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PRGS vs. FEAM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PRGS vs. FEAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Progress Software Corporation (PRGS) and 5E Advanced Materials Inc (FEAM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRGS achieves a -26.75% return, which is significantly higher than FEAM's -44.26% return.


PRGS

1D
-0.38%
1M
17.43%
YTD
-26.75%
6M
-29.75%
1Y
-49.74%
3Y*
-19.45%
5Y*
-7.35%
10Y*
3.19%

FEAM

1D
1.80%
1M
-11.92%
YTD
-44.26%
6M
-55.50%
1Y
-57.90%
3Y*
-74.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRGS vs. FEAM - Yearly Performance Comparison


2026 (YTD)2025202420232022
PRGS
Progress Software Corporation
-26.75%-34.06%21.16%8.94%18.02%
FEAM
5E Advanced Materials Inc
-44.26%-79.28%-54.61%-82.11%-73.73%

Correlation

The correlation between PRGS and FEAM is -0.07, 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

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2022

0.12

The correlation between PRGS and FEAM shifts across timeframes, from -0.07 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PRGS:

$1.34B

FEAM:

$59.35M

EPS

PRGS:

$1.95

FEAM:

-$1.76

PB Ratio

PRGS:

2.70

FEAM:

0.81

Total Revenue (TTM)

PRGS:

$987.62M

FEAM:

$0.00

Gross Profit (TTM)

PRGS:

$802.40M

FEAM:

-$10.56M

EBITDA (TTM)

PRGS:

$136.06M

FEAM:

-$22.23M

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Return for Risk

PRGS vs. FEAM — Risk / Return Rank

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

PRGS
PRGS Risk / Return Rank: 88
Overall Rank
PRGS Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PRGS Sortino Ratio Rank: 66
Sortino Ratio Rank
PRGS Omega Ratio Rank: 66
Omega Ratio Rank
PRGS Calmar Ratio Rank: 1111
Calmar Ratio Rank
PRGS Martin Ratio Rank: 1212
Martin Ratio Rank

FEAM
FEAM Risk / Return Rank: 2121
Overall Rank
FEAM Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FEAM Sortino Ratio Rank: 2525
Sortino Ratio Rank
FEAM Omega Ratio Rank: 2525
Omega Ratio Rank
FEAM Calmar Ratio Rank: 1616
Calmar Ratio Rank
FEAM Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRGS vs. FEAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Progress Software Corporation (PRGS) and 5E Advanced Materials Inc (FEAM). 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.


PRGSFEAMDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

0.81

0.97

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.82

-0.70

-0.12

Martin ratioReturn relative to average drawdown

-1.30

-1.10

-0.19

PRGS vs. FEAM - Sharpe Ratio Comparison

The current PRGS Sharpe Ratio is -1.03, which is lower than the FEAM Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of PRGS and FEAM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRGS vs. FEAM - Drawdown Comparison

The maximum PRGS drawdown since its inception was -67.33%, smaller than the maximum FEAM drawdown of -99.84%. Use the drawdown chart below to compare losses from any high point for PRGS and FEAM.


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Drawdown Indicators


PRGSFEAMDifference

Max Drawdown

Largest peak-to-trough decline

-67.33%

-99.84%

+32.51%

Max Drawdown (1Y)

Largest decline over 1 year

-61.14%

-82.66%

+21.52%

Max Drawdown (3Y)

Largest decline over 3 years

-64.10%

-98.85%

+34.75%

Max Drawdown (5Y)

Largest decline over 5 years

-64.10%

Max Drawdown (10Y)

Largest decline over 10 years

-64.10%

Current Drawdown

Current decline from peak

-54.97%

-99.78%

+44.81%

Average Drawdown

Average peak-to-trough decline

-23.57%

-86.38%

+62.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.81%

52.56%

-13.75%

Volatility

PRGS vs. FEAM - Volatility Comparison

The current volatility for Progress Software Corporation (PRGS) is 14.81%, while 5E Advanced Materials Inc (FEAM) has a volatility of 27.75%. This indicates that PRGS experiences smaller price fluctuations and is considered to be less risky than FEAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRGSFEAMDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.81%

27.75%

-12.94%

Volatility (6M)

Calculated over the trailing 6-month period

41.69%

75.44%

-33.75%

Volatility (1Y)

Calculated over the trailing 1-year period

48.89%

115.11%

-66.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.42%

109.76%

-76.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.17%

109.76%

-76.59%

Dividends

PRGS vs. FEAM - Dividend Comparison

Neither PRGS nor FEAM has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
FEAM
5E Advanced Materials Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRGS
Progress Software Corporation
0.00%0.00%0.81%1.29%1.39%1.45%1.48%1.52%1.62%1.21%0.39%

Financials

PRGS vs. FEAM - Financials Comparison

This section allows you to compare key financial metrics between Progress Software Corporation and 5E Advanced Materials 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M200.00M250.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
247.80M
0
(PRGS) Total Revenue
(FEAM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PRGS and FEAM have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FEAM has higher volatility (27.75%) compared to PRGS (14.81%). In terms of maximum drawdown, PRGS dropped -67.33% vs FEAM's -99.84%.

FEAM currently has the higher Sharpe Ratio (-0.51 vs -1.03), 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.

Portfolio Optimizer

Find the right allocation for PRGS and FEAM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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