PGR vs. SOXQ
PGR (The Progressive Corporation) is a stock, while SOXQ (Invesco PHLX Semiconductor ETF) is Semiconductors fund tracking the PHLX Semiconductor Sector Index. Over the past 5 years, PGR returned 20.16%/yr vs 28.61%/yr for SOXQ. Their -0.02 correlation means they have often moved in opposite directions in the past.
Performance
PGR vs. SOXQ - Performance Comparison
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Returns By Period
In the year-to-date period, PGR achieves a -0.30% return, which is significantly lower than SOXQ's 59.74% return.
PGR
- 1D
- -3.05%
- 1M
- -2.32%
- 6M
- 2.51%
- YTD
- -0.30%
- 1Y
- -6.03%
- 3Y*
- 22.81%
- 5Y*
- 20.16%
- 10Y*
- 24.10%
- ALL TIME*
- 16.86%
SOXQ
- 1D
- 8.12%
- 1M
- -20.68%
- 6M
- 36.01%
- YTD
- 59.74%
- 1Y
- 95.96%
- 3Y*
- 43.89%
- 5Y*
- 28.61%
- 10Y*
- —
- ALL TIME*
- 28.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $583.71M | $677.97M | $693.40M | |
| $224.27M | $242.01M | $279.99M |
PGR vs. SOXQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PGR The Progressive Corporation | -0.30% | -3.02% | 51.39% | 23.16% | 26.81% | 11.03% |
SOXQ Invesco PHLX Semiconductor ETF | 59.74% | 43.11% | 20.16% | 66.74% | -35.59% | 25.19% |
Correlation
The correlation between PGR and SOXQ is -0.41, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.41 |
Correlation (3Y) Balances recent behavior with more history. | -0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021 | -0.02 |
Over the past year, the inverse relationship between PGR and SOXQ has strengthened: their correlation has moved from -0.02 to -0.41, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
PGR vs. SOXQ — Risk / Return Rank
PGR
SOXQ
PGR vs. SOXQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) and Invesco PHLX Semiconductor ETF (SOXQ). 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 | SOXQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.45 | ||
| Sortino ratioReturn per unit of downside risk | -2.74 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.34 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 3.38 | -3.68 |
| Martin ratioReturn relative to average drawdown | -0.51 | 14.41 | -14.92 |
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Drawdowns
PGR vs. SOXQ - Drawdown Comparison
The maximum PGR drawdown since its inception was -71.06%, which is greater than SOXQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for PGR and SOXQ.
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Drawdown Indicators
| PGR | SOXQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.06% | -46.01% | -25.05% |
Max Drawdown (1Y)Largest decline over 1 year | -19.79% | -28.56% | +8.77% |
Max Drawdown (3Y)Largest decline over 3 years | -30.35% | -39.36% | +9.01% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -46.01% | +15.66% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | — | — |
Current DrawdownCurrent decline from peak | -21.95% | -22.75% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -14.55% | -12.91% | -1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.85% | 6.70% | +5.15% |
Volatility
PGR vs. SOXQ - Volatility Comparison
The current volatility for The Progressive Corporation (PGR) is 13.58%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 18.05%. This indicates that PGR experiences smaller price fluctuations and is considered to be less risky than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGR | SOXQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.58% | 18.05% | -4.47% |
Volatility (6M)Calculated over the trailing 6-month period | 20.78% | 37.70% | -16.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.67% | 43.53% | -17.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.27% | 38.29% | -13.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.85% | 37.94% | -13.09% |
Dividends
PGR vs. SOXQ - Dividend Comparison
PGR's dividend yield for the trailing twelve months is around 6.52%, more than SOXQ's 0.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGR The Progressive Corporation | 6.52% | 2.15% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% |
SOXQ Invesco PHLX Semiconductor ETF | 0.32% | 0.50% | 0.68% | 0.87% | 1.36% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PGR and SOXQ have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXQ has higher volatility (18.05%) compared to PGR (13.58%). In terms of maximum drawdown, PGR dropped -71.06% vs SOXQ's -46.01%.
SOXQ currently has the higher Sharpe Ratio (2.22 vs -0.24), 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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