PGR vs. SOXX
PGR (The Progressive Corporation) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, PGR returned 22.91%/yr vs 35.54%/yr for SOXX. At a 0.32 correlation, their price movements are largely independent.
Performance
PGR vs. SOXX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PGR achieves a -8.70% return, which is significantly lower than SOXX's 100.26% return. Over the past 10 years, PGR has underperformed SOXX with an annualized return of 22.91%, while SOXX has yielded a comparatively higher 35.54% annualized return.
PGR
- 1D
- 0.99%
- 1M
- -1.19%
- YTD
- -8.70%
- 6M
- -8.45%
- 1Y
- -26.26%
- 3Y*
- 18.34%
- 5Y*
- 16.84%
- 10Y*
- 22.91%
SOXX
- 1D
- -2.10%
- 1M
- 24.86%
- YTD
- 100.26%
- 6M
- 97.20%
- 1Y
- 179.78%
- 3Y*
- 57.09%
- 5Y*
- 33.93%
- 10Y*
- 35.54%
PGR vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGR The Progressive Corporation | -8.70% | -3.02% | 51.39% | 23.16% | 26.81% | 10.84% | 41.48% | 25.14% | 9.39% | 61.59% |
SOXX iShares Semiconductor ETF | 100.26% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between PGR and SOXX is -0.30, 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 | -0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2001 | 0.32 |
The correlation between PGR and SOXX shifts across timeframes, from -0.30 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PGR vs. SOXX — Risk / Return Rank
PGR
SOXX
PGR vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) and iShares Semiconductor ETF (SOXX). 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.
| PGR | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.48 | ||
| Sortino ratioReturn per unit of downside risk | -6.79 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.71 | -0.90 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 11.48 | -12.43 |
| Martin ratioReturn relative to average drawdown | -1.39 | 43.90 | -45.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| PGR | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.19 | 5.29 | -6.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.94 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 1.07 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.44 | +0.13 |
Drawdowns
PGR vs. SOXX - Drawdown Comparison
The maximum PGR drawdown since its inception was -71.06%, roughly equal to the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for PGR and SOXX.
Loading charts...
Drawdown Indicators
| PGR | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.06% | -70.21% | -0.85% |
Max Drawdown (1Y)Largest decline over 1 year | -27.64% | -15.77% | -11.87% |
Max Drawdown (3Y)Largest decline over 3 years | -30.35% | -41.36% | +11.01% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -45.75% | +15.40% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | -45.75% | +15.40% |
Current DrawdownCurrent decline from peak | -28.53% | -2.10% | -26.43% |
Average DrawdownAverage peak-to-trough decline | -14.53% | -19.97% | +5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.45% | 4.11% | +15.34% |
Volatility
PGR vs. SOXX - Volatility Comparison
The current volatility for The Progressive Corporation (PGR) is 5.89%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.08%. This indicates that PGR experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PGR | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.89% | 14.08% | -8.19% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 27.45% | -11.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.26% | 34.20% | -11.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.52% | 36.11% | -11.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.43% | 33.43% | -9.00% |
Dividends
PGR vs. SOXX - Dividend Comparison
PGR's dividend yield for the trailing twelve months is around 7.11%, more than SOXX's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGR The Progressive Corporation | 7.11% | 2.15% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% |
SOXX iShares Semiconductor ETF | 0.28% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
PGR and SOXX have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (14.08%) compared to PGR (5.89%). In terms of maximum drawdown, PGR dropped -71.06% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (5.29 vs -1.19), 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.
Find the right allocation for PGR and SOXX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer