The Progressive Corporation (PGR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
The Progressive Corporation (PGR): 1Y return -2.2%, Sharpe ratio 0.05, volatility 26.3%, max drawdown -15.7%. A Stock in the Equity asset class. Compare PGR with other assets and invest through your own broker with pfolio.
The Progressive Corporation (PGR) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
PGR Performance
- MTD
- Return: 6.3%, Sharpe: 11.81, Volatility: 16.5%, Max Drawdown: -0.6%
- YTD
- Return: 3.0%, Sharpe: 0.27, Volatility: 26.8%, Max Drawdown: -13.8%
- 1Y
- Return: -2.2%, Sharpe: 0.05, Volatility: 26.3%, Max Drawdown: -15.7%
- 5Y
- Return: 171.8%, Sharpe: 0.90, Volatility: 25.1%, Max Drawdown: -30.4%
- 10Y
- Return: 818.5%, Sharpe: 1.00, Volatility: 24.5%, Max Drawdown: -30.4%
Frequently Asked Questions
- What is The Progressive Corporation (PGR)?
- The Progressive Corporation (PGR) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does PGR compare to other assets?
- You can compare PGR with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in PGR through pfolio?
- pfolio helps you build diversified portfolios that may include PGR. You invest through your own broker — pfolio provides the analytics.