BRO vs. LULU
BRO (Brown & Brown, Inc.) and LULU (Lululemon Athletica Inc.) are both stocks. BRO operates in Insurance Brokers (Financial Services), while LULU operates in Apparel Retail (Consumer Cyclical). Over the past 10 years, BRO returned 13.27%/yr vs 5.24%/yr for LULU. At a 0.31 correlation, their price movements are largely independent.
Performance
BRO vs. LULU - Performance Comparison
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Returns By Period
In the year-to-date period, BRO achieves a -26.85% return, which is significantly higher than LULU's -43.43% return. Over the past 10 years, BRO has outperformed LULU with an annualized return of 13.27%, while LULU has yielded a comparatively lower 5.24% annualized return.
BRO
- 1D
- -1.46%
- 1M
- 3.05%
- YTD
- -26.85%
- 6M
- -24.91%
- 1Y
- -47.08%
- 3Y*
- -2.56%
- 5Y*
- 3.04%
- 10Y*
- 13.27%
LULU
- 1D
- 2.91%
- 1M
- -10.39%
- YTD
- -43.43%
- 6M
- -35.78%
- 1Y
- -55.69%
- 3Y*
- -31.16%
- 5Y*
- -18.52%
- 10Y*
- 5.24%
BRO vs. LULU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRO Brown & Brown, Inc. | -26.85% | -21.37% | 44.32% | 25.73% | -18.39% | 49.31% | 21.06% | 44.67% | 8.30% | 16.15% |
LULU Lululemon Athletica Inc. | -43.43% | -45.66% | -25.21% | 59.59% | -18.16% | 12.48% | 50.23% | 90.50% | 54.74% | 20.93% |
Correlation
The correlation between BRO and LULU is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2007 | 0.31 |
The correlation between BRO and LULU shifts across timeframes, from 0.13 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
Fundamentals
BRO:
$4.76
LULU:
$12.35
BRO:
12.18
LULU:
9.52
BRO:
0.89
LULU:
0.46
BRO:
2.18
LULU:
1.24
BRO:
$6.43B
LULU:
$11.20B
BRO:
$3.82B
LULU:
$6.24B
BRO:
$1.51B
LULU:
$2.44B
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Return for Risk
BRO vs. LULU — Risk / Return Rank
BRO
LULU
BRO vs. LULU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown & Brown, Inc. (BRO) and Lululemon Athletica Inc. (LULU). 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.
| BRO | LULU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 0.69 | 0.75 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | -1.00 | +0.06 |
| Martin ratioReturn relative to average drawdown | -1.59 | -1.73 | +0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRO | LULU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.66 | -1.26 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | -0.44 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.13 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.24 | +0.26 |
Drawdowns
BRO vs. LULU - Drawdown Comparison
The maximum BRO drawdown since its inception was -55.85%, smaller than the maximum LULU drawdown of -92.26%. Use the drawdown chart below to compare losses from any high point for BRO and LULU.
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Drawdown Indicators
| BRO | LULU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.85% | -92.26% | +36.41% |
Max Drawdown (1Y)Largest decline over 1 year | -50.55% | -55.90% | +5.35% |
Max Drawdown (3Y)Largest decline over 3 years | -55.85% | -77.66% | +21.81% |
Max Drawdown (5Y)Largest decline over 5 years | -55.85% | -77.66% | +21.81% |
Max Drawdown (10Y)Largest decline over 10 years | -55.85% | -77.66% | +21.81% |
Current DrawdownCurrent decline from peak | -52.91% | -77.01% | +24.10% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -27.57% | +14.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.57% | 33.71% | -4.14% |
Volatility
BRO vs. LULU - Volatility Comparison
The current volatility for Brown & Brown, Inc. (BRO) is 9.52%, while Lululemon Athletica Inc. (LULU) has a volatility of 13.25%. This indicates that BRO experiences smaller price fluctuations and is considered to be less risky than LULU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRO | LULU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.52% | 13.25% | -3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 21.90% | 32.89% | -10.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.53% | 44.36% | -15.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.81% | 42.19% | -17.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 40.61% | -16.92% |
Dividends
BRO vs. LULU - Dividend Comparison
BRO's dividend yield for the trailing twelve months is around 1.11%, while LULU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRO Brown & Brown, Inc. | 1.11% | 0.77% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% |
LULU Lululemon Athletica Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
BRO vs. LULU - Financials Comparison
This section allows you to compare key financial metrics between Brown & Brown, Inc. and Lululemon Athletica 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.
Total Revenue: Total amount of money received from sales and other business activities
BRO vs. LULU - Profitability Comparison
BRO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brown & Brown, Inc. reported a gross profit of 994.00M and revenue of 1.90B. Therefore, the gross margin over that period was 52.3%.
LULU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lululemon Athletica Inc. reported a gross profit of 1.34B and revenue of 2.47B. Therefore, the gross margin over that period was 54.2%.
BRO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brown & Brown, Inc. reported an operating income of 0.00 and revenue of 1.90B, resulting in an operating margin of 0.0%.
LULU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lululemon Athletica Inc. reported an operating income of 276.95M and revenue of 2.47B, resulting in an operating margin of 11.2%.
BRO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brown & Brown, Inc. reported a net income of 426.00M and revenue of 1.90B, resulting in a net margin of 22.4%.
LULU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lululemon Athletica Inc. reported a net income of 195.05M and revenue of 2.47B, resulting in a net margin of 7.9%.
Frequently Asked Questions
BRO and LULU have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LULU has higher volatility (13.25%) compared to BRO (9.52%). In terms of maximum drawdown, BRO dropped -55.85% vs LULU's -92.26%.
LULU currently has the higher Sharpe Ratio (-1.26 vs -1.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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