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WRB vs. PGR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WRB vs. PGR - Performance Comparison

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

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Returns By Period

In the year-to-date period, WRB achieves a -2.51% return, which is significantly higher than PGR's -5.09% return. Over the past 10 years, WRB has underperformed PGR with an annualized return of 17.92%, while PGR has yielded a comparatively higher 23.64% annualized return.


WRB

1D
1.08%
1M
2.74%
YTD
-2.51%
6M
0.17%
1Y
-4.36%
3Y*
24.41%
5Y*
17.90%
10Y*
17.92%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WRB vs. PGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WRB
W. R. Berkley Corporation
-2.51%23.02%27.19%0.25%33.92%27.39%-3.14%43.80%5.96%10.21%
PGR
The Progressive Corporation
-5.09%-3.02%51.39%23.16%26.81%10.84%41.48%25.14%9.39%61.59%

Correlation

The correlation between WRB and PGR is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Jul 9, 1986

0.38

Over the past year, WRB and PGR have become more correlated (0.60) than their long-term average of 0.38, meaning their price movements have been converging.

Fundamentals

EPS

WRB:

$4.45

PGR:

$19.23

PE Ratio

WRB:

15.34

PGR:

10.56

PEG Ratio

WRB:

0.89

PGR:

0.08

PS Ratio

WRB:

1.86

PGR:

1.36

Total Revenue (TTM)

WRB:

$14.71B

PGR:

$87.65B

Gross Profit (TTM)

WRB:

$2.91B

PGR:

$23.23B

EBITDA (TTM)

WRB:

$2.37B

PGR:

$14.81B

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Return for Risk

WRB vs. PGR — Risk / Return Rank

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

WRB
WRB Risk / Return Rank: 3131
Overall Rank
WRB Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
WRB Sortino Ratio Rank: 2828
Sortino Ratio Rank
WRB Omega Ratio Rank: 2828
Omega Ratio Rank
WRB Calmar Ratio Rank: 3434
Calmar Ratio Rank
WRB Martin Ratio Rank: 3333
Martin Ratio Rank

PGR
PGR Risk / Return Rank: 1111
Overall Rank
PGR Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PGR Sortino Ratio Rank: 1111
Sortino Ratio Rank
PGR Omega Ratio Rank: 1212
Omega Ratio Rank
PGR Calmar Ratio Rank: 1212
Calmar Ratio Rank
PGR Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WRB vs. PGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) 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.


WRBPGRDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

0.98

0.87

+0.11

Calmar ratioReturn relative to maximum drawdown

-0.29

-0.80

+0.52

Martin ratioReturn relative to average drawdown

-0.54

-1.23

+0.69

WRB vs. PGR - Sharpe Ratio Comparison

The current WRB Sharpe Ratio is -0.24, which is higher than the PGR Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of WRB and PGR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WRB vs. PGR - Drawdown Comparison

The maximum WRB drawdown since its inception was -69.33%, roughly equal to the maximum PGR drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for WRB and PGR.


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Drawdown Indicators


WRBPGRDifference

Max Drawdown

Largest peak-to-trough decline

-69.33%

-71.06%

+1.73%

Max Drawdown (1Y)

Largest decline over 1 year

-17.62%

-24.30%

+6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-17.62%

-30.35%

+12.73%

Max Drawdown (5Y)

Largest decline over 5 years

-26.29%

-30.35%

+4.06%

Max Drawdown (10Y)

Largest decline over 10 years

-45.35%

-30.35%

-15.00%

Current Drawdown

Current decline from peak

-11.49%

-25.70%

+14.21%

Average Drawdown

Average peak-to-trough decline

-14.58%

-14.53%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.29%

15.96%

-6.67%

Volatility

WRB vs. PGR - Volatility Comparison

W. R. Berkley Corporation (WRB) and The Progressive Corporation (PGR) have volatilities of 7.63% and 7.54%, 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


WRBPGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

7.54%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

15.08%

16.87%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

21.37%

22.55%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.83%

24.55%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.56%

24.48%

+0.08%

Dividends

WRB vs. PGR - Dividend Comparison

WRB's dividend yield for the trailing twelve months is around 2.72%, less than PGR's 6.84% yield.


PositionTTM20252024202320222021202020192018201720162015
PGR
The Progressive Corporation
6.84%2.15%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%
WRB
W. R. Berkley Corporation
2.72%2.64%2.39%2.73%1.22%2.44%0.71%2.43%2.83%2.16%2.27%0.86%

Financials

WRB vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between W. R. Berkley Corporation 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


5.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
3.72B
22.74B
(WRB) Total Revenue
(PGR) Total Revenue
Values in USD except per share items

WRB vs. PGR - Profitability Comparison

The chart below illustrates the profitability comparison between W. R. Berkley Corporation and The Progressive Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
20.6%
29.3%
Portfolio components
WRB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, W. R. Berkley Corporation reported a gross profit of 765.46M and revenue of 3.72B. Therefore, the gross margin over that period was 20.6%.

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%.

WRB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, W. R. Berkley Corporation reported an operating income of 606.51M and revenue of 3.72B, resulting in an operating margin of 16.3%.

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%.

WRB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, W. R. Berkley Corporation reported a net income of 449.51M and revenue of 3.72B, resulting in a net margin of 12.1%.

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


WRB and PGR have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WRB has higher volatility (7.63%) compared to PGR (7.54%). In terms of maximum drawdown, WRB dropped -69.33% vs PGR's -71.06%.

WRB currently has the higher Sharpe Ratio (-0.24 vs -0.87), 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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