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PGR vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PGR vs. FXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Progressive Corporation (PGR) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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 FXF's -2.51% return. Over the past 10 years, PGR has outperformed FXF with an annualized return of 23.82%, while FXF has yielded a comparatively lower 1.16% 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%

FXF

1D
-0.36%
1M
-0.69%
6M
-1.20%
YTD
-2.51%
1Y
-1.57%
3Y*
1.94%
5Y*
1.98%
10Y*
1.16%
ALL TIME*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGR vs. FXF - 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%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-2.51%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%

Correlation

The correlation between PGR and FXF 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

-0.02

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

0.01

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2006

-0.01

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Return for Risk

PGR vs. FXF — 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

FXF
FXF Risk / Return Rank: 77
Overall Rank
FXF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 77
Sortino Ratio Rank
FXF Omega Ratio Rank: 77
Omega Ratio Rank
FXF Calmar Ratio Rank: 88
Calmar Ratio Rank
FXF Martin Ratio Rank: 77
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. FXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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.


PGRFXFDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

0.96

0.97

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.42

-0.24

-0.18

Martin ratioReturn relative to average drawdown

-0.71

-0.55

-0.16

PGR vs. FXF - Sharpe Ratio Comparison

The current PGR Sharpe Ratio is -0.33, which is lower than the FXF Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of PGR and FXF, 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. FXF - Drawdown Comparison

The maximum PGR drawdown since its inception was -71.06%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for PGR and FXF.


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Drawdown Indicators


PGRFXFDifference

Max Drawdown

Largest peak-to-trough decline

-71.06%

-35.58%

-35.48%

Max Drawdown (1Y)

Largest decline over 1 year

-19.79%

-6.72%

-13.07%

Max Drawdown (3Y)

Largest decline over 3 years

-30.35%

-8.52%

-21.83%

Max Drawdown (5Y)

Largest decline over 5 years

-30.35%

-11.99%

-18.36%

Max Drawdown (10Y)

Largest decline over 10 years

-30.35%

-15.04%

-15.31%

Current Drawdown

Current decline from peak

-22.33%

-20.42%

-1.91%

Average Drawdown

Average peak-to-trough decline

-14.55%

-20.83%

+6.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.71%

2.88%

+8.83%

Volatility

PGR vs. FXF - Volatility Comparison

The Progressive Corporation (PGR) has a higher volatility of 14.04% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.86%. This indicates that PGR's price experiences larger fluctuations and is considered to be riskier than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGRFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.04%

1.86%

+12.18%

Volatility (6M)

Calculated over the trailing 6-month period

20.19%

5.76%

+14.43%

Volatility (1Y)

Calculated over the trailing 1-year period

25.34%

7.44%

+17.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.16%

8.32%

+16.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.79%

7.57%

+17.22%

Dividends

PGR vs. FXF - Dividend Comparison

PGR's dividend yield for the trailing twelve months is around 6.55%, while FXF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%0.00%0.00%0.00%0.00%0.00%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 FXF 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 (14.04%) compared to FXF (1.86%). In terms of maximum drawdown, PGR dropped -71.06% vs FXF's -35.58%.

FXF currently has the higher Sharpe Ratio (-0.21 vs -0.33), 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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