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ZURVY vs. PGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ZURVY and PGR is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ZURVY vs. PGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zurich Insurance Group Ltd (ZURVY) and The Progressive Corporation (PGR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ZURVY:

1.88

PGR:

1.68

Sortino Ratio

ZURVY:

2.58

PGR:

1.99

Omega Ratio

ZURVY:

1.41

PGR:

1.28

Calmar Ratio

ZURVY:

3.51

PGR:

2.98

Martin Ratio

ZURVY:

13.05

PGR:

7.61

Ulcer Index

ZURVY:

3.01%

PGR:

4.82%

Daily Std Dev

ZURVY:

18.69%

PGR:

24.63%

Max Drawdown

ZURVY:

-80.60%

PGR:

-71.05%

Current Drawdown

ZURVY:

-3.27%

PGR:

-1.75%

Fundamentals

Market Cap

ZURVY:

$99.29B

PGR:

$167.68B

EPS

ZURVY:

$2.01

PGR:

$14.82

PE Ratio

ZURVY:

17.34

PGR:

19.30

PEG Ratio

ZURVY:

2.79

PGR:

7.44

PS Ratio

ZURVY:

1.44

PGR:

2.14

PB Ratio

ZURVY:

3.89

PGR:

5.69

Returns By Period

In the year-to-date period, ZURVY achieves a 17.41% return, which is significantly lower than PGR's 21.79% return. Over the past 10 years, ZURVY has underperformed PGR with an annualized return of 13.85%, while PGR has yielded a comparatively higher 29.69% annualized return.


ZURVY

YTD

17.41%

1M

1.78%

6M

17.06%

1Y

34.03%

5Y*

23.82%

10Y*

13.85%

PGR

YTD

21.79%

1M

7.75%

6M

14.09%

1Y

39.61%

5Y*

32.91%

10Y*

29.69%

*Annualized

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Risk-Adjusted Performance

ZURVY vs. PGR — Risk-Adjusted Performance Rank

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

ZURVY
The Risk-Adjusted Performance Rank of ZURVY is 9595
Overall Rank
The Sharpe Ratio Rank of ZURVY is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of ZURVY is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ZURVY is 9494
Omega Ratio Rank
The Calmar Ratio Rank of ZURVY is 9898
Calmar Ratio Rank
The Martin Ratio Rank of ZURVY is 9797
Martin Ratio Rank

PGR
The Risk-Adjusted Performance Rank of PGR is 9191
Overall Rank
The Sharpe Ratio Rank of PGR is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 8585
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 8686
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9696
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.

ZURVY vs. PGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group Ltd (ZURVY) 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 ZURVY Sharpe Ratio is 1.88, which is comparable to the PGR Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of ZURVY 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.


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Dividends

ZURVY vs. PGR - Dividend Comparison

ZURVY has not paid dividends to shareholders, while PGR's dividend yield for the trailing twelve months is around 1.71%.


TTM20242023202220212020201920182017201620152014
ZURVY
Zurich Insurance Group Ltd
0.00%4.95%4.98%4.98%4.90%4.83%4.61%6.36%5.59%6.21%6.97%6.23%
PGR
The Progressive Corporation
1.71%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%

Drawdowns

ZURVY vs. PGR - Drawdown Comparison

The maximum ZURVY drawdown since its inception was -80.60%, which is greater than PGR's maximum drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for ZURVY and PGR. For additional features, visit the drawdowns tool.


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Volatility

ZURVY vs. PGR - Volatility Comparison

The current volatility for Zurich Insurance Group Ltd (ZURVY) is 5.56%, while The Progressive Corporation (PGR) has a volatility of 7.94%. This indicates that ZURVY 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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Financials

ZURVY vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between Zurich Insurance Group Ltd 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


10.00B12.00B14.00B16.00B18.00B20.00B20212022202320242025
20.40B
(ZURVY) Total Revenue
(PGR) Total Revenue
Values in USD except per share items