BJ vs. AJG
BJ (BJ's Wholesale Club Holdings, Inc.) and AJG (Arthur J. Gallagher & Co.) are both stocks. BJ operates in Discount Stores (Consumer Defensive), while AJG operates in Insurance Brokers (Financial Services). Over the past 5 years, BJ returned 14.17%/yr vs 9.17%/yr for AJG. At a 0.19 correlation, their price movements are largely independent.
Performance
BJ vs. AJG - Performance Comparison
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Returns By Period
In the year-to-date period, BJ achieves a 1.75% return, which is significantly higher than AJG's -17.35% return.
BJ
- 1D
- 2.69%
- 1M
- -1.46%
- YTD
- 1.75%
- 6M
- 0.15%
- 1Y
- -17.55%
- 3Y*
- 13.72%
- 5Y*
- 14.17%
- 10Y*
- —
AJG
- 1D
- -1.67%
- 1M
- 7.22%
- YTD
- -17.35%
- 6M
- -10.08%
- 1Y
- -34.63%
- 3Y*
- 1.87%
- 5Y*
- 9.17%
- 10Y*
- 17.92%
BJ vs. AJG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BJ BJ's Wholesale Club Holdings, Inc. | 1.75% | 0.76% | 34.04% | 0.76% | -1.21% | 79.64% | 63.94% | 2.62% | 4.28% |
AJG Arthur J. Gallagher & Co. | -17.35% | -8.03% | 27.34% | 20.51% | 12.44% | 39.02% | 32.12% | 31.79% | 15.05% |
Correlation
The correlation between BJ and AJG is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.19 |
The correlation between BJ and AJG shifts across timeframes, from 0.11 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BJ:
$4.35
AJG:
$5.74
BJ:
21.04
AJG:
37.04
BJ:
2.33
AJG:
3.84
BJ:
0.55
AJG:
3.97
BJ:
$21.97B
AJG:
$13.94B
BJ:
$4.06B
AJG:
$7.63B
BJ:
$1.05B
AJG:
$3.66B
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Return for Risk
BJ vs. AJG — Risk / Return Rank
BJ
AJG
BJ vs. AJG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BJ's Wholesale Club Holdings, Inc. (BJ) and Arthur J. Gallagher & Co. (AJG). 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.
| BJ | AJG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.78 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | -0.85 | +0.19 |
| Martin ratioReturn relative to average drawdown | -1.06 | -1.47 | +0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BJ | AJG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.60 | -1.25 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.40 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.47 | +0.06 |
Drawdowns
BJ vs. AJG - Drawdown Comparison
The maximum BJ drawdown since its inception was -38.76%, smaller than the maximum AJG drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for BJ and AJG.
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Drawdown Indicators
| BJ | AJG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.76% | -57.49% | +18.73% |
Max Drawdown (1Y)Largest decline over 1 year | -26.66% | -40.64% | +13.98% |
Max Drawdown (3Y)Largest decline over 3 years | -29.80% | -44.40% | +14.60% |
Max Drawdown (5Y)Largest decline over 5 years | -29.80% | -44.40% | +14.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.40% | — |
Current DrawdownCurrent decline from peak | -23.62% | -38.26% | +14.64% |
Average DrawdownAverage peak-to-trough decline | -12.47% | -12.83% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.55% | 24.06% | -7.51% |
Volatility
BJ vs. AJG - Volatility Comparison
BJ's Wholesale Club Holdings, Inc. (BJ) has a higher volatility of 11.66% compared to Arthur J. Gallagher & Co. (AJG) at 8.97%. This indicates that BJ's price experiences larger fluctuations and is considered to be riskier than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BJ | AJG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.66% | 8.97% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 22.41% | 22.42% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.57% | 27.95% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.27% | 22.96% | +9.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.14% | 23.08% | +14.06% |
Dividends
BJ vs. AJG - Dividend Comparison
BJ has not paid dividends to shareholders, while AJG's dividend yield for the trailing twelve months is around 1.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 1.27% | 1.00% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% |
BJ BJ's Wholesale Club Holdings, 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% |
Financials
BJ vs. AJG - Financials Comparison
This section allows you to compare key financial metrics between BJ's Wholesale Club Holdings, Inc. and Arthur J. Gallagher & Co.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
BJ vs. AJG - Profitability Comparison
BJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported a gross profit of 1.03B and revenue of 5.66B. Therefore, the gross margin over that period was 18.2%.
AJG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported a gross profit of 1.42B and revenue of 3.63B. Therefore, the gross margin over that period was 39.1%.
BJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported an operating income of 207.91M and revenue of 5.66B, resulting in an operating margin of 3.7%.
AJG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported an operating income of 341.00M and revenue of 3.63B, resulting in an operating margin of 9.4%.
BJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported a net income of 142.73M and revenue of 5.66B, resulting in a net margin of 2.5%.
AJG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported a net income of 151.00M and revenue of 3.63B, resulting in a net margin of 4.2%.
Frequently Asked Questions
BJ and AJG have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BJ has higher volatility (11.66%) compared to AJG (8.97%). In terms of maximum drawdown, BJ dropped -38.76% vs AJG's -57.49%.
BJ currently has the higher Sharpe Ratio (-0.60 vs -1.25), 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.
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