PRG vs. SXR8.DE
Compare and contrast key facts about PROG Holdings, Inc. (PRG) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRG or SXR8.DE.
Key characteristics
| PRG | SXR8.DE | |
|---|---|---|
| YTD Return | 59.55% | 32.29% |
| 1Y Return | 67.18% | 38.38% |
| 3Y Return (Ann) | 1.02% | 12.72% |
| 5Y Return (Ann) | -0.14% | 16.33% |
| 10Y Return (Ann) | 8.09% | 14.86% |
| Sharpe Ratio | 1.77 | 3.23 |
| Sortino Ratio | 2.59 | 4.36 |
| Omega Ratio | 1.33 | 1.67 |
| Calmar Ratio | 1.29 | 4.66 |
| Martin Ratio | 12.19 | 20.74 |
| Ulcer Index | 6.29% | 1.86% |
| Daily Std Dev | 43.41% | 11.86% |
| Max Drawdown | -80.87% | -33.78% |
| Current Drawdown | -25.20% | 0.00% |
Correlation
The correlation between PRG and SXR8.DE is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
PRG vs. SXR8.DE - Performance Comparison
In the year-to-date period, PRG achieves a 59.55% return, which is significantly higher than SXR8.DE's 32.29% return. Over the past 10 years, PRG has underperformed SXR8.DE with an annualized return of 8.09%, while SXR8.DE has yielded a comparatively higher 14.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PRG vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PROG Holdings, Inc. (PRG) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). 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.
Dividends
PRG vs. SXR8.DE - Dividend Comparison
PRG's dividend yield for the trailing twelve months is around 0.74%, while SXR8.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRG PROG Holdings, Inc. | 0.74% | 0.00% | 0.00% | 0.00% | 0.26% | 0.25% | 0.30% | 0.28% | 0.32% | 0.42% | 0.28% | 0.24% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRG vs. SXR8.DE - Drawdown Comparison
The maximum PRG drawdown since its inception was -80.87%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for PRG and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
PRG vs. SXR8.DE - Volatility Comparison
PROG Holdings, Inc. (PRG) has a higher volatility of 15.54% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.50%. This indicates that PRG's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.