BRO vs. RYCEY
BRO (Brown & Brown, Inc.) and RYCEY (Rolls-Royce Holdings plc) are both stocks. BRO operates in Insurance Brokers (Financial Services), while RYCEY operates in Aerospace & Defense (Industrials). Over the past 10 years, BRO returned 13.27%/yr vs 7.82%/yr for RYCEY. At a 0.22 correlation, their price movements are largely independent.
Performance
BRO vs. RYCEY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BRO achieves a -26.85% return, which is significantly lower than RYCEY's 6.89% return. Over the past 10 years, BRO has outperformed RYCEY with an annualized return of 13.27%, while RYCEY has yielded a comparatively lower 7.82% 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%
RYCEY
- 1D
- -0.24%
- 1M
- -0.36%
- YTD
- 6.89%
- 6M
- 11.28%
- 1Y
- 38.97%
- 3Y*
- 110.24%
- 5Y*
- 60.04%
- 10Y*
- 7.82%
BRO vs. RYCEY - 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% |
RYCEY Rolls-Royce Holdings plc | 6.89% | 123.64% | 88.21% | 253.27% | -33.95% | 2.53% | -82.05% | -12.69% | -7.35% | 40.70% |
Correlation
The correlation between BRO and RYCEY is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2014 | 0.22 |
The correlation between BRO and RYCEY shifts across timeframes, from -0.12 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
Fundamentals
BRO:
$4.76
RYCEY:
$0.99
BRO:
12.18
RYCEY:
16.89
BRO:
0.89
RYCEY:
0.03
BRO:
2.18
RYCEY:
3.52
BRO:
$6.43B
RYCEY:
$40.04B
BRO:
$3.82B
RYCEY:
$10.10B
BRO:
$1.51B
RYCEY:
$8.04B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BRO vs. RYCEY — Risk / Return Rank
BRO
RYCEY
BRO vs. RYCEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown & Brown, Inc. (BRO) and Rolls-Royce Holdings plc (RYCEY). 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 | RYCEY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.70 | ||
| Sortino ratioReturn per unit of downside risk | -4.16 | ||
| Omega ratioGain probability vs. loss probability | 0.69 | 1.20 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 1.80 | -2.73 |
| Martin ratioReturn relative to average drawdown | -1.59 | 5.11 | -6.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BRO | RYCEY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.66 | 1.04 | -2.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 1.39 | -1.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.16 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | -0.23 | +0.74 |
Drawdowns
BRO vs. RYCEY - Drawdown Comparison
The maximum BRO drawdown since its inception was -55.85%, smaller than the maximum RYCEY drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for BRO and RYCEY.
Loading charts...
Drawdown Indicators
| BRO | RYCEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.85% | -99.07% | +43.22% |
Max Drawdown (1Y)Largest decline over 1 year | -50.55% | -21.75% | -28.80% |
Max Drawdown (3Y)Largest decline over 3 years | -55.85% | -23.37% | -32.48% |
Max Drawdown (5Y)Largest decline over 5 years | -55.85% | -62.01% | +6.16% |
Max Drawdown (10Y)Largest decline over 10 years | -55.85% | -94.64% | +38.79% |
Current DrawdownCurrent decline from peak | -52.91% | -78.78% | +25.87% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -84.19% | +70.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.57% | 7.65% | +21.92% |
Volatility
BRO vs. RYCEY - Volatility Comparison
The current volatility for Brown & Brown, Inc. (BRO) is 9.52%, while Rolls-Royce Holdings plc (RYCEY) has a volatility of 11.26%. This indicates that BRO experiences smaller price fluctuations and is considered to be less risky than RYCEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BRO | RYCEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.52% | 11.26% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 21.90% | 32.56% | -10.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.53% | 37.74% | -9.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.81% | 43.44% | -18.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 49.35% | -25.66% |
Dividends
BRO vs. RYCEY - Dividend Comparison
BRO's dividend yield for the trailing twelve months is around 1.11%, more than RYCEY's 0.76% yield.
| 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% |
RYCEY Rolls-Royce Holdings plc | 0.76% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 5.51% | 1.56% | 1.32% | 1.55% | 4.19% | 14.44% |
Financials
BRO vs. RYCEY - Financials Comparison
This section allows you to compare key financial metrics between Brown & Brown, Inc. and Rolls-Royce Holdings plc. 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. RYCEY - 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%.
RYCEY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a gross profit of 3.19B and revenue of 11.64B. Therefore, the gross margin over that period was 27.4%.
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%.
RYCEY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported an operating income of 3.23B and revenue of 11.64B, resulting in an operating margin of 27.7%.
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%.
RYCEY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a net income of 1.42B and revenue of 11.64B, resulting in a net margin of 12.2%.
Frequently Asked Questions
BRO and RYCEY have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCEY has higher volatility (11.26%) compared to BRO (9.52%). In terms of maximum drawdown, BRO dropped -55.85% vs RYCEY's -99.07%.
RYCEY currently has the higher Sharpe Ratio (1.04 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.
Find the right allocation for BRO and RYCEY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer