EXPD vs. BRO
Compare and contrast key facts about Expeditors International of Washington, Inc. (EXPD) and Brown & Brown, Inc. (BRO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXPD or BRO.
Key characteristics
EXPD | BRO | |
---|---|---|
YTD Return | -4.69% | 50.30% |
1Y Return | 6.23% | 56.84% |
3Y Return (Ann) | 1.66% | 19.26% |
5Y Return (Ann) | 11.58% | 24.92% |
10Y Return (Ann) | 12.91% | 22.21% |
Sharpe Ratio | 0.20 | 2.92 |
Sortino Ratio | 0.40 | 3.88 |
Omega Ratio | 1.05 | 1.53 |
Calmar Ratio | 0.21 | 5.55 |
Martin Ratio | 0.64 | 18.99 |
Ulcer Index | 6.30% | 2.92% |
Daily Std Dev | 20.65% | 18.99% |
Max Drawdown | -58.07% | -54.08% |
Current Drawdown | -8.45% | -0.51% |
Fundamentals
EXPD | BRO | |
---|---|---|
Market Cap | $17.10B | $30.50B |
EPS | $4.68 | $3.47 |
PE Ratio | 25.89 | 30.82 |
PEG Ratio | 3.69 | 4.41 |
Total Revenue (TTM) | $6.92B | $3.46B |
Gross Profit (TTM) | $1.04B | $3.30B |
EBITDA (TTM) | $689.62M | $1.20B |
Correlation
The correlation between EXPD and BRO is 0.24, 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.
Performance
EXPD vs. BRO - Performance Comparison
In the year-to-date period, EXPD achieves a -4.69% return, which is significantly lower than BRO's 50.30% return. Over the past 10 years, EXPD has underperformed BRO with an annualized return of 12.91%, while BRO has yielded a comparatively higher 22.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
EXPD vs. BRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Expeditors International of Washington, Inc. (EXPD) 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.
Dividends
EXPD vs. BRO - Dividend Comparison
EXPD's dividend yield for the trailing twelve months is around 1.18%, more than BRO's 0.49% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Expeditors International of Washington, Inc. | 1.18% | 1.08% | 1.29% | 0.86% | 1.09% | 1.28% | 1.32% | 1.30% | 1.51% | 1.60% | 1.43% | 1.36% |
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% |
Drawdowns
EXPD vs. BRO - Drawdown Comparison
The maximum EXPD drawdown since its inception was -58.07%, which is greater than BRO's maximum drawdown of -54.08%. Use the drawdown chart below to compare losses from any high point for EXPD and BRO. For additional features, visit the drawdowns tool.
Volatility
EXPD vs. BRO - Volatility Comparison
Expeditors International of Washington, Inc. (EXPD) has a higher volatility of 6.55% compared to Brown & Brown, Inc. (BRO) at 5.99%. This indicates that EXPD'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.
Financials
EXPD vs. BRO - Financials Comparison
This section allows you to compare key financial metrics between Expeditors International of Washington, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities