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 24.63%/yr vs 34.95%/yr for SOXX. At a 0.32 correlation, their price movements are largely independent.
Performance
PGR vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, PGR achieves a 7.30% return, which is significantly lower than SOXX's 93.37% return. Over the past 10 years, PGR has underperformed SOXX with an annualized return of 24.63%, while SOXX has yielded a comparatively higher 34.95% annualized return.
PGR
- 1D
- -1.45%
- 1M
- 14.74%
- 6M
- 7.78%
- YTD
- 7.30%
- 1Y
- -2.39%
- 3Y*
- 24.19%
- 5Y*
- 20.82%
- 10Y*
- 24.63%
SOXX
- 1D
- 3.50%
- 1M
- 3.53%
- 6M
- 82.22%
- YTD
- 93.37%
- 1Y
- 139.40%
- 3Y*
- 52.23%
- 5Y*
- 32.52%
- 10Y*
- 34.95%
PGR vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGR The Progressive Corporation | 7.30% | -3.02% | 51.39% | 23.16% | 26.81% | 10.84% | 41.48% | 25.14% | 9.39% | 61.59% |
SOXX iShares Semiconductor ETF | 93.37% | 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 -0.38, 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 | -0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.32 |
The correlation between PGR and SOXX shifts across timeframes, from -0.38 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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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.
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 | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.46 | ||
| Sortino ratioReturn per unit of downside risk | -3.41 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.48 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 8.89 | -9.01 |
| Martin ratioReturn relative to average drawdown | -0.21 | 28.66 | -28.86 |
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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.
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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 | -19.79% | -15.77% | -4.02% |
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 | -16.00% | -11.19% | -4.81% |
Average DrawdownAverage peak-to-trough decline | -14.54% | -19.92% | +5.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.60% | 4.88% | +6.72% |
Volatility
PGR vs. SOXX - Volatility Comparison
The current volatility for The Progressive Corporation (PGR) is 8.39%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.34%. 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.
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Volatility by Period
| PGR | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 22.34% | -13.95% |
Volatility (6M)Calculated over the trailing 6-month period | 18.06% | 36.14% | -18.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.30% | 41.72% | -18.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.79% | 37.71% | -12.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.57% | 34.22% | -9.65% |
Dividends
PGR vs. SOXX - Dividend Comparison
PGR's dividend yield for the trailing twelve months is around 6.06%, more than SOXX's 0.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGR The Progressive Corporation | 6.06% | 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 | 0.25% | 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 -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (22.34%) compared to PGR (8.39%). In terms of maximum drawdown, PGR dropped -71.06% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (3.36 vs -0.10), 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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