PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BF-B vs. TROW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BF-B and TROW is 0.31, 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.


-0.50.00.51.00.3

Performance

BF-B vs. TROW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown-Forman Corporation (BF-B) and T. Rowe Price Group, Inc. (TROW). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-30.86%
0.69%
BF-B
TROW

Key characteristics

Sharpe Ratio

BF-B:

-1.64

TROW:

0.27

Sortino Ratio

BF-B:

-2.64

TROW:

0.53

Omega Ratio

BF-B:

0.70

TROW:

1.06

Calmar Ratio

BF-B:

-0.75

TROW:

0.12

Martin Ratio

BF-B:

-1.67

TROW:

0.82

Ulcer Index

BF-B:

27.07%

TROW:

7.23%

Daily Std Dev

BF-B:

27.59%

TROW:

22.27%

Max Drawdown

BF-B:

-59.87%

TROW:

-67.43%

Current Drawdown

BF-B:

-59.52%

TROW:

-44.55%

Fundamentals

Market Cap

BF-B:

$14.69B

TROW:

$23.91B

EPS

BF-B:

$2.12

TROW:

$9.14

PE Ratio

BF-B:

14.58

TROW:

11.73

PEG Ratio

BF-B:

2.74

TROW:

2.38

Total Revenue (TTM)

BF-B:

$3.01B

TROW:

$7.09B

Gross Profit (TTM)

BF-B:

$1.78B

TROW:

$3.69B

EBITDA (TTM)

BF-B:

$1.08B

TROW:

$2.83B

Returns By Period

In the year-to-date period, BF-B achieves a -18.59% return, which is significantly lower than TROW's -4.61% return. Over the past 10 years, BF-B has underperformed TROW with an annualized return of -0.15%, while TROW has yielded a comparatively higher 6.38% annualized return.


BF-B

YTD

-18.59%

1M

-9.83%

6M

-29.88%

1Y

-45.56%

5Y*

-14.20%

10Y*

-0.15%

TROW

YTD

-4.61%

1M

-4.71%

6M

1.65%

1Y

3.51%

5Y*

-0.92%

10Y*

6.38%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BF-B vs. TROW — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BF-B
The Risk-Adjusted Performance Rank of BF-B is 22
Overall Rank
The Sharpe Ratio Rank of BF-B is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of BF-B is 00
Sortino Ratio Rank
The Omega Ratio Rank of BF-B is 22
Omega Ratio Rank
The Calmar Ratio Rank of BF-B is 66
Calmar Ratio Rank
The Martin Ratio Rank of BF-B is 22
Martin Ratio Rank

TROW
The Risk-Adjusted Performance Rank of TROW is 5050
Overall Rank
The Sharpe Ratio Rank of TROW is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of TROW is 4545
Sortino Ratio Rank
The Omega Ratio Rank of TROW is 4444
Omega Ratio Rank
The Calmar Ratio Rank of TROW is 5151
Calmar Ratio Rank
The Martin Ratio Rank of TROW is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BF-B vs. TROW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown-Forman Corporation (BF-B) and T. Rowe Price Group, Inc. (TROW). 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
The chart of Sharpe ratio for BF-B, currently valued at -1.64, compared to the broader market-2.000.002.004.00-1.640.27
The chart of Sortino ratio for BF-B, currently valued at -2.64, compared to the broader market-6.00-4.00-2.000.002.004.006.00-2.640.53
The chart of Omega ratio for BF-B, currently valued at 0.70, compared to the broader market0.501.001.502.000.701.06
The chart of Calmar ratio for BF-B, currently valued at -0.75, compared to the broader market0.002.004.006.00-0.750.12
The chart of Martin ratio for BF-B, currently valued at -1.67, compared to the broader market0.0010.0020.0030.00-1.670.82
BF-B
TROW

The current BF-B Sharpe Ratio is -1.64, which is lower than the TROW Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of BF-B and TROW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00SeptemberOctoberNovemberDecember2025February
-1.64
0.27
BF-B
TROW

Dividends

BF-B vs. TROW - Dividend Comparison

BF-B's dividend yield for the trailing twelve months is around 2.85%, less than TROW's 4.60% yield.


TTM20242023202220212020201920182017201620152014
BF-B
Brown-Forman Corporation
2.85%2.32%1.46%1.18%2.37%0.88%0.99%3.45%1.09%1.54%1.29%1.35%
TROW
T. Rowe Price Group, Inc.
4.60%4.39%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%2.05%

Drawdowns

BF-B vs. TROW - Drawdown Comparison

The maximum BF-B drawdown since its inception was -59.87%, smaller than the maximum TROW drawdown of -67.43%. Use the drawdown chart below to compare losses from any high point for BF-B and TROW. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%SeptemberOctoberNovemberDecember2025February
-59.52%
-44.55%
BF-B
TROW

Volatility

BF-B vs. TROW - Volatility Comparison

Brown-Forman Corporation (BF-B) has a higher volatility of 8.27% compared to T. Rowe Price Group, Inc. (TROW) at 6.08%. This indicates that BF-B's price experiences larger fluctuations and is considered to be riskier than TROW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
8.27%
6.08%
BF-B
TROW

Financials

BF-B vs. TROW - Financials Comparison

This section allows you to compare key financial metrics between Brown-Forman Corporation and T. Rowe Price Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab