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.
|5Y Return (Ann)||17.01%||18.34%|
|10Y Return (Ann)||12.85%||15.72%|
|Daily Std Dev||49.27%||28.42%|
|Gross Profit (TTM)||$3.08B||$1.75B|
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.
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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.
|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 ratio||Sortino ratio||Omega ratio||Calmar ratio||Ulcer Index|
|Brown & Brown, Inc.||0.17|
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
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.