PGR·The Progressive Corporation

Realized volatility (21d)

21.6% 55th pct

Below its peak

-22.8%

vs 200-day average

+7.7%

Up days (1y)

53%

The Progressive Corporation is currently running 21.6% annualised volatility over the last 21 sessions. Measured against PGR's own 13 years of daily returns rather than a market-wide average, that is the 55th percentile — close to its own typical level, against a typical reading of 20.7%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

PGR is trading -22.8% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -16.0%, and the deepest was -29.9% in 2025. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits +7.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 52nd percentile — close to the gap it normally carries. Over the past year PGR closed higher on 53% of sessions, and it is currently 3 sessions into a rising streak.

On October specifically: over 14 years of records, PGR finished the month higher 7 of 14 times, with a median return of +0.3% and an average of +0.7%. Its strongest month historically has been February at +4.4% on average, its weakest July at -0.6%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: PGR has opened more than 2% away from the prior close in 91 of 3,268 sessions (2.8% of the time), with the largest gaps running +5.4% and -13.3%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against PGR's own 13-year history, not a peer group or index.