BR vs. CDW

In the year-to-date period, BR achieves a 5.24% return, which is significantly higher than CDW's 3.16% return. Both investments have delivered pretty close results over the past 10 years, with BR having a 18.61% annualized return and CDW not far behind at 18.45%.

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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.

The current BR Sharpe Ratio is 1.16, which is higher than the CDW Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of BR and CDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BR's dividend yield for the trailing twelve months is around 1.45%, more than CDW's 1.39% yield.

The maximum BR drawdown since its inception was -59.02%, which is greater than CDW's maximum drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for BR and CDW. For additional features, visit the drawdowns tool.

The current volatility for Broadridge Financial Solutions, Inc. (BR) is 8.97%, while CDW Corporation (CDW) has a volatility of 12.97%. This indicates that BR experiences smaller price fluctuations and is considered to be less risky than CDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Broadridge Financial Solutions, Inc. and CDW Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.