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ALB vs. BRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ALBBRO
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-0.773.13
Daily Std Dev52.55%18.39%
Max Drawdown-66.31%-54.08%
Current Drawdown-59.88%0.00%

Fundamentals


ALBBRO
Market Cap$14.20B$24.58B
EPS$13.36$3.05
PE Ratio9.0528.20
PEG Ratio1.184.41
Revenue (TTM)$9.62B$4.20B
Gross Profit (TTM)$3.08B$1.75B
EBITDA (TTM)$897.07M$1.38B

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.

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.


5,000.00%10,000.00%15,000.00%OctoberNovemberDecember2024FebruaryMarch
2,872.88%
16,029.39%
ALB
BRO

Compare stocks, funds, or ETFs


Albemarle Corporation

Brown & Brown, Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ALB
Albemarle Corporation
-0.77
BRO
Brown & Brown, Inc.
3.13

ALB vs. BRO - Sharpe Ratio Comparison

The current ALB Sharpe Ratio is -0.77, which is lower than the BRO Sharpe Ratio of 3.13. The chart below compares the 12-month rolling Sharpe Ratio of ALB and BRO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.77
3.13
ALB
BRO

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.


TTM20232022202120202019201820172016201520142013
ALB
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%
BRO
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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-59.88%
0
ALB
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.


5.00%10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
27.68%
3.24%
ALB
BRO