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

Correlation

The correlation between QSR and PGR is 0.44, 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.


Performance

QSR vs. PGR - Performance Comparison

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

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Key characteristics

Sharpe Ratio

QSR:

-0.12

PGR:

1.33

Sortino Ratio

QSR:

-0.01

PGR:

1.81

Omega Ratio

QSR:

1.00

PGR:

1.25

Calmar Ratio

QSR:

-0.12

PGR:

2.64

Martin Ratio

QSR:

-0.32

PGR:

6.58

Ulcer Index

QSR:

9.14%

PGR:

4.94%

Daily Std Dev

QSR:

23.57%

PGR:

24.71%

Max Drawdown

QSR:

-63.03%

PGR:

-71.05%

Current Drawdown

QSR:

-13.31%

PGR:

-3.73%

Fundamentals

Market Cap

QSR:

$30.55B

PGR:

$164.29B

EPS

QSR:

$2.95

PGR:

$14.82

PE Ratio

QSR:

22.76

PGR:

18.91

PEG Ratio

QSR:

1.18

PGR:

7.58

PS Ratio

QSR:

3.48

PGR:

2.09

PB Ratio

QSR:

7.06

PGR:

5.80

Total Revenue (TTM)

QSR:

$8.78B

PGR:

$78.52B

Gross Profit (TTM)

QSR:

$4.17B

PGR:

$58.11B

EBITDA (TTM)

QSR:

$2.12B

PGR:

$8.20B

Returns By Period

In the year-to-date period, QSR achieves a 6.51% return, which is significantly lower than PGR's 19.33% return. Over the past 10 years, QSR has underperformed PGR with an annualized return of 8.07%, while PGR has yielded a comparatively higher 29.48% annualized return.


QSR

YTD

6.51%

1M

9.38%

6M

3.20%

1Y

-2.76%

5Y*

10.38%

10Y*

8.07%

PGR

YTD

19.33%

1M

1.67%

6M

10.02%

1Y

32.64%

5Y*

33.78%

10Y*

29.48%

*Annualized

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Risk-Adjusted Performance

QSR vs. PGR — Risk-Adjusted Performance Rank

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

QSR
The Risk-Adjusted Performance Rank of QSR is 3939
Overall Rank
The Sharpe Ratio Rank of QSR is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of QSR is 3636
Sortino Ratio Rank
The Omega Ratio Rank of QSR is 3636
Omega Ratio Rank
The Calmar Ratio Rank of QSR is 4040
Calmar Ratio Rank
The Martin Ratio Rank of QSR is 4242
Martin Ratio Rank

PGR
The Risk-Adjusted Performance Rank of PGR is 8989
Overall Rank
The Sharpe Ratio Rank of PGR is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 8484
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 8484
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PGR is 9090
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.

QSR vs. PGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Restaurant Brands International Inc. (QSR) 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 QSR Sharpe Ratio is -0.12, which is lower than the PGR Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of QSR 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

QSR vs. PGR - Dividend Comparison

QSR has not paid dividends to shareholders, while PGR's dividend yield for the trailing twelve months is around 1.75%.


TTM20242023202220212020201920182017201620152014
QSR
Restaurant Brands International Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PGR
The Progressive Corporation
1.75%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%

Drawdowns

QSR vs. PGR - Drawdown Comparison

The maximum QSR drawdown since its inception was -63.03%, smaller than the maximum PGR drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for QSR and PGR. For additional features, visit the drawdowns tool.


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Volatility

QSR vs. PGR - Volatility Comparison

The current volatility for Restaurant Brands International Inc. (QSR) is 5.36%, while The Progressive Corporation (PGR) has a volatility of 7.67%. This indicates that QSR 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

QSR vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between Restaurant Brands International 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


0.005.00B10.00B15.00B20.00B20212022202320242025
2.11B
20.41B
(QSR) Total Revenue
(PGR) Total Revenue
Values in USD except per share items