BHF vs. BRBS

Last updated Jun 23, 2026

BHF (Brighthouse Financial, Inc.) and BRBS (Blue Ridge Bankshares, Inc.) are both stocks. Both are in the Financial Services sector — BHF in Insurance - Life, BRBS in Banks - Regional. Over the past 5 years, BHF returned 7.33%/yr vs -23.30%/yr for BRBS. At a 0.23 correlation, their price movements are largely independent.

Performance

BHF vs. BRBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brighthouse Financial, Inc. (BHF) and Blue Ridge Bankshares, Inc. (BRBS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BHF achieves a -2.69% return, which is significantly higher than BRBS's -7.03% return.

BHF

• 1D: -0.32%
• 1M: 0.93%
• YTD: -2.69%
• 6M: -2.79%
• 1Y: 7.12%
• 3Y*: 12.65%
• 5Y*: 7.33%
• 10Y*: —

BRBS

• 1D: 1.49%
• 1M: 3.66%
• YTD: -7.03%
• 6M: -9.78%
• 1Y: 27.52%
• 3Y*: -22.63%
• 5Y*: -23.30%
• 10Y*: -4.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BHF vs. BRBS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BHF Brighthouse Financial, Inc.	-2.69%	34.87%	-9.22%	3.22%	-1.02%	43.07%	-7.71%	28.71%	-48.02%	-21.81%
BRBS Blue Ridge Bankshares, Inc.	-7.03%	40.14%	6.27%	-75.19%	-27.87%	55.01%	-12.56%	24.18%	4.45%	17.10%

Correlation

The correlation between BHF and BRBS is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (All Time) Calculated using the full available price history since Jul 17, 2017	0.23

The correlation between BHF and BRBS shifts across timeframes, from 0.12 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS BHF : -$1.50 BRBS : $0.12
PS Ratio BHF : 0.49 BRBS : 2.92
Total Revenue (TTM) BHF : $5.58B BRBS : $112.19M
Gross Profit (TTM) BHF : $2.23B BRBS : $73.64M
EBITDA (TTM) BHF : $942.00M BRBS : $15.28M

Return for Risk

BHF vs. BRBS — Risk / Return Rank

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

BHF

BHF Risk / Return Rank: 51
BHF Sharpe Ratio Rank: 47
BHF Sortino Ratio Rank: 53
BHF Omega Ratio Rank: 55
BHF Calmar Ratio Rank: 49
BHF Martin Ratio Rank: 50

BRBS

BRBS Risk / Return Rank: 69
BRBS Sharpe Ratio Rank: 71
BRBS Sortino Ratio Rank: 67
BRBS Omega Ratio Rank: 66
BRBS Calmar Ratio Rank: 70
BRBS Martin Ratio Rank: 69

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BHF vs. BRBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brighthouse Financial, Inc. (BHF) and Blue Ridge Bankshares, Inc. (BRBS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BHF	BRBS	Difference
Sharpe ratio: Return per unit of total volatility	0.13	0.96	-0.83
Sortino ratio: Return per unit of downside risk	0.89	1.55	-0.65
Omega ratio: Gain probability vs. loss probability	1.13	1.19	-0.06
Calmar ratio: Return relative to maximum drawdown	0.27	1.56	-1.29
Martin ratio: Return relative to average drawdown	0.62	3.15	-2.53

BHF vs. BRBS - Sharpe Ratio Comparison

The current BHF Sharpe Ratio is 0.13, which is lower than the BRBS Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of BHF and BRBS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BHF vs. BRBS - Drawdown Comparison

The maximum BHF drawdown since its inception was -78.47%, smaller than the maximum BRBS drawdown of -88.26%. Use the drawdown chart below to compare losses from any high point for BHF and BRBS.

Drawdown Indicators

	BHF	BRBS	Difference
Max Drawdown Largest peak-to-trough decline	-78.47%	-88.26%	+9.79%
Max Drawdown (1Y) Largest decline over 1 year	-26.37%	-17.76%	-8.61%
Max Drawdown (3Y) Largest decline over 3 years	-31.14%	-77.38%	+46.24%
Max Drawdown (5Y) Largest decline over 5 years	-35.19%	-88.26%	+53.07%
Max Drawdown (10Y) Largest decline over 10 years	—	-88.26%	—
Current Drawdown Current decline from peak	-15.93%	-76.43%	+60.50%
Average Drawdown Average peak-to-trough decline	-37.34%	-50.86%	+13.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.54%	8.77%	+2.77%

Volatility

BHF vs. BRBS - Volatility Comparison

The current volatility for Brighthouse Financial, Inc. (BHF) is 1.66%, while Blue Ridge Bankshares, Inc. (BRBS) has a volatility of 3.84%. This indicates that BHF experiences smaller price fluctuations and is considered to be less risky than BRBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BHF	BRBS	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.66%	3.84%	-2.18%
Volatility (6M) Calculated over the trailing 6-month period	7.11%	17.09%	-9.98%
Volatility (1Y) Calculated over the trailing 1-year period	53.84%	28.86%	+24.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.25%	46.31%	-3.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.74%	41.83%	+6.91%

Dividends

BHF vs. BRBS - Dividend Comparison

BHF has not paid dividends to shareholders, while BRBS's dividend yield for the trailing twelve months is around 25.00%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BHF Brighthouse Financial, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BRBS Blue Ridge Bankshares, Inc.	25.00%	5.85%	0.00%	8.09%	3.90%	2.43%	2.40%	2.04%	3.13%	1.88%	2.07%	2.83%

Financials

Frequently Asked Questions

Can I hold both BHF and BRBS in my portfolio?

BHF and BRBS have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BHF or BRBS?

BRBS has higher volatility (3.84%) compared to BHF (1.66%). In terms of maximum drawdown, BHF dropped -78.47% vs BRBS's -88.26%.

Which has better risk-adjusted returns?

BRBS currently has the higher Sharpe Ratio (0.96 vs 0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.