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PRS vs. PGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PRS and PGR is 0.15, 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.


-0.50.00.51.00.1

Performance

PRS vs. PGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prudential Financial, Inc. (PRS) and The Progressive Corporation (PGR). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
-0.10%
14.05%
PRS
PGR

Key characteristics

Sharpe Ratio

PRS:

0.71

PGR:

2.65

Sortino Ratio

PRS:

1.05

PGR:

3.70

Omega Ratio

PRS:

1.12

PGR:

1.47

Calmar Ratio

PRS:

1.20

PGR:

5.17

Martin Ratio

PRS:

4.01

PGR:

19.00

Ulcer Index

PRS:

1.40%

PGR:

2.90%

Daily Std Dev

PRS:

7.94%

PGR:

20.72%

Max Drawdown

PRS:

-30.45%

PGR:

-71.05%

Current Drawdown

PRS:

-4.68%

PGR:

-10.64%

Fundamentals

Market Cap

PRS:

$44.13B

PGR:

$145.01B

Total Revenue (TTM)

PRS:

$71.43B

PGR:

$71.60B

Gross Profit (TTM)

PRS:

$70.79B

PGR:

$71.59B

EBITDA (TTM)

PRS:

$3.35B

PGR:

$10.67B

Returns By Period

In the year-to-date period, PRS achieves a 1.31% return, which is significantly lower than PGR's 51.82% return.


PRS

YTD

1.31%

1M

-2.89%

6M

-0.50%

1Y

4.84%

5Y*

2.95%

10Y*

N/A

PGR

YTD

51.82%

1M

-6.33%

6M

14.11%

1Y

53.36%

5Y*

30.37%

10Y*

27.86%

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Risk-Adjusted Performance

PRS vs. PGR - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PRS, currently valued at 0.71, compared to the broader market-4.00-2.000.002.000.712.65
The chart of Sortino ratio for PRS, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.053.70
The chart of Omega ratio for PRS, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.47
The chart of Calmar ratio for PRS, currently valued at 1.20, compared to the broader market0.002.004.006.001.205.17
The chart of Martin ratio for PRS, currently valued at 4.01, compared to the broader market0.0010.0020.004.0119.00
PRS
PGR

The current PRS Sharpe Ratio is 0.71, which is lower than the PGR Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of PRS and PGR, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.71
2.65
PRS
PGR

Dividends

PRS vs. PGR - Dividend Comparison

PRS's dividend yield for the trailing twelve months is around 5.89%, more than PGR's 0.48% yield.


TTM20232022202120202019201820172016201520142013
PRS
Prudential Financial, Inc.
5.89%5.64%5.75%5.18%4.94%5.16%1.52%0.00%0.00%0.00%0.00%0.00%
PGR
The Progressive Corporation
0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%1.05%

Drawdowns

PRS vs. PGR - Drawdown Comparison

The maximum PRS drawdown since its inception was -30.45%, smaller than the maximum PGR drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for PRS and PGR. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.68%
-10.64%
PRS
PGR

Volatility

PRS vs. PGR - Volatility Comparison

The current volatility for Prudential Financial, Inc. (PRS) is 2.51%, while The Progressive Corporation (PGR) has a volatility of 7.42%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.51%
7.42%
PRS
PGR

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.


Quarterly
Annual

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


Values in USD except per share items
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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.

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