ERIE vs. AJG

In the year-to-date period, ERIE achieves a -11.62% return, which is significantly lower than AJG's 13.76% return. Over the past 10 years, ERIE has underperformed AJG with an annualized return of 18.55%, while AJG has yielded a comparatively higher 23.23% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Erie Indemnity Company (ERIE) and Arthur J. Gallagher & Co. (AJG). 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.

The current ERIE Sharpe Ratio is -0.15, which is lower than the AJG Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of ERIE and AJG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ERIE's dividend yield for the trailing twelve months is around 1.46%, more than AJG's 0.76% yield.

The maximum ERIE drawdown since its inception was -50.74%, smaller than the maximum AJG drawdown of -57.95%. Use the drawdown chart below to compare losses from any high point for ERIE and AJG. For additional features, visit the drawdowns tool.

Erie Indemnity Company (ERIE) has a higher volatility of 17.04% compared to Arthur J. Gallagher & Co. (AJG) at 11.76%. This indicates that ERIE's price experiences larger fluctuations and is considered to be riskier than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Erie Indemnity Company and Arthur J. Gallagher & Co.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.