SZLMY vs. PGR
SZLMY (Swiss Life Holding AG ADR) and PGR (The Progressive Corporation) are both stocks. Both are in the Financial Services sector — SZLMY in Insurance - Diversified, PGR in Insurance - Property & Casualty. Over the past 5 years, SZLMY returned 21.49%/yr vs 16.84%/yr for PGR. At a 0.12 correlation, their price movements are largely independent.
Performance
SZLMY vs. PGR - Performance Comparison
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Returns By Period
In the year-to-date period, SZLMY achieves a -4.67% return, which is significantly higher than PGR's -8.70% return.
SZLMY
- 1D
- 1.07%
- 1M
- -5.57%
- YTD
- -4.67%
- 6M
- 2.21%
- 1Y
- 9.13%
- 3Y*
- 27.25%
- 5Y*
- 21.49%
- 10Y*
- —
PGR
- 1D
- 0.99%
- 1M
- -1.19%
- YTD
- -8.70%
- 6M
- -8.45%
- 1Y
- -26.26%
- 3Y*
- 18.34%
- 5Y*
- 16.84%
- 10Y*
- 22.91%
SZLMY vs. PGR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SZLMY Swiss Life Holding AG ADR | -4.67% | 54.33% | 17.54% | 44.47% | -12.51% | 37.89% | -7.06% | 35.51% | 14.50% | -6.15% |
PGR The Progressive Corporation | -8.70% | -3.02% | 51.39% | 23.16% | 26.81% | 10.84% | 41.48% | 25.14% | 9.39% | 14.82% |
Correlation
The correlation between SZLMY and PGR is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2017 | 0.12 |
Fundamentals
SZLMY:
$4.34
PGR:
$19.23
SZLMY:
12.21
PGR:
10.16
SZLMY:
8.26
PGR:
0.08
SZLMY:
0.73
PGR:
1.31
SZLMY:
$40.81B
PGR:
$87.65B
SZLMY:
$42.70B
PGR:
$23.23B
SZLMY:
$2.13B
PGR:
$14.81B
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Return for Risk
SZLMY vs. PGR — Risk / Return Rank
SZLMY
PGR
SZLMY vs. PGR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Swiss Life Holding AG ADR (SZLMY) 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.
| SZLMY | PGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.81 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | -0.95 | +1.64 |
| Martin ratioReturn relative to average drawdown | 1.70 | -1.39 | +3.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SZLMY | PGR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | -1.19 | +1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.69 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.58 | +0.04 |
Drawdowns
SZLMY vs. PGR - Drawdown Comparison
The maximum SZLMY drawdown since its inception was -50.48%, smaller than the maximum PGR drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for SZLMY and PGR.
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Drawdown Indicators
| SZLMY | PGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.48% | -71.06% | +20.58% |
Max Drawdown (1Y)Largest decline over 1 year | -13.36% | -27.64% | +14.28% |
Max Drawdown (3Y)Largest decline over 3 years | -13.36% | -30.35% | +16.99% |
Max Drawdown (5Y)Largest decline over 5 years | -35.97% | -30.35% | -5.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.35% | — |
Current DrawdownCurrent decline from peak | -9.05% | -28.53% | +19.48% |
Average DrawdownAverage peak-to-trough decline | -8.37% | -14.53% | +6.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 19.45% | -14.05% |
Volatility
SZLMY vs. PGR - Volatility Comparison
Swiss Life Holding AG ADR (SZLMY) and The Progressive Corporation (PGR) have volatilities of 6.14% and 5.89%, 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.
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Volatility by Period
| SZLMY | PGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 5.89% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 17.88% | 16.28% | +1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.08% | 22.26% | +1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.60% | 24.52% | +8.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.94% | 24.43% | +12.51% |
Dividends
SZLMY vs. PGR - Dividend Comparison
SZLMY's dividend yield for the trailing twelve months is around 4.36%, less than PGR's 7.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGR The Progressive Corporation | 7.11% | 2.15% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% |
SZLMY Swiss Life Holding AG ADR | 4.36% | 3.54% | 4.63% | 4.56% | 5.29% | 2.22% | 3.04% | 0.00% | 3.49% | 0.00% | 0.00% | 0.00% |
Financials
SZLMY vs. PGR - Financials Comparison
This section allows you to compare key financial metrics between Swiss Life Holding AG ADR 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.
Total Revenue: Total amount of money received from sales and other business activities
SZLMY vs. PGR - Profitability Comparison
SZLMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Swiss Life Holding AG ADR reported a gross profit of 22.53B and revenue of 22.53B. Therefore, the gross margin over that period was 100.0%.
PGR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Progressive Corporation reported a gross profit of 6.66B and revenue of 22.74B. Therefore, the gross margin over that period was 29.3%.
SZLMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Swiss Life Holding AG ADR reported an operating income of 0.00 and revenue of 22.53B, resulting in an operating margin of 0.0%.
PGR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Progressive Corporation reported an operating income of 3.68B and revenue of 22.74B, resulting in an operating margin of 16.2%.
SZLMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Swiss Life Holding AG ADR reported a net income of 648.60M and revenue of 22.53B, resulting in a net margin of 2.9%.
PGR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Progressive Corporation reported a net income of 2.95B and revenue of 22.74B, resulting in a net margin of 13.0%.
Frequently Asked Questions
SZLMY and PGR have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SZLMY has higher volatility (6.14%) compared to PGR (5.89%). In terms of maximum drawdown, SZLMY dropped -50.48% vs PGR's -71.06%.
SZLMY currently has the higher Sharpe Ratio (0.38 vs -1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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