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

Correlation

The correlation between BRO and MMC is 0.42, 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.


-0.50.00.51.00.4

Performance

BRO vs. MMC - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
13.95%
0.22%
BRO
MMC

Key characteristics

Sharpe Ratio

BRO:

2.43

MMC:

0.87

Sortino Ratio

BRO:

3.39

MMC:

1.21

Omega Ratio

BRO:

1.43

MMC:

1.16

Calmar Ratio

BRO:

3.78

MMC:

1.15

Martin Ratio

BRO:

11.30

MMC:

3.39

Ulcer Index

BRO:

3.80%

MMC:

3.59%

Daily Std Dev

BRO:

17.65%

MMC:

14.06%

Max Drawdown

BRO:

-54.08%

MMC:

-67.46%

Current Drawdown

BRO:

-6.59%

MMC:

-7.27%

Fundamentals

Market Cap

BRO:

$30.30B

MMC:

$104.79B

EPS

BRO:

$3.67

MMC:

$8.08

PE Ratio

BRO:

28.87

MMC:

26.31

PEG Ratio

BRO:

4.41

MMC:

2.26

Total Revenue (TTM)

BRO:

$3.62B

MMC:

$18.39B

Gross Profit (TTM)

BRO:

$2.74B

MMC:

$8.03B

EBITDA (TTM)

BRO:

$1.28B

MMC:

$5.55B

Returns By Period

In the year-to-date period, BRO achieves a 3.85% return, which is significantly higher than MMC's 1.83% return. Over the past 10 years, BRO has outperformed MMC with an annualized return of 22.10%, while MMC has yielded a comparatively lower 16.37% annualized return.


BRO

YTD

3.85%

1M

2.68%

6M

13.95%

1Y

43.12%

5Y*

21.60%

10Y*

22.10%

MMC

YTD

1.83%

1M

1.46%

6M

0.22%

1Y

11.77%

5Y*

15.41%

10Y*

16.37%

*Annualized

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

BRO vs. MMC — 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 9595
Overall Rank
The Sharpe Ratio Rank of BRO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of BRO is 9494
Sortino Ratio Rank
The Omega Ratio Rank of BRO is 9393
Omega Ratio Rank
The Calmar Ratio Rank of BRO is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRO is 9393
Martin Ratio Rank

MMC
The Risk-Adjusted Performance Rank of MMC is 7373
Overall Rank
The Sharpe Ratio Rank of MMC is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of MMC is 6666
Sortino Ratio Rank
The Omega Ratio Rank of MMC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of MMC is 8282
Calmar Ratio Rank
The Martin Ratio Rank of MMC is 7575
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. MMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown & Brown, Inc. (BRO) and Marsh & McLennan Companies, Inc. (MMC). 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
The chart of Sharpe ratio for BRO, currently valued at 2.43, compared to the broader market-2.000.002.004.002.430.87
The chart of Sortino ratio for BRO, currently valued at 3.39, compared to the broader market-4.00-2.000.002.004.003.391.21
The chart of Omega ratio for BRO, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.16
The chart of Calmar ratio for BRO, currently valued at 3.78, compared to the broader market0.002.004.006.003.781.15
The chart of Martin ratio for BRO, currently valued at 11.30, compared to the broader market-10.000.0010.0020.0030.0011.303.39
BRO
MMC

The current BRO Sharpe Ratio is 2.43, which is higher than the MMC Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of BRO and MMC, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.43
0.87
BRO
MMC

Dividends

BRO vs. MMC - Dividend Comparison

BRO's dividend yield for the trailing twelve months is around 0.51%, less than MMC's 1.41% yield.


TTM20242023202220212020201920182017201620152014
BRO
Brown & Brown, Inc.
0.51%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%
MMC
Marsh & McLennan Companies, Inc.
1.41%1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%

Drawdowns

BRO vs. MMC - Drawdown Comparison

The maximum BRO drawdown since its inception was -54.08%, smaller than the maximum MMC drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for BRO and MMC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.59%
-7.27%
BRO
MMC

Volatility

BRO vs. MMC - Volatility Comparison

Brown & Brown, Inc. (BRO) has a higher volatility of 4.92% compared to Marsh & McLennan Companies, Inc. (MMC) at 3.90%. This indicates that BRO's price experiences larger fluctuations and is considered to be riskier than MMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.92%
3.90%
BRO
MMC

Financials

BRO vs. MMC - Financials Comparison

This section allows you to compare key financial metrics between Brown & Brown, Inc. and Marsh & McLennan Companies, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab