ALB vs. BRO
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
ALB | BRO | |
---|---|---|
YTD Return | -10.57% | 22.92% |
1Y Return | -40.37% | 57.53% |
3Y Return (Ann) | -4.28% | 24.52% |
5Y Return (Ann) | 10.79% | 25.23% |
10Y Return (Ann) | 8.59% | 20.35% |
Sharpe Ratio | -0.77 | 3.13 |
Daily Std Dev | 52.55% | 18.39% |
Max Drawdown | -66.31% | -54.08% |
Current Drawdown | -59.88% | 0.00% |
Fundamentals
ALB | BRO | |
---|---|---|
Market Cap | $14.20B | $24.58B |
EPS | $13.36 | $3.05 |
PE Ratio | 9.05 | 28.20 |
PEG Ratio | 1.18 | 4.41 |
Revenue (TTM) | $9.62B | $4.20B |
Gross Profit (TTM) | $3.08B | $1.75B |
EBITDA (TTM) | $897.07M | $1.38B |
Correlation
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.
Performance
ALB vs. BRO - Performance Comparison
In the year-to-date period, ALB achieves a -10.57% return, which is significantly lower than BRO's 22.92% return. Over the past 10 years, ALB has underperformed BRO with an annualized return of 8.59%, while BRO has yielded a comparatively higher 20.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Albemarle Corporation | -0.77 | ||||
Brown & Brown, Inc. | 3.13 |
Dividends
ALB vs. BRO - Dividend Comparison
ALB's dividend yield for the trailing twelve months is around 1.24%, more than BRO's 0.56% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Albemarle Corporation | 1.24% | 1.11% | 0.73% | 0.67% | 1.04% | 2.01% | 1.74% | 1.00% | 1.42% | 2.07% | 1.83% | 1.51% |
Brown & Brown, Inc. | 0.56% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% | 1.18% |
Drawdowns
ALB vs. BRO - Drawdown Comparison
The maximum ALB drawdown since its inception was -66.31%, which is greater than BRO's maximum drawdown of -54.08%. The drawdown chart below compares losses from any high point along the way for ALB and BRO
Volatility
ALB vs. BRO - Volatility Comparison
Albemarle Corporation (ALB) has a higher volatility of 27.68% compared to Brown & Brown, Inc. (BRO) at 3.24%. 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.