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PGR vs. IUIT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PGR vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Progressive Corporation (PGR) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). 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 -5.09% return, which is significantly lower than IUIT.L's 17.28% return. Over the past 10 years, PGR has underperformed IUIT.L with an annualized return of 23.64%, while IUIT.L has yielded a comparatively higher 26.03% annualized return.


PGR

1D
0.42%
1M
1.69%
YTD
-5.09%
6M
-7.97%
1Y
-19.25%
3Y*
19.07%
5Y*
19.40%
10Y*
23.64%

IUIT.L

1D
2.98%
1M
0.18%
YTD
17.28%
6M
18.91%
1Y
43.37%
3Y*
31.45%
5Y*
22.66%
10Y*
26.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGR vs. IUIT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGR
The Progressive Corporation
-5.09%-3.02%51.39%23.16%26.81%10.84%41.48%25.14%9.39%61.59%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
17.28%22.93%38.51%59.45%-29.15%34.09%43.14%48.83%-1.41%37.94%

Correlation

The correlation between PGR and IUIT.L is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.20

Correlation (3Y)
Calculated over the trailing 3-year period

-0.14

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

-0.05

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

0.06

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.07

The correlation between PGR and IUIT.L shifts across timeframes, from -0.20 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PGR vs. IUIT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PGR
PGR Risk / Return Rank: 1111
Overall Rank
PGR Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PGR Sortino Ratio Rank: 1111
Sortino Ratio Rank
PGR Omega Ratio Rank: 1212
Omega Ratio Rank
PGR Calmar Ratio Rank: 1212
Calmar Ratio Rank
PGR Martin Ratio Rank: 1515
Martin Ratio Rank

IUIT.L
IUIT.L Risk / Return Rank: 6262
Overall Rank
IUIT.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 6464
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 4949
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. IUIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). 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.


PGRIUIT.LDifference
Sharpe ratioReturn per unit of total volatility

-2.87

Sortino ratioReturn per unit of downside risk

-3.83

Omega ratioGain probability vs. loss probability

0.87

1.33

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.80

2.48

-3.28

Martin ratioReturn relative to average drawdown

-1.23

7.17

-8.40

PGR vs. IUIT.L - Sharpe Ratio Comparison

The current PGR Sharpe Ratio is -0.87, which is lower than the IUIT.L Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of PGR and IUIT.L, 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. IUIT.L - Drawdown Comparison

The maximum PGR drawdown since its inception was -71.06%, which is greater than IUIT.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for PGR and IUIT.L.


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Drawdown Indicators


PGRIUIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-71.06%

-33.46%

-37.60%

Max Drawdown (1Y)

Largest decline over 1 year

-24.30%

-17.03%

-7.27%

Max Drawdown (3Y)

Largest decline over 3 years

-30.35%

-26.40%

-3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-30.35%

-33.46%

+3.11%

Max Drawdown (10Y)

Largest decline over 10 years

-30.35%

-33.46%

+3.11%

Current Drawdown

Current decline from peak

-25.70%

-7.68%

-18.02%

Average Drawdown

Average peak-to-trough decline

-14.53%

-5.90%

-8.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.96%

5.91%

+10.05%

Volatility

PGR vs. IUIT.L - Volatility Comparison

The current volatility for The Progressive Corporation (PGR) is 7.54%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 8.88%. This indicates that PGR experiences smaller price fluctuations and is considered to be less risky than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGRIUIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

8.88%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

16.87%

16.62%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

22.55%

21.07%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.55%

23.74%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.48%

22.26%

+2.22%

Dividends

PGR vs. IUIT.L - Dividend Comparison

PGR's dividend yield for the trailing twelve months is around 6.84%, while IUIT.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PGR
The Progressive Corporation
6.84%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 IUIT.L have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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