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

Performance

BRO vs. WASH - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%JuneJulyAugustSeptemberOctoberNovember
15,159.29%
1,322.26%
BRO
WASH

Returns By Period

In the year-to-date period, BRO achieves a 55.68% return, which is significantly higher than WASH's 25.54% return. Over the past 10 years, BRO has outperformed WASH with an annualized return of 22.55%, while WASH has yielded a comparatively lower 4.94% annualized return.


BRO

YTD

55.68%

1M

3.58%

6M

22.84%

1Y

51.63%

5Y (annualized)

24.68%

10Y (annualized)

22.55%

WASH

YTD

25.54%

1M

13.94%

6M

43.40%

1Y

55.55%

5Y (annualized)

-0.69%

10Y (annualized)

4.94%

Fundamentals


BROWASH
Market Cap$32.15B$676.96M
EPS$3.67$2.68
PE Ratio30.6314.80
PEG Ratio4.414.01
Total Revenue (TTM)$4.65B$405.29M
Gross Profit (TTM)$3.72B$351.28M
EBITDA (TTM)$1.52B$10.76M

Key characteristics


BROWASH
Sharpe Ratio2.831.28
Sortino Ratio3.732.03
Omega Ratio1.511.25
Calmar Ratio6.370.96
Martin Ratio18.053.67
Ulcer Index2.94%14.19%
Daily Std Dev18.77%40.71%
Max Drawdown-54.08%-60.33%
Current Drawdown-2.12%-24.36%

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Correlation

-0.50.00.51.00.3

The correlation between BRO and WASH is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

BRO vs. WASH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown & Brown, Inc. (BRO) and Washington Trust Bancorp, Inc. (WASH). 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 2.83, compared to the broader market-4.00-2.000.002.002.831.28
The chart of Sortino ratio for BRO, currently valued at 3.73, compared to the broader market-4.00-2.000.002.004.003.732.03
The chart of Omega ratio for BRO, currently valued at 1.51, compared to the broader market0.501.001.502.001.511.25
The chart of Calmar ratio for BRO, currently valued at 6.37, compared to the broader market0.002.004.006.006.370.96
The chart of Martin ratio for BRO, currently valued at 18.05, compared to the broader market0.0010.0020.0030.0018.053.67
BRO
WASH

The current BRO Sharpe Ratio is 2.83, which is higher than the WASH Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of BRO and WASH, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.83
1.28
BRO
WASH

Dividends

BRO vs. WASH - Dividend Comparison

BRO's dividend yield for the trailing twelve months is around 0.49%, less than WASH's 5.84% yield.


TTM20232022202120202019201820172016201520142013
BRO
Brown & Brown, Inc.
0.49%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%1.18%
WASH
Washington Trust Bancorp, Inc.
5.84%6.92%4.62%3.73%4.58%3.72%3.70%2.89%2.60%3.44%3.04%2.77%

Drawdowns

BRO vs. WASH - Drawdown Comparison

The maximum BRO drawdown since its inception was -54.08%, smaller than the maximum WASH drawdown of -60.33%. Use the drawdown chart below to compare losses from any high point for BRO and WASH. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.12%
-24.36%
BRO
WASH

Volatility

BRO vs. WASH - Volatility Comparison

The current volatility for Brown & Brown, Inc. (BRO) is 5.79%, while Washington Trust Bancorp, Inc. (WASH) has a volatility of 19.23%. This indicates that BRO experiences smaller price fluctuations and is considered to be less risky than WASH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
5.79%
19.23%
BRO
WASH

Financials

BRO vs. WASH - Financials Comparison

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