PGR vs. WSM
PGR (The Progressive Corporation) and WSM (Williams-Sonoma, Inc.) are both stocks. PGR operates in Insurance - Property & Casualty (Financial Services), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, PGR returned 23.64%/yr vs 27.10%/yr for WSM. At a 0.22 correlation, their price movements are largely independent.
Performance
PGR vs. WSM - Performance Comparison
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Returns By Period
In the year-to-date period, PGR achieves a -5.09% return, which is significantly lower than WSM's 26.06% return. Over the past 10 years, PGR has underperformed WSM with an annualized return of 23.64%, while WSM has yielded a comparatively higher 27.10% annualized return.
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%
WSM
- 1D
- 2.19%
- 1M
- 32.55%
- YTD
- 26.06%
- 6M
- 20.02%
- 1Y
- 47.32%
- 3Y*
- 53.75%
- 5Y*
- 23.70%
- 10Y*
- 27.10%
PGR vs. WSM - 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% |
WSM Williams-Sonoma, Inc. | 26.06% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
Correlation
The correlation between PGR and WSM is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.22 |
The correlation between PGR and WSM shifts across timeframes, from -0.08 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
Fundamentals
PGR:
$19.23
WSM:
$8.93
PGR:
10.56
WSM:
25.04
PGR:
0.08
WSM:
5.06
PGR:
1.36
WSM:
3.46
PGR:
$87.65B
WSM:
$7.88B
PGR:
$23.23B
WSM:
$3.63B
PGR:
$14.81B
WSM:
$1.49B
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Return for Risk
PGR vs. WSM — Risk / Return Rank
PGR
WSM
PGR vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) and Williams-Sonoma, Inc. (WSM). 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 | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -3.19 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.23 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 2.01 | -2.81 |
| Martin ratioReturn relative to average drawdown | -1.23 | 4.55 | -5.78 |
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Drawdowns
PGR vs. WSM - Drawdown Comparison
The maximum PGR drawdown since its inception was -71.06%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for PGR and WSM.
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Drawdown Indicators
| PGR | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.06% | -89.01% | +17.95% |
Max Drawdown (1Y)Largest decline over 1 year | -24.30% | -23.27% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -30.35% | -36.79% | +6.44% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -51.92% | +21.57% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | -59.71% | +29.36% |
Current DrawdownCurrent decline from peak | -25.70% | 0.00% | -25.70% |
Average DrawdownAverage peak-to-trough decline | -14.53% | -25.03% | +10.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.96% | 10.25% | +5.71% |
Volatility
PGR vs. WSM - Volatility Comparison
The current volatility for The Progressive Corporation (PGR) is 7.54%, while Williams-Sonoma, Inc. (WSM) has a volatility of 12.02%. This indicates that PGR experiences smaller price fluctuations and is considered to be less risky than WSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGR | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 12.02% | -4.48% |
Volatility (6M)Calculated over the trailing 6-month period | 16.87% | 25.57% | -8.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 34.63% | -12.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.55% | 44.77% | -20.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.48% | 44.26% | -19.78% |
Dividends
PGR vs. WSM - Dividend Comparison
PGR's dividend yield for the trailing twelve months is around 6.84%, more than WSM's 1.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGR The Progressive Corporation | 6.84% | 2.15% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% |
WSM Williams-Sonoma, Inc. | 1.23% | 1.43% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% |
Financials
PGR vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between The Progressive Corporation and Williams-Sonoma, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
PGR vs. WSM - Profitability Comparison
PGR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Progressive Corporation reported a gross profit of 6.66B and revenue of 22.74B. Therefore, the gross margin over that period was 29.3%.
WSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Williams-Sonoma, Inc. reported a gross profit of 793.43M and revenue of 1.81B. Therefore, the gross margin over that period was 44.0%.
PGR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Progressive Corporation reported an operating income of 3.68B and revenue of 22.74B, resulting in an operating margin of 16.2%.
WSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Williams-Sonoma, Inc. reported an operating income of 291.69M and revenue of 1.81B, resulting in an operating margin of 16.2%.
PGR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Progressive Corporation reported a net income of 2.95B and revenue of 22.74B, resulting in a net margin of 13.0%.
WSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Williams-Sonoma, Inc. reported a net income of 231.36M and revenue of 1.81B, resulting in a net margin of 12.8%.
Frequently Asked Questions
PGR and WSM have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSM has higher volatility (12.02%) compared to PGR (7.54%). In terms of maximum drawdown, PGR dropped -71.06% vs WSM's -89.01%.
WSM currently has the higher Sharpe Ratio (1.35 vs -0.87), 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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