AJG vs. ERIE

In the year-to-date period, AJG achieves a 13.76% return, which is significantly higher than ERIE's -11.62% return. Over the past 10 years, AJG has outperformed ERIE with an annualized return of 23.19%, while ERIE has yielded a comparatively lower 18.42% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Arthur J. Gallagher & Co. (AJG) and Erie Indemnity Company (ERIE). 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 AJG Sharpe Ratio is 1.71, which is higher than the ERIE Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of AJG and ERIE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AJG's dividend yield for the trailing twelve months is around 0.76%, less than ERIE's 1.46% yield.

The maximum AJG drawdown since its inception was -57.95%, which is greater than ERIE's maximum drawdown of -50.74%. Use the drawdown chart below to compare losses from any high point for AJG and ERIE. For additional features, visit the drawdowns tool.

The current volatility for Arthur J. Gallagher & Co. (AJG) is 11.76%, while Erie Indemnity Company (ERIE) has a volatility of 17.04%. This indicates that AJG experiences smaller price fluctuations and is considered to be less risky than ERIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Arthur J. Gallagher & Co. and Erie Indemnity Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.