PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ROST vs. PGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ROST and PGR is 0.23, 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.


-0.50.00.51.00.2

Performance

ROST vs. PGR - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
0.14%
14.69%
ROST
PGR

Key characteristics

Sharpe Ratio

ROST:

0.56

PGR:

2.56

Sortino Ratio

ROST:

1.00

PGR:

3.59

Omega Ratio

ROST:

1.12

PGR:

1.45

Calmar Ratio

ROST:

0.78

PGR:

4.88

Martin Ratio

ROST:

1.94

PGR:

17.82

Ulcer Index

ROST:

6.00%

PGR:

2.97%

Daily Std Dev

ROST:

20.85%

PGR:

20.71%

Max Drawdown

ROST:

-82.23%

PGR:

-71.05%

Current Drawdown

ROST:

-4.77%

PGR:

-10.85%

Fundamentals

Market Cap

ROST:

$49.77B

PGR:

$145.01B

EPS

ROST:

$6.36

PGR:

$13.76

PE Ratio

ROST:

23.72

PGR:

17.99

PEG Ratio

ROST:

1.98

PGR:

1.00

Total Revenue (TTM)

ROST:

$21.24B

PGR:

$71.60B

Gross Profit (TTM)

ROST:

$5.95B

PGR:

$71.59B

EBITDA (TTM)

ROST:

$3.09B

PGR:

$10.67B

Returns By Period

In the year-to-date period, ROST achieves a 8.58% return, which is significantly lower than PGR's 51.46% return. Over the past 10 years, ROST has underperformed PGR with an annualized return of 13.43%, while PGR has yielded a comparatively higher 27.74% annualized return.


ROST

YTD

8.58%

1M

7.10%

6M

1.45%

1Y

11.63%

5Y*

6.27%

10Y*

13.43%

PGR

YTD

51.46%

1M

-5.82%

6M

13.79%

1Y

55.08%

5Y*

30.28%

10Y*

27.74%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ROST vs. PGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ross Stores, Inc. (ROST) 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 ROST, currently valued at 0.56, compared to the broader market-4.00-2.000.002.000.562.67
The chart of Sortino ratio for ROST, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.001.003.72
The chart of Omega ratio for ROST, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.47
The chart of Calmar ratio for ROST, currently valued at 0.78, compared to the broader market0.002.004.006.000.785.08
The chart of Martin ratio for ROST, currently valued at 1.94, compared to the broader market0.0010.0020.001.9418.05
ROST
PGR

The current ROST Sharpe Ratio is 0.56, which is lower than the PGR Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of ROST 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
0.56
2.67
ROST
PGR

Dividends

ROST vs. PGR - Dividend Comparison

ROST's dividend yield for the trailing twelve months is around 0.99%, more than PGR's 0.48% yield.


TTM20232022202120202019201820172016201520142013
ROST
Ross Stores, Inc.
0.99%0.97%1.07%1.00%0.23%0.88%1.08%0.80%0.82%0.88%0.85%0.91%
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

ROST vs. PGR - Drawdown Comparison

The maximum ROST drawdown since its inception was -82.23%, which is greater than PGR's maximum drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for ROST and PGR. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.77%
-10.85%
ROST
PGR

Volatility

ROST vs. PGR - Volatility Comparison

Ross Stores, Inc. (ROST) and The Progressive Corporation (PGR) have volatilities of 7.21% and 7.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
7.21%
7.29%
ROST
PGR

Financials

ROST vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between Ross Stores, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab