PRS vs. PGR
PRS (Prudential Financial, Inc.) and PGR (The Progressive Corporation) are both stocks. Over the past 5 years, PRS returned 0.91%/yr vs 16.61%/yr for PGR. At a 0.14 correlation, their price movements are largely independent.
Performance
PRS vs. PGR - Performance Comparison
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Returns By Period
In the year-to-date period, PRS achieves a -4.25% return, which is significantly higher than PGR's -9.60% return.
PRS
- 1D
- -0.90%
- 1M
- -3.23%
- YTD
- -4.25%
- 6M
- -4.69%
- 1Y
- 1.79%
- 3Y*
- 1.74%
- 5Y*
- 0.91%
- 10Y*
- —
PGR
- 1D
- -1.71%
- 1M
- -2.90%
- YTD
- -9.60%
- 6M
- -9.39%
- 1Y
- -28.28%
- 3Y*
- 17.80%
- 5Y*
- 16.61%
- 10Y*
- 22.74%
PRS vs. PGR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PRS Prudential Financial, Inc. | -4.25% | 8.75% | -1.49% | 8.05% | -5.95% | 0.21% | 10.13% | 21.72% | -3.96% |
PGR The Progressive Corporation | -9.60% | -3.02% | 51.39% | 23.16% | 26.81% | 10.84% | 41.48% | 25.14% | -9.58% |
Correlation
The correlation between PRS and PGR is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2018 | 0.14 |
The correlation between PRS and PGR shifts across timeframes, from -0.05 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
Fundamentals
PRS:
$9.85
PGR:
$19.23
PRS:
2.25
PGR:
10.06
PRS:
0.09
PGR:
0.08
PRS:
0.16
PGR:
1.30
PRS:
$47.30B
PGR:
$87.65B
PRS:
$20.22B
PGR:
$23.23B
PRS:
$4.13B
PGR:
$14.81B
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Return for Risk
PRS vs. PGR — Risk / Return Rank
PRS
PGR
PRS vs. PGR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prudential Financial, Inc. (PRS) and The Progressive Corporation (PGR). 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.
| PRS | PGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.80 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.22 | -1.01 | +1.23 |
| Martin ratioReturn relative to average drawdown | 0.56 | -1.46 | +2.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRS | PGR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | -1.28 | +1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.68 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.58 | -0.30 |
Drawdowns
PRS vs. PGR - Drawdown Comparison
The maximum PRS drawdown since its inception was -30.45%, smaller than the maximum PGR drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for PRS and PGR.
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Drawdown Indicators
| PRS | PGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.45% | -71.06% | +40.61% |
Max Drawdown (1Y)Largest decline over 1 year | -8.01% | -28.14% | +20.13% |
Max Drawdown (3Y)Largest decline over 3 years | -9.38% | -30.35% | +20.97% |
Max Drawdown (5Y)Largest decline over 5 years | -15.11% | -30.35% | +15.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.35% | — |
Current DrawdownCurrent decline from peak | -8.01% | -29.23% | +21.22% |
Average DrawdownAverage peak-to-trough decline | -3.14% | -14.53% | +11.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 20.72% | -17.55% |
Volatility
PRS vs. PGR - Volatility Comparison
The current volatility for Prudential Financial, Inc. (PRS) is 1.68%, while The Progressive Corporation (PGR) has a volatility of 5.82%. This indicates that PRS experiences smaller price fluctuations and is considered to be less risky than PGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRS | PGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.68% | 5.82% | -4.14% |
Volatility (6M)Calculated over the trailing 6-month period | 4.49% | 16.25% | -11.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.63% | 22.23% | -15.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.04% | 24.52% | -14.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.10% | 24.43% | -10.33% |
Dividends
PRS vs. PGR - Dividend Comparison
PRS's dividend yield for the trailing twelve months is around 6.35%, less than PGR's 7.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGR The Progressive Corporation | 7.18% | 2.15% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% |
PRS Prudential Financial, Inc. | 6.35% | 5.90% | 6.05% | 5.64% | 4.31% | 5.18% | 4.94% | 5.16% | 1.52% | 0.00% | 0.00% | 0.00% |
Financials
PRS vs. PGR - Financials Comparison
This section allows you to compare key financial metrics between Prudential Financial, Inc. and The Progressive Corporation. 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
Frequently Asked Questions
PRS and PGR have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGR has higher volatility (5.82%) compared to PRS (1.68%). In terms of maximum drawdown, PRS dropped -30.45% vs PGR's -71.06%.
PRS currently has the higher Sharpe Ratio (0.27 vs -1.28), 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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