PGR vs. USD=X
PGR (The Progressive Corporation) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, PGR returned 23.64%/yr vs 0.00%/yr for USD=X.
Performance
PGR vs. USD=X - Performance Comparison
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Returns By Period
PGR
- 1D
- 0.42%
- 1M
- 1.69%
- YTD
- -5.09%
- 6M
- -7.97%
- 1Y
- -19.25%
- 3Y*
- 19.07%
- 5Y*
- 19.40%
- 10Y*
- 23.64%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
PGR vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGR The Progressive Corporation | -5.09% | -3.02% | 51.39% | 23.16% | 26.81% | 10.84% | 41.48% | 25.14% | 9.39% | 61.59% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
PGR vs. USD=X — Risk / Return Rank
PGR
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PGR vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.87 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | — | — |
| Martin ratioReturn relative to average drawdown | -1.23 | — | — |
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Drawdowns
PGR vs. USD=X - Drawdown Comparison
The maximum PGR drawdown since its inception was -71.06%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PGR and USD=X.
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Drawdown Indicators
| PGR | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.06% | 0.00% | -71.06% |
Max Drawdown (1Y)Largest decline over 1 year | -24.30% | 0.00% | -24.30% |
Max Drawdown (3Y)Largest decline over 3 years | -30.35% | 0.00% | -30.35% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | 0.00% | -30.35% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | 0.00% | -30.35% |
Current DrawdownCurrent decline from peak | -25.70% | 0.00% | -25.70% |
Average DrawdownAverage peak-to-trough decline | -14.53% | 0.00% | -14.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.96% | 0.00% | +15.96% |
Volatility
PGR vs. USD=X - Volatility Comparison
The Progressive Corporation (PGR) has a higher volatility of 7.54% compared to USD Cash (USD=X) at 0.00%. This indicates that PGR's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGR | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 0.00% | +7.54% |
Volatility (6M)Calculated over the trailing 6-month period | 16.87% | 0.00% | +16.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 0.00% | +22.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.55% | 0.00% | +24.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.48% | 0.00% | +24.48% |
Frequently Asked Questions
PGR has higher volatility (7.54%) compared to USD=X (0.00%). In terms of maximum drawdown, PGR dropped -71.06% vs USD=X's 0.00%.
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