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

Performance

XPO vs. PGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XPO Logistics, Inc. (XPO) 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, XPO achieves a 65.30% return, which is significantly higher than PGR's -6.42% return. Over the past 10 years, XPO has outperformed PGR with an annualized return of 36.48%, while PGR has yielded a comparatively lower 23.25% annualized return.


XPO

1D
2.61%
1M
9.86%
YTD
65.30%
6M
59.53%
1Y
89.63%
3Y*
66.70%
5Y*
35.18%
10Y*
36.48%

PGR

1D
-1.84%
1M
3.23%
YTD
-6.42%
6M
-4.51%
1Y
-23.65%
3Y*
18.74%
5Y*
18.76%
10Y*
23.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPO vs. PGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XPO
XPO Logistics, Inc.
65.30%3.63%49.73%163.11%-27.64%11.60%49.56%39.73%-37.72%112.21%
PGR
The Progressive Corporation
-6.42%-3.02%51.39%23.16%26.81%10.84%41.48%25.14%9.39%61.59%

Correlation

The correlation between XPO and PGR is 0.04, 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

0.04

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

0.04

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

0.13

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

0.22

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2003

0.18

The correlation between XPO and PGR shifts across timeframes, from 0.04 (3 years) to 0.22 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

XPO:

$2.92

PGR:

$19.23

PE Ratio

XPO:

76.98

PGR:

10.41

PEG Ratio

XPO:

2.89

PGR:

0.08

PS Ratio

XPO:

3.23

PGR:

1.34

Total Revenue (TTM)

XPO:

$8.30B

PGR:

$87.65B

Gross Profit (TTM)

XPO:

$772.00M

PGR:

$23.23B

EBITDA (TTM)

XPO:

$1.20B

PGR:

$14.81B

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Return for Risk

XPO vs. PGR — Risk / Return Rank

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

XPO
XPO Risk / Return Rank: 8989
Overall Rank
XPO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XPO Sortino Ratio Rank: 8686
Sortino Ratio Rank
XPO Omega Ratio Rank: 8484
Omega Ratio Rank
XPO Calmar Ratio Rank: 9494
Calmar Ratio Rank
XPO Martin Ratio Rank: 9292
Martin Ratio Rank

PGR
PGR Risk / Return Rank: 66
Overall Rank
PGR Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PGR Sortino Ratio Rank: 77
Sortino Ratio Rank
PGR Omega Ratio Rank: 99
Omega Ratio Rank
PGR Calmar Ratio Rank: 44
Calmar Ratio Rank
PGR Martin Ratio Rank: 77
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.

XPO vs. PGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XPO Logistics, Inc. (XPO) 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.


XPOPGRDifference
Sharpe ratioReturn per unit of total volatility

+3.12

Sortino ratioReturn per unit of downside risk

+4.08

Omega ratioGain probability vs. loss probability

1.33

0.84

+0.49

Calmar ratioReturn relative to maximum drawdown

5.77

-0.94

+6.71

Martin ratioReturn relative to average drawdown

13.70

-1.43

+15.13

XPO vs. PGR - Sharpe Ratio Comparison

The current XPO Sharpe Ratio is 2.08, which is higher than the PGR Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of XPO 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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Sharpe Ratios by Period


XPOPGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

-1.04

+3.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.77

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.95

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.58

-0.14

Drawdowns

XPO vs. PGR - Drawdown Comparison

The maximum XPO drawdown since its inception was -82.85%, which is greater than PGR's maximum drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for XPO and PGR.


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Drawdown Indicators


XPOPGRDifference

Max Drawdown

Largest peak-to-trough decline

-82.85%

-71.06%

-11.79%

Max Drawdown (1Y)

Largest decline over 1 year

-15.63%

-25.27%

+9.64%

Max Drawdown (3Y)

Largest decline over 3 years

-42.19%

-30.35%

-11.84%

Max Drawdown (5Y)

Largest decline over 5 years

-53.17%

-30.35%

-22.82%

Max Drawdown (10Y)

Largest decline over 10 years

-64.48%

-30.35%

-34.13%

Current Drawdown

Current decline from peak

-1.62%

-26.74%

+25.12%

Average Drawdown

Average peak-to-trough decline

-30.28%

-14.53%

-15.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.56%

18.79%

-12.23%

Volatility

XPO vs. PGR - Volatility Comparison

XPO Logistics, Inc. (XPO) has a higher volatility of 9.87% compared to The Progressive Corporation (PGR) at 7.57%. This indicates that XPO'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.


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Volatility by Period


XPOPGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.87%

7.57%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

31.81%

16.95%

+14.86%

Volatility (1Y)

Calculated over the trailing 1-year period

43.47%

22.76%

+20.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.90%

24.55%

+22.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.80%

24.48%

+23.32%

Dividends

XPO vs. PGR - Dividend Comparison

XPO has not paid dividends to shareholders, while PGR's dividend yield for the trailing twelve months is around 6.94%.


PositionTTM20252024202320222021202020192018201720162015
PGR
The Progressive Corporation
6.94%2.15%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%
XPO
XPO Logistics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

XPO vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between XPO Logistics, 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


0.005.00B10.00B15.00B20.00B20222023202420252026
2.10B
22.74B
(XPO) Total Revenue
(PGR) Total Revenue
Values in USD except per share items

XPO vs. PGR - Profitability Comparison

The chart below illustrates the profitability comparison between XPO Logistics, Inc. 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

0.0%5.0%10.0%15.0%20.0%25.0%30.0%35.0%202220232024202520260
29.3%
Portfolio components
XPO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, XPO Logistics, Inc. reported a gross profit of 0.00 and revenue of 2.10B. Therefore, the gross margin over that period was 0.0%.

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%.

XPO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, XPO Logistics, Inc. reported an operating income of 174.00M and revenue of 2.10B, resulting in an operating margin of 8.3%.

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%.

XPO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, XPO Logistics, Inc. reported a net income of 101.00M and revenue of 2.10B, resulting in a net margin of 4.8%.

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


XPO and PGR have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XPO has higher volatility (9.87%) compared to PGR (7.57%). In terms of maximum drawdown, XPO dropped -82.85% vs PGR's -71.06%.

XPO currently has the higher Sharpe Ratio (2.08 vs -1.04), 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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