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BR vs. CDW

Last updated May 27, 2023

Compare and contrast key facts about Broadridge Financial Solutions, Inc. (BR) and CDW Corporation (CDW).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BR or CDW.

Key characteristics


BRCDW
YTD Return12.12%-1.82%
1Y Return5.59%5.91%
5Y Return (Ann)7.06%18.01%
10Y Return (Ann)20.55%26.79%
Sharpe Ratio0.310.31
Daily Std Dev27.82%30.30%
Max Drawdown-59.02%-44.83%

Fundamentals


BRCDW
Market Cap$17.48B$23.48B
EPS$4.67$7.99
PE Ratio26.6121.80
PEG Ratio1.861.53
Revenue (TTM)$5.94B$22.90B
Gross Profit (TTM)$1.59B$4.69B
EBITDA (TTM)$1.26B$2.04B

Correlation

0.49
-1.001.00

The correlation between BR and CDW is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

BR vs. CDW - Performance Comparison

In the year-to-date period, BR achieves a 12.12% return, which is significantly lower than CDW's -1.82% return. Over the past 10 years, BR has underperformed CDW with an annualized return of 20.55%, while CDW has yielded a comparatively higher 26.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%December2023FebruaryMarchAprilMay
584.34%
949.75%
BR
CDW

Compare stocks, funds, or ETFs


CDW Corporation

BR vs. CDW - Dividend Comparison

BR's dividend yield for the trailing twelve months is around 2.31%, more than CDW's 1.88% yield.


TTM20222021202020192018201720162015201420132012
BR
Broadridge Financial Solutions, Inc.
2.31%2.05%1.36%1.51%1.76%1.90%1.68%2.12%2.41%2.41%2.34%3.62%
CDW
CDW Corporation
1.88%1.18%0.85%1.20%0.92%1.20%1.06%1.00%0.80%0.61%0.20%0.00%

BR vs. CDW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadridge Financial Solutions, Inc. (BR) and CDW Corporation (CDW). 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
BR
Broadridge Financial Solutions, Inc.
0.31
CDW
CDW Corporation
0.31

BR vs. CDW - Sharpe Ratio Comparison

The current BR Sharpe Ratio is 0.31, which roughly equals the CDW Sharpe Ratio of 0.31. The chart below compares the 12-month rolling Sharpe Ratio of BR and CDW.


-1.00-0.500.000.50December2023FebruaryMarchAprilMay
0.31
0.31
BR
CDW

BR vs. CDW - Drawdown Comparison

The maximum BR drawdown for the period was -26.72%, roughly equal to the maximum CDW drawdown of -23.64%. The drawdown chart below compares losses from any high point along the way for BR and CDW


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2023FebruaryMarchAprilMay
-17.15%
-18.16%
BR
CDW

BR vs. CDW - Volatility Comparison

Broadridge Financial Solutions, Inc. (BR) has a higher volatility of 7.57% compared to CDW Corporation (CDW) at 6.65%. This indicates that BR's price experiences larger fluctuations and is considered to be riskier than CDW 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%16.00%December2023FebruaryMarchAprilMay
7.57%
6.65%
BR
CDW