Progressive Corporation (PGR): analysis and statistics
Return, volatility, Sharpe ratio and risk for Progressive Corporation, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $225.66 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +17.35% |
| Total return over period | +61.17% |
| Annualized volatility | 23.94% |
| Period volatility | 41.35% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.18 |
| Sortino ratio | 1.64 |
| Max drawdown | -30.35% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.46% |
| Correlation with the S&P 500 | 0.06 |
| Period range | $140.33 – $273.25 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Progressive Corporation (PGR) has posted an annualized return of +17.35% with annual volatility of 23.94%, a Sharpe ratio of 1.18. Its worst stretch (max drawdown from a peak) was -30.35%. Its correlation with the S&P 500 is 0.06, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how PGR would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Progressive Corporation (PGR) is of the S&P 500.
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