PGR vs. XGLD.L
PGR (The Progressive Corporation) is a stock, while XGLD.L (Xtrackers Physical Gold ETC) is Gold fund tracking the Gold. Over the past 10 years, PGR returned 23.64%/yr vs 12.36%/yr for XGLD.L. At a correlation of -0.03, they often move in opposite directions.
Performance
PGR vs. XGLD.L - 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 XGLD.L's -2.14% return. Over the past 10 years, PGR has outperformed XGLD.L with an annualized return of 23.64%, while XGLD.L has yielded a comparatively lower 12.36% 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%
XGLD.L
- 1D
- 3.38%
- 1M
- -9.98%
- YTD
- -2.14%
- 6M
- -1.50%
- 1Y
- 22.86%
- 3Y*
- 29.15%
- 5Y*
- 17.29%
- 10Y*
- 12.36%
PGR vs. XGLD.L - 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% |
XGLD.L Xtrackers Physical Gold ETC | -2.14% | 64.60% | 25.87% | 13.37% | -0.24% | -4.19% | 24.11% | 18.35% | -1.36% | 11.68% |
Correlation
The correlation between PGR and XGLD.L is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2010 | -0.03 |
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Return for Risk
PGR vs. XGLD.L — Risk / Return Rank
PGR
XGLD.L
PGR vs. XGLD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) and Xtrackers Physical Gold ETC (XGLD.L). 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 | XGLD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.47 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.19 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 1.04 | -1.84 |
| Martin ratioReturn relative to average drawdown | -1.23 | 3.19 | -4.43 |
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Drawdowns
PGR vs. XGLD.L - Drawdown Comparison
The maximum PGR drawdown since its inception was -71.06%, which is greater than XGLD.L's maximum drawdown of -45.34%. Use the drawdown chart below to compare losses from any high point for PGR and XGLD.L.
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Drawdown Indicators
| PGR | XGLD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.06% | -45.34% | -25.72% |
Max Drawdown (1Y)Largest decline over 1 year | -24.30% | -23.27% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -30.35% | -23.27% | -7.08% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -23.27% | -7.08% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | -23.27% | -7.08% |
Current DrawdownCurrent decline from peak | -25.70% | -20.68% | -5.02% |
Average DrawdownAverage peak-to-trough decline | -14.53% | -18.94% | +4.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.96% | 7.55% | +8.41% |
Volatility
PGR vs. XGLD.L - Volatility Comparison
The Progressive Corporation (PGR) and Xtrackers Physical Gold ETC (XGLD.L) have volatilities of 7.54% and 7.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGR | XGLD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 7.75% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 16.87% | 22.54% | -5.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 25.47% | -2.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.55% | 17.42% | +7.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.48% | 15.56% | +8.92% |
Dividends
PGR vs. XGLD.L - Dividend Comparison
PGR's dividend yield for the trailing twelve months is around 6.84%, while XGLD.L has not paid dividends to shareholders.
| 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% |
XGLD.L Xtrackers Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PGR and XGLD.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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