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PGR vs. ROST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PGR and ROST is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

PGR vs. ROST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Progressive Corporation (PGR) and Ross Stores, Inc. (ROST). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
14.69%
0.14%
PGR
ROST

Key characteristics

Sharpe Ratio

PGR:

2.56

ROST:

0.56

Sortino Ratio

PGR:

3.59

ROST:

1.00

Omega Ratio

PGR:

1.45

ROST:

1.12

Calmar Ratio

PGR:

4.88

ROST:

0.78

Martin Ratio

PGR:

17.82

ROST:

1.94

Ulcer Index

PGR:

2.97%

ROST:

6.00%

Daily Std Dev

PGR:

20.71%

ROST:

20.85%

Max Drawdown

PGR:

-71.05%

ROST:

-82.23%

Current Drawdown

PGR:

-10.85%

ROST:

-4.77%

Fundamentals

Market Cap

PGR:

$145.01B

ROST:

$49.77B

EPS

PGR:

$13.76

ROST:

$6.36

PE Ratio

PGR:

17.99

ROST:

23.72

PEG Ratio

PGR:

1.00

ROST:

1.98

Total Revenue (TTM)

PGR:

$71.60B

ROST:

$21.24B

Gross Profit (TTM)

PGR:

$71.59B

ROST:

$5.95B

EBITDA (TTM)

PGR:

$10.67B

ROST:

$3.09B

Returns By Period

In the year-to-date period, PGR achieves a 51.46% return, which is significantly higher than ROST's 8.58% return. Over the past 10 years, PGR has outperformed ROST with an annualized return of 27.74%, while ROST has yielded a comparatively lower 13.43% annualized return.


PGR

YTD

51.46%

1M

-5.82%

6M

13.79%

1Y

55.08%

5Y*

30.28%

10Y*

27.74%

ROST

YTD

8.58%

1M

7.10%

6M

1.45%

1Y

11.63%

5Y*

6.27%

10Y*

13.43%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PGR vs. ROST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) and Ross Stores, Inc. (ROST). 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.


Sharpe ratio
The chart of Sharpe ratio for PGR, currently valued at 2.67, compared to the broader market-4.00-2.000.002.002.670.56
The chart of Sortino ratio for PGR, currently valued at 3.72, compared to the broader market-4.00-2.000.002.004.003.721.00
The chart of Omega ratio for PGR, currently valued at 1.47, compared to the broader market0.501.001.502.001.471.12
The chart of Calmar ratio for PGR, currently valued at 5.08, compared to the broader market0.002.004.006.005.080.78
The chart of Martin ratio for PGR, currently valued at 18.05, compared to the broader market0.0010.0020.0018.051.94
PGR
ROST

The current PGR Sharpe Ratio is 2.56, which is higher than the ROST Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of PGR and ROST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.67
0.56
PGR
ROST

Dividends

PGR vs. ROST - Dividend Comparison

PGR's dividend yield for the trailing twelve months is around 0.48%, less than ROST's 0.99% yield.


TTM20232022202120202019201820172016201520142013
PGR
The Progressive Corporation
0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%1.05%
ROST
Ross Stores, Inc.
0.99%0.97%1.07%1.00%0.23%0.88%1.08%0.80%0.82%0.88%0.85%0.91%

Drawdowns

PGR vs. ROST - Drawdown Comparison

The maximum PGR drawdown since its inception was -71.05%, smaller than the maximum ROST drawdown of -82.23%. Use the drawdown chart below to compare losses from any high point for PGR and ROST. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.85%
-4.77%
PGR
ROST

Volatility

PGR vs. ROST - Volatility Comparison

The Progressive Corporation (PGR) and Ross Stores, Inc. (ROST) have volatilities of 7.29% and 7.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
7.29%
7.21%
PGR
ROST

Financials

PGR vs. ROST - Financials Comparison

This section allows you to compare key financial metrics between The Progressive Corporation and Ross Stores, Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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