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 24.10%/yr vs 31.98%/yr for SOXX. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
PGR vs. SOXX - 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 SOXX's 67.72% return. Over the past 10 years, PGR has underperformed SOXX with an annualized return of 24.10%, while SOXX has yielded a comparatively higher 31.98% annualized 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%
SOXX
- 1D
- 8.50%
- 1M
- -21.26%
- 6M
- 39.86%
- YTD
- 67.72%
- 1Y
- 104.43%
- 3Y*
- 42.35%
- 5Y*
- 28.08%
- 10Y*
- 31.98%
- ALL TIME*
- 13.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $583.71M | $677.97M | $693.40M | |
| $6.15B | $5.79B | $5.78B |
PGR vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGR The Progressive Corporation | -0.30% | -3.02% | 51.39% | 23.16% | 26.81% | 10.84% | 41.48% | 25.14% | 9.39% | 61.59% |
SOXX iShares Semiconductor ETF | 67.72% | 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 -0.41, 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 (10Y) Provides a long-term view across more market conditions. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.31 |
The correlation between PGR and SOXX shifts across timeframes, from -0.41 (1 year) to 0.31 (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 | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.86 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.36 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 3.62 | -3.93 |
| Martin ratioReturn relative to average drawdown | -0.51 | 15.58 | -16.09 |
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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% | -29.01% | +9.22% |
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 | -21.95% | -22.97% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -14.55% | -19.92% | +5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.85% | 6.75% | +5.10% |
Volatility
PGR vs. SOXX - Volatility Comparison
The current volatility for The Progressive Corporation (PGR) is 13.58%, while iShares Semiconductor ETF (SOXX) has a volatility of 18.71%. 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 | 13.58% | 18.71% | -5.13% |
Volatility (6M)Calculated over the trailing 6-month period | 20.78% | 38.92% | -18.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.67% | 44.48% | -18.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.27% | 38.26% | -12.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.85% | 34.54% | -9.69% |
Dividends
PGR vs. SOXX - Dividend Comparison
PGR's dividend yield for the trailing twelve months is around 6.52%, more than SOXX's 0.29% 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% |
SOXX iShares Semiconductor ETF | 0.29% | 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 -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (18.71%) compared to PGR (13.58%). In terms of maximum drawdown, PGR dropped -71.06% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (2.36 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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