PGR vs. FXF
PGR (The Progressive Corporation) is a stock, while FXF (Invesco CurrencyShares® Swiss Franc Trust) is Currency fund tracking the Swiss Franc. Over the past 10 years, PGR returned 23.82%/yr vs 1.16%/yr for FXF. At a correlation of -0.01, they often move in opposite directions.
Performance
PGR vs. FXF - Performance Comparison
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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%
PGR vs. FXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
PGR
FXF
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.
| PGR | FXF | Difference | |
|---|---|---|---|
| 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 |
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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
| PGR | FXF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -22.33% | -20.42% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -14.55% | -20.83% | +6.28% |
Ulcer IndexDepth 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
| PGR | FXF | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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