PortfoliosLab logoPortfoliosLab logo
CW vs. BRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CW vs. BRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Curtiss-Wright Corporation (CW) and Brown & Brown, Inc. (BRO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CW achieves a 38.43% return, which is significantly higher than BRO's -25.23% return. Over the past 10 years, CW has outperformed BRO with an annualized return of 25.25%, while BRO has yielded a comparatively lower 13.77% annualized return.


CW

1D
0.64%
1M
7.03%
YTD
38.43%
6M
39.42%
1Y
61.45%
3Y*
63.27%
5Y*
43.89%
10Y*
25.25%

BRO

1D
-1.18%
1M
5.33%
YTD
-25.23%
6M
-27.62%
1Y
-43.90%
3Y*
-2.96%
5Y*
3.10%
10Y*
13.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CW vs. BRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CW
Curtiss-Wright Corporation
38.43%55.66%59.73%33.98%21.03%19.86%-16.83%38.70%-15.79%24.56%
BRO
Brown & Brown, Inc.
-25.23%-21.37%44.32%25.73%-18.39%49.31%21.06%44.67%8.30%16.15%

Correlation

The correlation between CW and BRO is -0.14, 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

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Mar 3, 1992

0.31

The correlation between CW and BRO shifts across timeframes, from -0.14 (1 year) to 0.36 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CW:

$13.64

BRO:

$4.76

PE Ratio

CW:

55.91

BRO:

12.44

PEG Ratio

CW:

3.05

BRO:

0.91

PS Ratio

CW:

7.92

BRO:

2.22

Total Revenue (TTM)

CW:

$3.61B

BRO:

$6.43B

Gross Profit (TTM)

CW:

$1.34B

BRO:

$3.82B

EBITDA (TTM)

CW:

$745.31M

BRO:

$1.51B

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

CW vs. BRO — Risk / Return Rank

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

CW
CW Risk / Return Rank: 8787
Overall Rank
CW Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CW Sortino Ratio Rank: 8383
Sortino Ratio Rank
CW Omega Ratio Rank: 8383
Omega Ratio Rank
CW Calmar Ratio Rank: 9292
Calmar Ratio Rank
CW Martin Ratio Rank: 9292
Martin Ratio Rank

BRO
BRO Risk / Return Rank: 44
Overall Rank
BRO Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BRO Sortino Ratio Rank: 22
Sortino Ratio Rank
BRO Omega Ratio Rank: 22
Omega Ratio Rank
BRO Calmar Ratio Rank: 88
Calmar Ratio Rank
BRO Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CW vs. BRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Curtiss-Wright Corporation (CW) and Brown & Brown, Inc. (BRO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CWBRODifference
Sharpe ratioReturn per unit of total volatility

+3.43

Sortino ratioReturn per unit of downside risk

+4.69

Omega ratioGain probability vs. loss probability

1.31

0.71

+0.60

Calmar ratioReturn relative to maximum drawdown

4.76

-0.87

+5.63

Martin ratioReturn relative to average drawdown

13.83

-1.45

+15.28

CW vs. BRO - Sharpe Ratio Comparison

The current CW Sharpe Ratio is 1.87, which is higher than the BRO Sharpe Ratio of -1.55. The chart below compares the historical Sharpe Ratios of CW and BRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CW vs. BRO - Drawdown Comparison

The maximum CW drawdown since its inception was -59.19%, which is greater than BRO's maximum drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for CW and BRO.


Loading charts...

Drawdown Indicators


CWBRODifference

Max Drawdown

Largest peak-to-trough decline

-59.19%

-55.85%

-3.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-50.55%

+37.58%

Max Drawdown (3Y)

Largest decline over 3 years

-27.21%

-55.85%

+28.64%

Max Drawdown (5Y)

Largest decline over 5 years

-27.21%

-55.85%

+28.64%

Max Drawdown (10Y)

Largest decline over 10 years

-48.73%

-55.85%

+7.12%

Current Drawdown

Current decline from peak

0.00%

-51.87%

+51.87%

Average Drawdown

Average peak-to-trough decline

-13.89%

-13.54%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

30.26%

-25.80%

Volatility

CW vs. BRO - Volatility Comparison

Curtiss-Wright Corporation (CW) has a higher volatility of 10.42% compared to Brown & Brown, Inc. (BRO) at 8.51%. This indicates that CW's price experiences larger fluctuations and is considered to be riskier than BRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CWBRODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.42%

8.51%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

25.90%

21.83%

+4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

33.02%

28.43%

+4.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.89%

24.83%

+3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.32%

23.71%

+6.61%

Dividends

CW vs. BRO - Dividend Comparison

CW's dividend yield for the trailing twelve months is around 0.16%, less than BRO's 1.09% yield.


PositionTTM20252024202320222021202020192018201720162015
BRO
Brown & Brown, Inc.
1.09%0.77%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%
CW
Curtiss-Wright Corporation
0.16%0.17%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%

Financials

CW vs. BRO - Financials Comparison

This section allows you to compare key financial metrics between Curtiss-Wright Corporation and Brown & Brown, 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


500.00M1.00B1.50B2.00B20222023202420252026
913.69M
1.90B
(CW) Total Revenue
(BRO) Total Revenue
Values in USD except per share items

CW vs. BRO - Profitability Comparison

The chart below illustrates the profitability comparison between Curtiss-Wright Corporation and Brown & Brown, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20222023202420252026
36.3%
52.3%
Portfolio components
CW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a gross profit of 331.48M and revenue of 913.69M. Therefore, the gross margin over that period was 36.3%.

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%.

CW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported an operating income of 160.42M and revenue of 913.69M, resulting in an operating margin of 17.6%.

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%.

CW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a net income of 128.19M and revenue of 913.69M, resulting in a net margin of 14.0%.

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%.


Frequently Asked Questions


CW and BRO have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CW has higher volatility (10.42%) compared to BRO (8.51%). In terms of maximum drawdown, CW dropped -59.19% vs BRO's -55.85%.

CW currently has the higher Sharpe Ratio (1.87 vs -1.55), 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.

Portfolio Optimizer

Find the right allocation for CW and BRO

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