PortfoliosLab logo
SZLMY vs. PGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SZLMY and PGR is 0.21, 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

SZLMY vs. PGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Swiss Life Holding AG ADR (SZLMY) and The Progressive Corporation (PGR). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%December2025FebruaryMarchAprilMay
872.91%
1,504.85%
SZLMY
PGR

Key characteristics

Sharpe Ratio

SZLMY:

2.34

PGR:

1.56

Sortino Ratio

SZLMY:

2.97

PGR:

2.08

Omega Ratio

SZLMY:

1.40

PGR:

1.29

Calmar Ratio

SZLMY:

4.87

PGR:

3.13

Martin Ratio

SZLMY:

15.39

PGR:

7.81

Ulcer Index

SZLMY:

3.92%

PGR:

4.94%

Daily Std Dev

SZLMY:

25.72%

PGR:

24.81%

Max Drawdown

SZLMY:

-49.90%

PGR:

-71.05%

Current Drawdown

SZLMY:

-0.25%

PGR:

-2.56%

Fundamentals

Market Cap

SZLMY:

$28.89B

PGR:

$165.41B

EPS

SZLMY:

$2.56

PGR:

$14.82

PE Ratio

SZLMY:

19.78

PGR:

19.04

PEG Ratio

SZLMY:

7.66

PGR:

7.31

PS Ratio

SZLMY:

2.41

PGR:

2.10

PB Ratio

SZLMY:

3.17

PGR:

5.59

Total Revenue (TTM)

SZLMY:

$7.96B

PGR:

$58.11B

Gross Profit (TTM)

SZLMY:

$7.96B

PGR:

$58.11B

EBITDA (TTM)

SZLMY:

$1.04B

PGR:

$8.20B

Returns By Period

In the year-to-date period, SZLMY achieves a 32.32% return, which is significantly higher than PGR's 20.78% return. Over the past 10 years, SZLMY has outperformed PGR with an annualized return of 33.40%, while PGR has yielded a comparatively lower 29.66% annualized return.


SZLMY

YTD

32.32%

1M

16.12%

6M

23.07%

1Y

54.29%

5Y*

29.88%

10Y*

33.40%

PGR

YTD

20.78%

1M

10.10%

6M

16.67%

1Y

34.41%

5Y*

33.31%

10Y*

29.66%

*Annualized

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

SZLMY vs. PGR — Risk-Adjusted Performance Rank

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

SZLMY
The Risk-Adjusted Performance Rank of SZLMY is 9696
Overall Rank
The Sharpe Ratio Rank of SZLMY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of SZLMY is 9494
Sortino Ratio Rank
The Omega Ratio Rank of SZLMY is 9393
Omega Ratio Rank
The Calmar Ratio Rank of SZLMY is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SZLMY is 9898
Martin Ratio Rank

PGR
The Risk-Adjusted Performance Rank of PGR is 9191
Overall Rank
The Sharpe Ratio Rank of PGR is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 8686
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 8787
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PGR is 9292
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.

SZLMY vs. PGR - Risk-Adjusted Performance 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.


The current SZLMY Sharpe Ratio is 2.34, which is higher than the PGR Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of SZLMY 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 Ratio1.001.502.002.503.00December2025FebruaryMarchAprilMay
2.34
1.56
SZLMY
PGR

Dividends

SZLMY vs. PGR - Dividend Comparison

SZLMY's dividend yield for the trailing twelve months is around 3.55%, more than PGR's 1.73% yield.


TTM20242023202220212020201920182017201620152014
SZLMY
Swiss Life Holding AG ADR
3.55%4.69%4.61%4.98%3.64%4.47%0.49%3.66%3.16%3.14%2.53%2.61%
PGR
The Progressive Corporation
1.73%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%

Drawdowns

SZLMY vs. PGR - Drawdown Comparison

The maximum SZLMY drawdown since its inception was -49.90%, smaller than the maximum PGR drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for SZLMY and PGR. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.25%
-2.56%
SZLMY
PGR

Volatility

SZLMY vs. PGR - Volatility Comparison

Swiss Life Holding AG ADR (SZLMY) has a higher volatility of 11.88% compared to The Progressive Corporation (PGR) at 8.42%. This indicates that SZLMY'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%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.88%
8.42%
SZLMY
PGR

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


8.00B10.00B12.00B14.00B16.00B18.00B20.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
7.96B
20.27B
(SZLMY) Total Revenue
(PGR) Total Revenue
Values in USD except per share items