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

Correlation

The correlation between PRS and PGR is 0.33, 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

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.

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Key characteristics

Sharpe Ratio

PRS:

0.02

PGR:

1.47

Sortino Ratio

PRS:

-0.03

PGR:

1.92

Omega Ratio

PRS:

1.00

PGR:

1.27

Calmar Ratio

PRS:

-0.07

PGR:

2.83

Martin Ratio

PRS:

-0.16

PGR:

7.04

Ulcer Index

PRS:

3.60%

PGR:

4.95%

Daily Std Dev

PRS:

9.01%

PGR:

24.64%

Max Drawdown

PRS:

-30.45%

PGR:

-71.05%

Current Drawdown

PRS:

-6.54%

PGR:

-2.27%

Fundamentals

Market Cap

PRS:

$44.13B

PGR:

$166.79B

PS Ratio

PRS:

0.00

PGR:

2.12

PB Ratio

PRS:

0.00

PGR:

5.75

Total Revenue (TTM)

PRS:

$60.37B

PGR:

$78.52B

Gross Profit (TTM)

PRS:

$60.94B

PGR:

$58.11B

EBITDA (TTM)

PRS:

$1.39B

PGR:

$8.20B

Returns By Period

In the year-to-date period, PRS achieves a 0.84% return, which is significantly lower than PGR's 21.15% return.


PRS

YTD

0.84%

1M

1.68%

6M

-5.96%

1Y

0.00%

5Y*

2.60%

10Y*

N/A

PGR

YTD

21.15%

1M

4.15%

6M

11.00%

1Y

34.65%

5Y*

34.00%

10Y*

29.77%

*Annualized

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Risk-Adjusted Performance

PRS vs. PGR — Risk-Adjusted Performance Rank

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

PRS
The Risk-Adjusted Performance Rank of PRS is 4444
Overall Rank
The Sharpe Ratio Rank of PRS is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of PRS is 3636
Sortino Ratio Rank
The Omega Ratio Rank of PRS is 3636
Omega Ratio Rank
The Calmar Ratio Rank of PRS is 4747
Calmar Ratio Rank
The Martin Ratio Rank of PRS is 4848
Martin Ratio Rank

PGR
The Risk-Adjusted Performance Rank of PGR is 9090
Overall Rank
The Sharpe Ratio Rank of PGR is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 8585
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 8585
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PGR is 9191
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.

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.


The current PRS Sharpe Ratio is 0.02, which is lower than the PGR Sharpe Ratio of 1.47. 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.


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Dividends

PRS vs. PGR - Dividend Comparison

PRS's dividend yield for the trailing twelve months is around 6.19%, more than PGR's 1.72% yield.


TTM20242023202220212020201920182017201620152014
PRS
Prudential Financial, Inc.
6.19%6.06%5.64%5.75%5.18%4.94%5.16%1.52%0.00%0.00%0.00%0.00%
PGR
The Progressive Corporation
1.72%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%

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.


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Volatility

PRS vs. PGR - Volatility Comparison

The current volatility for Prudential Financial, Inc. (PRS) is 2.39%, while The Progressive Corporation (PGR) has a volatility of 7.53%. 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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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


10.00B15.00B20.00B20212022202320242025
13.47B
20.41B
(PRS) Total Revenue
(PGR) Total Revenue
Values in USD except per share items