PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BR vs. FIS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BRFIS
YTD Return10.80%48.71%
1Y Return29.94%74.05%
3Y Return (Ann)10.02%-6.09%
5Y Return (Ann)15.51%-5.66%
10Y Return (Ann)19.68%6.00%
Sharpe Ratio1.593.30
Sortino Ratio2.214.51
Omega Ratio1.291.54
Calmar Ratio3.371.09
Martin Ratio8.1827.93
Ulcer Index3.50%2.51%
Daily Std Dev18.03%21.21%
Max Drawdown-59.02%-67.65%
Current Drawdown0.00%-38.18%

Fundamentals


BRFIS
Market Cap$26.32B$47.41B
EPS$5.88$0.99
PE Ratio38.3088.96
PEG Ratio2.040.66
Total Revenue (TTM)$6.50B$10.04B
Gross Profit (TTM)$1.93B$3.82B
EBITDA (TTM)$1.38B$3.31B

Correlation

-0.50.00.51.00.5

The correlation between BR and FIS is 0.50, 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.

Performance

BR vs. FIS - Performance Comparison

In the year-to-date period, BR achieves a 10.80% return, which is significantly lower than FIS's 48.71% return. Over the past 10 years, BR has outperformed FIS with an annualized return of 19.68%, while FIS has yielded a comparatively lower 6.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.04%
19.06%
BR
FIS

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BR vs. FIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadridge Financial Solutions, Inc. (BR) and Fidelity National Information Services, Inc. (FIS). 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.


BR
Sharpe ratio
The chart of Sharpe ratio for BR, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.001.59
Sortino ratio
The chart of Sortino ratio for BR, currently valued at 2.21, compared to the broader market-4.00-2.000.002.004.006.002.21
Omega ratio
The chart of Omega ratio for BR, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for BR, currently valued at 3.37, compared to the broader market0.002.004.006.003.37
Martin ratio
The chart of Martin ratio for BR, currently valued at 8.18, compared to the broader market0.0010.0020.0030.008.18
FIS
Sharpe ratio
The chart of Sharpe ratio for FIS, currently valued at 3.30, compared to the broader market-4.00-2.000.002.004.003.30
Sortino ratio
The chart of Sortino ratio for FIS, currently valued at 4.51, compared to the broader market-4.00-2.000.002.004.006.004.51
Omega ratio
The chart of Omega ratio for FIS, currently valued at 1.54, compared to the broader market0.501.001.502.001.54
Calmar ratio
The chart of Calmar ratio for FIS, currently valued at 1.09, compared to the broader market0.002.004.006.001.09
Martin ratio
The chart of Martin ratio for FIS, currently valued at 27.93, compared to the broader market0.0010.0020.0030.0027.93

BR vs. FIS - Sharpe Ratio Comparison

The current BR Sharpe Ratio is 1.59, which is lower than the FIS Sharpe Ratio of 3.30. The chart below compares the historical Sharpe Ratios of BR and FIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.59
3.30
BR
FIS

Dividends

BR vs. FIS - Dividend Comparison

BR's dividend yield for the trailing twelve months is around 1.46%, less than FIS's 1.82% yield.


TTM20232022202120202019201820172016201520142013
BR
Broadridge Financial Solutions, Inc.
1.46%1.48%2.04%1.33%1.46%1.66%1.77%1.53%1.90%2.12%2.08%1.97%
FIS
Fidelity National Information Services, Inc.
1.82%4.33%2.77%1.43%0.99%1.01%1.25%1.23%1.37%1.72%1.54%1.64%

Drawdowns

BR vs. FIS - Drawdown Comparison

The maximum BR drawdown since its inception was -59.02%, smaller than the maximum FIS drawdown of -67.65%. Use the drawdown chart below to compare losses from any high point for BR and FIS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-38.18%
BR
FIS

Volatility

BR vs. FIS - Volatility Comparison

Broadridge Financial Solutions, Inc. (BR) and Fidelity National Information Services, Inc. (FIS) have volatilities of 5.46% and 5.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.46%
5.47%
BR
FIS

Financials

BR vs. FIS - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items