USD=X vs. PGR
USD=X (USD Cash) is a currency, while PGR (The Progressive Corporation) is a stock. Over the past 10 years, USD=X returned 0.00%/yr vs 23.64%/yr for PGR.
Performance
USD=X vs. PGR - Performance Comparison
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Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
PGR
- 1D
- 0.42%
- 1M
- 1.69%
- YTD
- -5.09%
- 6M
- -7.97%
- 1Y
- -19.25%
- 3Y*
- 19.07%
- 5Y*
- 19.40%
- 10Y*
- 23.64%
USD=X vs. PGR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PGR The Progressive Corporation | -5.09% | -3.02% | 51.39% | 23.16% | 26.81% | 10.84% | 41.48% | 25.14% | 9.39% | 61.59% |
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Return for Risk
USD=X vs. PGR — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PGR
USD=X vs. PGR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USD=X | PGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.87 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.80 | — |
| Martin ratioReturn relative to average drawdown | — | -1.23 | — |
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Drawdowns
USD=X vs. PGR - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum PGR drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for USD=X and PGR.
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Drawdown Indicators
| USD=X | PGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -71.06% | +71.06% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -24.30% | +24.30% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -30.35% | +30.35% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -30.35% | +30.35% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -30.35% | +30.35% |
Current DrawdownCurrent decline from peak | 0.00% | -25.70% | +25.70% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -14.53% | +14.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 15.96% | -15.96% |
Volatility
USD=X vs. PGR - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while The Progressive Corporation (PGR) has a volatility of 7.54%. This indicates that USD=X 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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Volatility by Period
| USD=X | PGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 7.54% | -7.54% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 16.87% | -16.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 22.55% | -22.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 24.55% | -24.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 24.48% | -24.48% |
Frequently Asked Questions
PGR has higher volatility (7.54%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs PGR's -71.06%.
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