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

Key characteristics


PGRCB
YTD Return31.46%10.38%
1Y Return54.32%24.96%
3Y Return (Ann)28.70%15.09%
5Y Return (Ann)25.40%13.64%
10Y Return (Ann)26.90%11.61%
Sharpe Ratio1.981.47
Daily Std Dev27.18%17.24%
Max Drawdown-71.06%-64.24%
Current Drawdown-3.00%-4.13%

Fundamentals


PGRCB
Market Cap$121.84B$99.66B
EPS$9.78$22.51
PE Ratio21.2710.90
PEG Ratio1.483.53
Revenue (TTM)$65.02B$51.39B
Gross Profit (TTM)$1.69B$10.63B
EBITDA (TTM)$7.87B$10.13B

Correlation

-0.50.00.51.00.5

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.

Performance

PGR vs. CB - Performance Comparison

In the year-to-date period, PGR achieves a 31.46% return, which is significantly higher than CB's 10.38% return. Over the past 10 years, PGR has outperformed CB with an annualized return of 26.90%, while CB has yielded a comparatively lower 11.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%December2024FebruaryMarchApril
13,915.08%
4,729.09%
PGR
CB

Compare stocks, funds, or ETFs

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


The Progressive Corporation

Chubb Limited

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.


PGR
Sharpe ratio
The chart of Sharpe ratio for PGR, currently valued at 1.98, compared to the broader market-2.00-1.000.001.002.003.004.001.98
Sortino ratio
The chart of Sortino ratio for PGR, currently valued at 2.54, compared to the broader market-4.00-2.000.002.004.006.002.54
Omega ratio
The chart of Omega ratio for PGR, currently valued at 1.43, compared to the broader market0.501.001.501.43
Calmar ratio
The chart of Calmar ratio for PGR, currently valued at 2.35, compared to the broader market0.002.004.006.002.35
Martin ratio
The chart of Martin ratio for PGR, currently valued at 14.16, compared to the broader market-10.000.0010.0020.0030.0014.16
CB
Sharpe ratio
The chart of Sharpe ratio for CB, currently valued at 1.47, compared to the broader market-2.00-1.000.001.002.003.004.001.47
Sortino ratio
The chart of Sortino ratio for CB, currently valued at 2.25, compared to the broader market-4.00-2.000.002.004.006.002.25
Omega ratio
The chart of Omega ratio for CB, currently valued at 1.27, compared to the broader market0.501.001.501.27
Calmar ratio
The chart of Calmar ratio for CB, currently valued at 1.31, compared to the broader market0.002.004.006.001.31
Martin ratio
The chart of Martin ratio for CB, currently valued at 8.02, compared to the broader market-10.000.0010.0020.0030.008.02

PGR vs. CB - Sharpe Ratio Comparison

The current PGR Sharpe Ratio is 1.98, which is higher than the CB Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of PGR and CB.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchApril
1.98
1.47
PGR
CB

Dividends

PGR vs. CB - Dividend Comparison

PGR's dividend yield for the trailing twelve months is around 0.55%, less than CB's 1.38% yield.


TTM20232022202120202019201820172016201520142013
PGR
The Progressive Corporation
0.55%0.25%0.31%6.23%2.68%3.87%1.86%1.21%2.50%2.16%5.53%1.05%
CB
Chubb Limited
1.38%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 -71.06%, 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.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchApril
-3.00%
-4.13%
PGR
CB

Volatility

PGR vs. CB - Volatility Comparison

The Progressive Corporation (PGR) and Chubb Limited (CB) have volatilities of 5.23% and 5.13%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2024FebruaryMarchApril
5.23%
5.13%
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