PGR vs. QQQ
PGR (The Progressive Corporation) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, PGR returned 23.82%/yr vs 20.72%/yr for QQQ. At a 0.37 correlation, their price movements are largely independent.
Performance
PGR vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, PGR achieves a -0.79% return, which is significantly lower than QQQ's 13.58% return. Over the past 10 years, PGR has outperformed QQQ with an annualized return of 23.82%, while QQQ has yielded a comparatively lower 20.72% 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%
QQQ
- 1D
- 0.10%
- 1M
- -5.91%
- 6M
- 12.30%
- YTD
- 13.58%
- 1Y
- 24.61%
- 3Y*
- 23.54%
- 5Y*
- 14.68%
- 10Y*
- 20.72%
- ALL TIME*
- 10.70%
PGR vs. QQQ - 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% |
QQQ Invesco QQQ ETF | 13.58% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between PGR and QQQ is -0.34, 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 | -0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.37 |
The correlation between PGR and QQQ shifts across timeframes, from -0.34 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PGR vs. QQQ — Risk / Return Rank
PGR
QQQ
PGR vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.23 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 2.07 | -2.49 |
| Martin ratioReturn relative to average drawdown | -0.71 | 7.22 | -7.93 |
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Drawdowns
PGR vs. QQQ - Drawdown Comparison
The maximum PGR drawdown since its inception was -71.06%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for PGR and QQQ.
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Drawdown Indicators
| PGR | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.06% | -82.97% | +11.91% |
Max Drawdown (1Y)Largest decline over 1 year | -19.79% | -11.96% | -7.83% |
Max Drawdown (3Y)Largest decline over 3 years | -30.35% | -22.77% | -7.58% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -35.12% | +4.77% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | -35.12% | +4.77% |
Current DrawdownCurrent decline from peak | -22.33% | -6.61% | -15.72% |
Average DrawdownAverage peak-to-trough decline | -14.55% | -32.65% | +18.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.71% | 3.42% | +8.29% |
Volatility
PGR vs. QQQ - Volatility Comparison
The Progressive Corporation (PGR) has a higher volatility of 14.04% compared to Invesco QQQ ETF (QQQ) at 7.41%. This indicates that PGR's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGR | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.04% | 7.41% | +6.63% |
Volatility (6M)Calculated over the trailing 6-month period | 20.19% | 15.55% | +4.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.34% | 18.78% | +6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.16% | 22.81% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.79% | 22.45% | +2.34% |
Dividends
PGR vs. QQQ - Dividend Comparison
PGR's dividend yield for the trailing twelve months is around 6.55%, more than QQQ's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ ETF | 0.44% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
PGR and QQQ have a correlation of -0.34, 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 QQQ (7.41%). In terms of maximum drawdown, PGR dropped -71.06% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.32 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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