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

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.

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PGR vs. CB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGR
The Progressive Corporation
-7.42%-3.02%51.39%23.16%26.81%10.84%41.48%25.14%9.39%61.59%
CB
Chubb Limited
4.73%14.46%23.89%4.20%15.97%27.85%1.41%22.94%-9.63%12.82%

Fundamentals

Market Cap

PGR:

$116.60B

CB:

$129.23B

EPS

PGR:

$17.28

CB:

$25.61

PE Ratio

PGR:

11.47

CB:

12.73

PEG Ratio

PGR:

0.09

CB:

0.85

PS Ratio

PGR:

1.46

CB:

2.81

PB Ratio

PGR:

28.17

CB:

1.62

Total Revenue (TTM)

PGR:

$79.91B

CB:

$46.59B

Gross Profit (TTM)

PGR:

$24.59B

CB:

$12.47B

EBITDA (TTM)

PGR:

$13.09B

CB:

$10.09B

Returns By Period

In the year-to-date period, PGR achieves a -7.42% return, which is significantly lower than CB's 4.73% return. Over the past 10 years, PGR has outperformed CB with an annualized return of 22.11%, while CB has yielded a comparatively lower 12.48% annualized return.


PGR

1D
-1.56%
1M
-7.22%
YTD
-7.42%
6M
-14.59%
1Y
-25.42%
3Y*
14.89%
5Y*
18.35%
10Y*
22.11%

CB

1D
0.18%
1M
-4.10%
YTD
4.73%
6M
16.18%
1Y
9.33%
3Y*
20.51%
5Y*
17.20%
10Y*
12.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PGR vs. CB — 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: 44
Sharpe Ratio Rank
PGR Sortino Ratio Rank: 88
Sortino Ratio Rank
PGR Omega Ratio Rank: 88
Omega Ratio Rank
PGR Calmar Ratio Rank: 1212
Calmar Ratio Rank
PGR Martin Ratio Rank: 1515
Martin Ratio Rank

CB
CB Risk / Return Rank: 5757
Overall Rank
CB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CB Sortino Ratio Rank: 5151
Sortino Ratio Rank
CB Omega Ratio Rank: 5151
Omega Ratio Rank
CB Calmar Ratio Rank: 6464
Calmar Ratio Rank
CB Martin Ratio Rank: 6161
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. CB - Risk-Adjusted Trends 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.


PGRCBDifference

Sharpe ratio

Return per unit of total volatility

-1.02

0.48

-1.50

Sortino ratio

Return per unit of downside risk

-1.32

0.79

-2.11

Omega ratio

Gain probability vs. loss probability

0.83

1.10

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.83

0.97

-1.79

Martin ratio

Return relative to average drawdown

-1.35

1.93

-3.28

PGR vs. CB - Sharpe Ratio Comparison

The current PGR Sharpe Ratio is -1.02, which is lower than the CB Sharpe Ratio of 0.48. 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.


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Sharpe Ratios by Period


PGRCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.02

0.48

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.85

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.53

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.40

+0.18

Correlation

The correlation between PGR and CB is 0.51, 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.


Dividends

PGR vs. CB - Dividend Comparison

PGR's dividend yield for the trailing twelve months is around 7.01%, more than CB's 1.19% yield.


TTM20252024202320222021202020192018201720162015
PGR
The Progressive Corporation
7.01%2.15%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%
CB
Chubb Limited
1.19%1.22%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%4.23%

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 -50.99%. Use the drawdown chart below to compare losses from any high point for PGR and CB.


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Drawdown Indicators


PGRCBDifference

Max Drawdown

Largest peak-to-trough decline

-71.06%

-50.99%

-20.07%

Max Drawdown (1Y)

Largest decline over 1 year

-29.40%

-11.76%

-17.64%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

-19.26%

-10.71%

Max Drawdown (10Y)

Largest decline over 10 years

-29.97%

-42.59%

+12.62%

Current Drawdown

Current decline from peak

-27.52%

-4.63%

-22.89%

Average Drawdown

Average peak-to-trough decline

-14.47%

-10.71%

-3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.02%

5.89%

+12.13%

Volatility

PGR vs. CB - Volatility Comparison

The Progressive Corporation (PGR) has a higher volatility of 5.61% compared to Chubb Limited (CB) at 4.79%. 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.


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Volatility by Period


PGRCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

4.79%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

17.00%

13.06%

+3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

24.97%

19.81%

+5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.48%

20.41%

+4.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.35%

23.68%

+0.67%

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


5.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
15.00B
2.08B
(PGR) Total Revenue
(CB) Total Revenue
Values in USD except per share items