PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PRG vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRG and VOO is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

PRG vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PROG Holdings, Inc. (PRG) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-7.10%
9.81%
PRG
VOO

Key characteristics

Sharpe Ratio

PRG:

0.71

VOO:

1.92

Sortino Ratio

PRG:

1.37

VOO:

2.58

Omega Ratio

PRG:

1.17

VOO:

1.35

Calmar Ratio

PRG:

0.52

VOO:

2.88

Martin Ratio

PRG:

3.45

VOO:

12.03

Ulcer Index

PRG:

8.53%

VOO:

2.02%

Daily Std Dev

PRG:

41.44%

VOO:

12.69%

Max Drawdown

PRG:

-80.87%

VOO:

-33.99%

Current Drawdown

PRG:

-34.45%

VOO:

0.00%

Returns By Period

In the year-to-date period, PRG achieves a 1.02% return, which is significantly lower than VOO's 4.36% return. Over the past 10 years, PRG has underperformed VOO with an annualized return of 5.41%, while VOO has yielded a comparatively higher 13.28% annualized return.


PRG

YTD

1.02%

1M

-0.97%

6M

-5.77%

1Y

38.92%

5Y*

2.41%

10Y*

5.41%

VOO

YTD

4.36%

1M

2.34%

6M

10.20%

1Y

24.11%

5Y*

14.50%

10Y*

13.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PRG vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRG
The Risk-Adjusted Performance Rank of PRG is 6868
Overall Rank
The Sharpe Ratio Rank of PRG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of PRG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of PRG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of PRG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of PRG is 7474
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PROG Holdings, Inc. (PRG) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for PRG, currently valued at 0.71, compared to the broader market-2.000.002.004.000.711.92
The chart of Sortino ratio for PRG, currently valued at 1.37, compared to the broader market-6.00-4.00-2.000.002.004.006.001.372.58
The chart of Omega ratio for PRG, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.35
The chart of Calmar ratio for PRG, currently valued at 0.52, compared to the broader market0.002.004.006.000.522.88
The chart of Martin ratio for PRG, currently valued at 3.45, compared to the broader market0.0010.0020.0030.003.4512.03
PRG
VOO

The current PRG Sharpe Ratio is 0.71, which is lower than the VOO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of PRG and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
0.71
1.92
PRG
VOO

Dividends

PRG vs. VOO - Dividend Comparison

PRG's dividend yield for the trailing twelve months is around 1.12%, less than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
PRG
PROG Holdings, Inc.
1.12%1.14%0.00%0.00%0.00%0.26%0.25%0.30%0.28%0.32%0.42%0.28%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PRG vs. VOO - Drawdown Comparison

The maximum PRG drawdown since its inception was -80.87%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PRG and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-34.45%
0
PRG
VOO

Volatility

PRG vs. VOO - Volatility Comparison

PROG Holdings, Inc. (PRG) has a higher volatility of 6.63% compared to Vanguard S&P 500 ETF (VOO) at 3.12%. This indicates that PRG's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
6.63%
3.12%
PRG
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab