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FDS vs. BR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FDS and BR is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

FDS vs. BR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FactSet Research Systems Inc. (FDS) and Broadridge Financial Solutions, Inc. (BR). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
848.52%
1,556.49%
FDS
BR

Key characteristics

Sharpe Ratio

FDS:

0.37

BR:

0.93

Sortino Ratio

FDS:

0.62

BR:

1.38

Omega Ratio

FDS:

1.08

BR:

1.18

Calmar Ratio

FDS:

0.42

BR:

2.00

Martin Ratio

FDS:

0.81

BR:

4.78

Ulcer Index

FDS:

9.80%

BR:

3.55%

Daily Std Dev

FDS:

21.58%

BR:

18.20%

Max Drawdown

FDS:

-58.96%

BR:

-59.02%

Current Drawdown

FDS:

-2.25%

BR:

-4.05%

Fundamentals

Market Cap

FDS:

$18.57B

BR:

$26.85B

EPS

FDS:

$13.90

BR:

$5.79

PE Ratio

FDS:

35.17

BR:

39.67

PEG Ratio

FDS:

2.68

BR:

2.15

Total Revenue (TTM)

FDS:

$1.66B

BR:

$6.50B

Gross Profit (TTM)

FDS:

$900.52M

BR:

$1.93B

EBITDA (TTM)

FDS:

$647.44M

BR:

$1.55B

Returns By Period

In the year-to-date period, FDS achieves a 2.30% return, which is significantly lower than BR's 11.61% return. Over the past 10 years, FDS has underperformed BR with an annualized return of 14.04%, while BR has yielded a comparatively higher 19.33% annualized return.


FDS

YTD

2.30%

1M

2.13%

6M

14.64%

1Y

3.80%

5Y*

13.83%

10Y*

14.04%

BR

YTD

11.61%

1M

0.65%

6M

13.45%

1Y

16.95%

5Y*

14.81%

10Y*

19.33%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FDS vs. BR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FactSet Research Systems Inc. (FDS) and Broadridge Financial Solutions, Inc. (BR). 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 FDS, currently valued at 0.37, compared to the broader market-4.00-2.000.002.000.370.93
The chart of Sortino ratio for FDS, currently valued at 0.62, compared to the broader market-4.00-2.000.002.004.000.621.38
The chart of Omega ratio for FDS, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.18
The chart of Calmar ratio for FDS, currently valued at 0.42, compared to the broader market0.002.004.006.000.422.00
The chart of Martin ratio for FDS, currently valued at 0.81, compared to the broader market-5.000.005.0010.0015.0020.0025.000.814.78
FDS
BR

The current FDS Sharpe Ratio is 0.37, which is lower than the BR Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FDS and BR, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.37
0.93
FDS
BR

Dividends

FDS vs. BR - Dividend Comparison

FDS's dividend yield for the trailing twelve months is around 0.85%, less than BR's 1.49% yield.


TTM20232022202120202019201820172016201520142013
FDS
FactSet Research Systems Inc.
0.85%0.80%0.87%0.66%0.91%1.04%1.24%1.13%1.19%1.05%1.08%1.25%
BR
Broadridge Financial Solutions, Inc.
1.49%1.48%2.04%1.33%1.46%1.66%1.77%1.53%1.90%2.12%2.08%1.97%

Drawdowns

FDS vs. BR - Drawdown Comparison

The maximum FDS drawdown since its inception was -58.96%, roughly equal to the maximum BR drawdown of -59.02%. Use the drawdown chart below to compare losses from any high point for FDS and BR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.25%
-4.05%
FDS
BR

Volatility

FDS vs. BR - Volatility Comparison

FactSet Research Systems Inc. (FDS) has a higher volatility of 6.19% compared to Broadridge Financial Solutions, Inc. (BR) at 4.79%. This indicates that FDS's price experiences larger fluctuations and is considered to be riskier than BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.19%
4.79%
FDS
BR

Financials

FDS vs. BR - Financials Comparison

This section allows you to compare key financial metrics between FactSet Research Systems Inc. and Broadridge Financial Solutions, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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