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BRO vs. ABR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BRO and ABR is 0.58, 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

BRO vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown & Brown, Inc. (BRO) and Arbor Realty Trust, Inc. (ABR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BRO:

1.43

ABR:

-0.39

Sortino Ratio

BRO:

1.63

ABR:

-0.35

Omega Ratio

BRO:

1.23

ABR:

0.95

Calmar Ratio

BRO:

1.94

ABR:

-0.44

Martin Ratio

BRO:

4.93

ABR:

-1.16

Ulcer Index

BRO:

5.21%

ABR:

14.42%

Daily Std Dev

BRO:

21.29%

ABR:

38.06%

Max Drawdown

BRO:

-54.08%

ABR:

-97.75%

Current Drawdown

BRO:

-10.11%

ABR:

-31.07%

Fundamentals

Market Cap

BRO:

$32.13B

ABR:

$1.89B

EPS

BRO:

$3.59

ABR:

$1.03

PE Ratio

BRO:

30.88

ABR:

9.50

PEG Ratio

BRO:

4.41

ABR:

1.20

PS Ratio

BRO:

6.61

ABR:

3.09

PB Ratio

BRO:

4.66

ABR:

0.79

Total Revenue (TTM)

BRO:

$4.84B

ABR:

$490.88M

Gross Profit (TTM)

BRO:

$2.22B

ABR:

$444.85M

EBITDA (TTM)

BRO:

$1.76B

ABR:

$475.21M

Returns By Period

In the year-to-date period, BRO achieves a 9.79% return, which is significantly higher than ABR's -24.28% return. Over the past 10 years, BRO has outperformed ABR with an annualized return of 22.42%, while ABR has yielded a comparatively lower 14.10% annualized return.


BRO

YTD

9.79%

1M

3.58%

6M

-1.05%

1Y

30.11%

3Y*

23.86%

5Y*

23.51%

10Y*

22.42%

ABR

YTD

-24.28%

1M

-12.61%

6M

-29.14%

1Y

-14.70%

3Y*

-5.36%

5Y*

15.49%

10Y*

14.10%

*Annualized

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Brown & Brown, Inc.

Arbor Realty Trust, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BRO vs. ABR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRO
The Risk-Adjusted Performance Rank of BRO is 8585
Overall Rank
The Sharpe Ratio Rank of BRO is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BRO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BRO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of BRO is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BRO is 8686
Martin Ratio Rank

ABR
The Risk-Adjusted Performance Rank of ABR is 2424
Overall Rank
The Sharpe Ratio Rank of ABR is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 2626
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 2424
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 2222
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BRO vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown & Brown, Inc. (BRO) and Arbor Realty Trust, Inc. (ABR). 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 BRO Sharpe Ratio is 1.43, which is higher than the ABR Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of BRO and ABR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BRO vs. ABR - Dividend Comparison

BRO's dividend yield for the trailing twelve months is around 0.52%, less than ABR's 16.16% yield.


TTM20242023202220212020201920182017201620152014
BRO
Brown & Brown, Inc.
0.52%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%
ABR
Arbor Realty Trust, Inc.
16.16%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%

Drawdowns

BRO vs. ABR - Drawdown Comparison

The maximum BRO drawdown since its inception was -54.08%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for BRO and ABR.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BRO vs. ABR - Volatility Comparison

The current volatility for Brown & Brown, Inc. (BRO) is 5.01%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 16.00%. This indicates that BRO experiences smaller price fluctuations and is considered to be less risky than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BRO vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Brown & Brown, Inc. and Arbor Realty Trust, 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40B20212022202320242025
1.39B
25.60M
(BRO) Total Revenue
(ABR) Total Revenue
Values in USD except per share items