BR vs. CDW
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
| BR | CDW | |
|---|---|---|
| YTD Return | 12.12% | -1.82% |
| 1Y Return | 5.59% | 5.91% |
| 5Y Return (Ann) | 7.06% | 18.01% |
| 10Y Return (Ann) | 20.55% | 26.79% |
| Sharpe Ratio | 0.31 | 0.31 |
| Daily Std Dev | 27.82% | 30.30% |
| Max Drawdown | -59.02% | -44.83% |
Fundamentals
| BR | CDW | |
|---|---|---|
| Market Cap | $17.48B | $23.48B |
| EPS | $4.67 | $7.99 |
| PE Ratio | 26.61 | 21.80 |
| PEG Ratio | 1.86 | 1.53 |
| Revenue (TTM) | $5.94B | $22.90B |
| Gross Profit (TTM) | $1.59B | $4.69B |
| EBITDA (TTM) | $1.26B | $2.04B |
Correlation
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.
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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.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BR Broadridge Financial Solutions, Inc. | 0.31 | ||||
CDW CDW Corporation | 0.31 |
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
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.