PGR vs SPY: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +15.31% against -9.68% for PGR. Over five years, PGR averaged +19.16% a year, compared with +11.69% for SPY. SPY had the higher Sharpe ratio over the past year (0.83 vs -0.40), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -21.37% for PGR.