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ALB vs. BRO

Last updated Jun 1, 2023

Compare and contrast key facts about Albemarle Corporation (ALB) and Brown & Brown, Inc. (BRO).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALB or BRO.

Key characteristics


ALBBRO
YTD Return-10.59%9.82%
1Y Return-25.22%5.75%
5Y Return (Ann)17.01%18.34%
10Y Return (Ann)12.85%15.72%
Sharpe Ratio-0.570.17
Daily Std Dev49.27%28.42%
Max Drawdown-66.31%-54.08%

Fundamentals


ALBBRO
Market Cap$23.94B$17.86B
EPS$31.19$2.43
PE Ratio6.5425.92
PEG Ratio0.324.41
Revenue (TTM)$8.77B$3.77B
Gross Profit (TTM)$3.08B$1.75B
EBITDA (TTM)$3.67B$1.21B

Correlation

0.30
-1.001.00

The correlation between ALB and BRO is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

ALB vs. BRO - Performance Comparison

In the year-to-date period, ALB achieves a -10.59% return, which is significantly lower than BRO's 9.82% return. Over the past 10 years, ALB has underperformed BRO with an annualized return of 12.85%, while BRO has yielded a comparatively higher 15.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%2023FebruaryMarchAprilMay
-29.46%
6.19%
ALB
BRO

Compare stocks, funds, or ETFs


Albemarle Corporation

Brown & Brown, Inc.

ALB vs. BRO - Dividend Comparison

ALB's dividend yield for the trailing twelve months is around 1.02%, less than BRO's 1.05% yield.


TTM20222021202020192018201720162015201420132012
ALB
Albemarle Corporation
1.02%0.73%0.67%1.06%2.08%1.83%1.07%1.53%2.28%2.06%1.73%1.50%
BRO
Brown & Brown, Inc.
1.05%0.74%0.55%0.75%0.84%1.15%1.13%1.19%1.52%1.36%1.30%1.52%

ALB vs. BRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Albemarle Corporation (ALB) and Brown & Brown, Inc. (BRO). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ALB
Albemarle Corporation
-0.57
BRO
Brown & Brown, Inc.
0.17

ALB vs. BRO - Sharpe Ratio Comparison

The current ALB Sharpe Ratio is -0.57, which is lower than the BRO Sharpe Ratio of 0.17. The chart below compares the 12-month rolling Sharpe Ratio of ALB and BRO.


-0.500.000.501.002023FebruaryMarchAprilMay
-0.57
0.17
ALB
BRO

ALB vs. BRO - Drawdown Comparison

The maximum ALB drawdown for the period was -46.67%, lower than the maximum BRO drawdown of -26.68%. The drawdown chart below compares losses from any high point along the way for ALB and BRO


-50.00%-40.00%-30.00%-20.00%-10.00%2023FebruaryMarchAprilMay
-40.32%
-14.31%
ALB
BRO

ALB vs. BRO - Volatility Comparison

Albemarle Corporation (ALB) has a higher volatility of 11.84% compared to Brown & Brown, Inc. (BRO) at 5.22%. This indicates that ALB's price experiences larger fluctuations and is considered to be riskier than BRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%2023FebruaryMarchAprilMay
11.84%
5.22%
ALB
BRO