

55.08%

5Y*

30.28%

10Y*

27.74%

CB

YTD

22.48%

1M

-3.45%

6M

3.17%

1Y

26.50%

5Y*

13.98%

10Y*

11.21%

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Risk-Adjusted Performance

PGR vs. CB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) and Chubb Limited (CB). 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 2.56, compared to the broader market-4.00-2.000.002.002.561.44
The chart of Sortino ratio for PGR, currently valued at 3.59, compared to the broader market-4.00-2.000.002.004.003.592.03
The chart of Omega ratio for PGR, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.27
The chart of Calmar ratio for PGR, currently valued at 4.88, compared to the broader market0.002.004.006.004.882.54
The chart of Martin ratio for PGR, currently valued at 17.82, compared to the broader market0.0010.0020.0017.826.70
PGR
CB

The current PGR Sharpe Ratio is 2.56, which is higher than the CB Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of PGR and CB, 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 Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.56
1.44
PGR
CB

Dividends

PGR vs. CB - Dividend Comparison

PGR's dividend yield for the trailing twelve months is around 0.48%, less than CB's 1.31% yield.


TTM20232022202120202019201820172016201520142013
PGR
The Progressive Corporation
0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%1.05%
CB
Chubb Limited
1.31%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%1.46%

Drawdowns

PGR vs. CB - Drawdown Comparison

The maximum PGR drawdown since its inception was -71.05%, which is greater than CB's maximum drawdown of -64.24%. Use the drawdown chart below to compare losses from any high point for PGR and CB. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.85%
-9.22%
PGR
CB

Volatility

PGR vs. CB - Volatility Comparison

The Progressive Corporation (PGR) has a higher volatility of 7.41% compared to Chubb Limited (CB) at 4.08%. This indicates that PGR's price experiences larger fluctuations and is considered to be riskier than CB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
7.41%
4.08%
PGR
CB

Financials

PGR vs. CB - Financials Comparison

This section allows you to compare key financial metrics between The Progressive Corporation and Chubb Limited. 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
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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.

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