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 | -10.59% | 9.82% |
| 1Y Return | -25.22% | 5.75% |
| 5Y Return (Ann) | 17.01% | 18.34% |
| 10Y Return (Ann) | 12.85% | 15.72% |
| Sharpe Ratio | -0.57 | 0.17 |
| Daily Std Dev | 49.27% | 28.42% |
| Max Drawdown | -66.31% | -54.08% |
Fundamentals
| ALB | BRO | |
|---|---|---|
| Market Cap | $23.94B | $17.86B |
| EPS | $31.19 | $2.43 |
| PE Ratio | 6.54 | 25.92 |
| PEG Ratio | 0.32 | 4.41 |
| Revenue (TTM) | $8.77B | $3.77B |
| Gross Profit (TTM) | $3.08B | $1.75B |
| EBITDA (TTM) | $3.67B | $1.21B |
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.
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.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ALB Albemarle Corporation | -0.57 | ||||
BRO 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.