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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.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
4.44%
13.35%
ROST
PGR

Key characteristics

Sharpe Ratio

ROST:

0.52

PGR:

2.28

Sortino Ratio

ROST:

0.95

PGR:

3.26

Omega Ratio

ROST:

1.11

PGR:

1.41

Calmar Ratio

ROST:

0.74

PGR:

4.34

Martin Ratio

ROST:

1.83

PGR:

11.90

Ulcer Index

ROST:

6.05%

PGR:

3.97%

Daily Std Dev

ROST:

21.22%

PGR:

20.74%

Max Drawdown

ROST:

-82.23%

PGR:

-71.05%

Current Drawdown

ROST:

-4.54%

PGR:

-7.57%

Fundamentals

Market Cap

ROST:

$49.21B

PGR:

$143.84B

EPS

ROST:

$6.35

PGR:

$13.75

PE Ratio

ROST:

23.49

PGR:

17.72

PEG Ratio

ROST:

1.94

PGR:

0.12

Total Revenue (TTM)

ROST:

$42.48B

PGR:

$54.72B

Gross Profit (TTM)

ROST:

$11.89B

PGR:

$54.71B

EBITDA (TTM)

ROST:

$6.18B

PGR:

$8.09B

Returns By Period

In the year-to-date period, ROST achieves a -1.40% return, which is significantly lower than PGR's 3.72% return. Over the past 10 years, ROST has underperformed PGR with an annualized return of 13.63%, while PGR has yielded a comparatively higher 28.41% annualized return.


ROST

YTD

-1.40%

1M

0.37%

6M

4.44%

1Y

9.57%

5Y*

5.88%

10Y*

13.63%

PGR

YTD

3.72%

1M

3.43%

6M

13.35%

1Y

46.47%

5Y*

28.81%

10Y*

28.41%

*Annualized

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Risk-Adjusted Performance

ROST vs. PGR — Risk-Adjusted Performance Rank

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

ROST
The Risk-Adjusted Performance Rank of ROST is 6464
Overall Rank
The Sharpe Ratio Rank of ROST is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of ROST is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ROST is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ROST is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ROST is 6565
Martin Ratio Rank

PGR
The Risk-Adjusted Performance Rank of PGR is 9494
Overall Rank
The Sharpe Ratio Rank of PGR is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 9393
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 9191
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PGR is 9393
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.

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 0.52, compared to the broader market-2.000.002.004.000.522.28
The chart of Sortino ratio for ROST, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.000.953.26
The chart of Omega ratio for ROST, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.41
The chart of Calmar ratio for ROST, currently valued at 0.74, compared to the broader market0.002.004.006.000.744.34
The chart of Martin ratio for ROST, currently valued at 1.83, compared to the broader market-10.000.0010.0020.001.8311.90
ROST
PGR

The current ROST Sharpe Ratio is 0.52, which is lower than the PGR Sharpe Ratio of 2.28. 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.52
2.28
ROST
PGR

Dividends

ROST vs. PGR - Dividend Comparison

ROST's dividend yield for the trailing twelve months is around 0.99%, less than PGR's 2.01% yield.


TTM20242023202220212020201920182017201620152014
ROST
Ross Stores, Inc.
0.99%0.97%0.97%1.07%1.00%0.23%0.88%1.08%0.80%0.82%0.88%0.85%
PGR
The Progressive Corporation
2.01%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%

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%AugustSeptemberOctoberNovemberDecember2025
-4.54%
-7.57%
ROST
PGR

Volatility

ROST vs. PGR - Volatility Comparison

Ross Stores, Inc. (ROST) has a higher volatility of 5.44% compared to The Progressive Corporation (PGR) at 4.99%. This indicates that ROST's price experiences larger fluctuations and is considered to be riskier than PGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.44%
4.99%
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
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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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