AJG vs. PRWCX
Compare and contrast key facts about Arthur J. Gallagher & Co. (AJG) and T. Rowe Price Capital Appreciation Fund (PRWCX).
PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986.
Performance
AJG vs. PRWCX - Performance Comparison
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AJG vs. PRWCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | -16.15% | -8.03% | 27.34% | 20.51% | 12.44% | 39.02% | 32.12% | 31.79% | 19.19% | 25.04% |
PRWCX T. Rowe Price Capital Appreciation Fund | -3.22% | 20.92% | 12.50% | 18.85% | -12.00% | 18.45% | 18.13% | 24.62% | 0.63% | 15.34% |
Returns By Period
In the year-to-date period, AJG achieves a -16.15% return, which is significantly lower than PRWCX's -3.22% return. Over the past 10 years, AJG has outperformed PRWCX with an annualized return of 19.05%, while PRWCX has yielded a comparatively lower 11.41% annualized return.
AJG
- 1D
- -0.11%
- 1M
- -5.35%
- YTD
- -16.15%
- 6M
- -28.86%
- 1Y
- -36.46%
- 3Y*
- 5.16%
- 5Y*
- 12.48%
- 10Y*
- 19.05%
PRWCX
- 1D
- 1.91%
- 1M
- -2.92%
- YTD
- -3.22%
- 6M
- 5.51%
- 1Y
- 16.80%
- 3Y*
- 13.72%
- 5Y*
- 9.22%
- 10Y*
- 11.41%
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Return for Risk
AJG vs. PRWCX — Risk / Return Rank
AJG
PRWCX
AJG vs. PRWCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arthur J. Gallagher & Co. (AJG) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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.
| AJG | PRWCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.28 | 1.27 | -2.55 |
Sortino ratioReturn per unit of downside risk | -1.76 | 2.37 | -4.12 |
Omega ratioGain probability vs. loss probability | 0.77 | 1.34 | -0.57 |
Calmar ratioReturn relative to maximum drawdown | -0.90 | 2.34 | -3.24 |
Martin ratioReturn relative to average drawdown | -1.66 | 9.70 | -11.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AJG | PRWCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.28 | 1.27 | -2.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.70 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.88 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.90 | -0.43 |
Correlation
The correlation between AJG and PRWCX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AJG vs. PRWCX - Dividend Comparison
AJG's dividend yield for the trailing twelve months is around 1.22%, less than PRWCX's 16.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 1.22% | 1.00% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% |
PRWCX T. Rowe Price Capital Appreciation Fund | 16.24% | 15.72% | 10.38% | 4.15% | 9.44% | 9.23% | 7.97% | 5.83% | 7.46% | 6.82% | 3.51% | 9.86% |
Drawdowns
AJG vs. PRWCX - Drawdown Comparison
The maximum AJG drawdown since its inception was -57.49%, which is greater than PRWCX's maximum drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for AJG and PRWCX.
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Drawdown Indicators
| AJG | PRWCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.49% | -41.77% | -15.72% |
Max Drawdown (1Y)Largest decline over 1 year | -40.88% | -6.80% | -34.08% |
Max Drawdown (5Y)Largest decline over 5 years | -40.88% | -17.07% | -23.81% |
Max Drawdown (10Y)Largest decline over 10 years | -40.88% | -26.86% | -14.02% |
Current DrawdownCurrent decline from peak | -37.36% | -4.47% | -32.89% |
Average DrawdownAverage peak-to-trough decline | -12.71% | -3.34% | -9.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.11% | 1.64% | +20.47% |
Volatility
AJG vs. PRWCX - Volatility Comparison
Arthur J. Gallagher & Co. (AJG) has a higher volatility of 9.13% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 3.64%. This indicates that AJG's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AJG | PRWCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.13% | 3.64% | +5.49% |
Volatility (6M)Calculated over the trailing 6-month period | 22.20% | 9.78% | +12.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.52% | 13.57% | +14.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 13.24% | +9.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.83% | 12.98% | +9.85% |