PortfoliosLab logoPortfoliosLab logo
FDS vs. BR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

Loading charts...

Returns By Period

In the year-to-date period, FDS achieves a -11.79% return, which is significantly higher than BR's -31.25% return. Over the past 10 years, FDS has underperformed BR with an annualized return of 5.91%, while BR has yielded a comparatively higher 10.91% annualized return.


FDS

1D
-0.93%
1M
13.47%
YTD
-11.79%
6M
-8.30%
1Y
-40.68%
3Y*
-13.01%
5Y*
-3.88%
10Y*
5.91%

BR

1D
-1.45%
1M
-0.82%
YTD
-31.25%
6M
-33.14%
1Y
-36.38%
3Y*
1.54%
5Y*
0.64%
10Y*
10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDS vs. BR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDS
FactSet Research Systems Inc.
-11.79%-38.88%1.62%19.99%-16.75%47.49%25.13%35.51%5.02%19.44%
BR
Broadridge Financial Solutions, Inc.
-31.25%0.27%11.65%56.23%-25.26%21.12%26.28%30.59%7.86%39.10%

Correlation

The correlation between FDS and BR is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

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

0.48

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

0.54

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

0.53

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2007

0.51

The correlation between FDS and BR has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.

Fundamentals

Market Cap

FDS:

$9.46B

BR:

$17.85B

EPS

FDS:

$15.59

BR:

$9.35

PE Ratio

FDS:

16.26

BR:

16.33

PEG Ratio

FDS:

1.52

BR:

1.44

PS Ratio

FDS:

3.98

BR:

2.45

PB Ratio

FDS:

4.44

BR:

6.33

Total Revenue (TTM)

FDS:

$2.40B

BR:

$7.32B

Gross Profit (TTM)

FDS:

$1.25B

BR:

$2.29B

EBITDA (TTM)

FDS:

$821.05M

BR:

$1.98B

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

FDS vs. BR — Risk / Return Rank

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

FDS
FDS Risk / Return Rank: 1010
Overall Rank
FDS Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FDS Sortino Ratio Rank: 66
Sortino Ratio Rank
FDS Omega Ratio Rank: 77
Omega Ratio Rank
FDS Calmar Ratio Rank: 1414
Calmar Ratio Rank
FDS Martin Ratio Rank: 1818
Martin Ratio Rank

BR
BR Risk / Return Rank: 44
Overall Rank
BR Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BR Sortino Ratio Rank: 22
Sortino Ratio Rank
BR Omega Ratio Rank: 33
Omega Ratio Rank
BR Calmar Ratio Rank: 1010
Calmar Ratio Rank
BR Martin Ratio Rank: 55
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.

FDS vs. BR - Risk-Adjusted Trends 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.


FDSBRDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

0.82

0.74

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.71

-0.80

+0.09

Martin ratioReturn relative to average drawdown

-1.08

-1.54

+0.46

FDS vs. BR - Sharpe Ratio Comparison

The current FDS Sharpe Ratio is -1.00, which is higher than the BR Sharpe Ratio of -1.44. The chart below compares the historical Sharpe Ratios of FDS and BR, 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...

Sharpe Ratios by Period


FDSBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

-1.44

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.03

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.46

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.52

-0.07

Drawdowns

FDS vs. BR - Drawdown Comparison

The maximum FDS drawdown since its inception was -61.13%, 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.


Loading charts...

Drawdown Indicators


FDSBRDifference

Max Drawdown

Largest peak-to-trough decline

-61.13%

-59.02%

-2.11%

Max Drawdown (1Y)

Largest decline over 1 year

-57.50%

-45.55%

-11.95%

Max Drawdown (3Y)

Largest decline over 3 years

-61.13%

-45.55%

-15.58%

Max Drawdown (5Y)

Largest decline over 5 years

-61.13%

-45.55%

-15.58%

Max Drawdown (10Y)

Largest decline over 10 years

-61.13%

-45.55%

-15.58%

Current Drawdown

Current decline from peak

-47.65%

-42.04%

-5.61%

Average Drawdown

Average peak-to-trough decline

-13.20%

-8.99%

-4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.76%

23.70%

+14.06%

Volatility

FDS vs. BR - Volatility Comparison

FactSet Research Systems Inc. (FDS) has a higher volatility of 18.31% compared to Broadridge Financial Solutions, Inc. (BR) at 9.19%. 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.


Loading charts...

Volatility by Period


FDSBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.31%

9.19%

+9.12%

Volatility (6M)

Calculated over the trailing 6-month period

35.34%

21.50%

+13.84%

Volatility (1Y)

Calculated over the trailing 1-year period

41.12%

25.30%

+15.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.65%

23.42%

+4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.63%

23.88%

+3.75%

Dividends

FDS vs. BR - Dividend Comparison

FDS's dividend yield for the trailing twelve months is around 1.76%, less than BR's 2.49% yield.


PositionTTM20252024202320222021202020192018201720162015
BR
Broadridge Financial Solutions, Inc.
2.49%1.66%1.49%1.48%2.04%1.33%1.46%1.66%1.77%1.53%1.90%2.12%
FDS
FactSet Research Systems Inc.
1.76%1.50%0.85%0.80%0.87%0.66%0.91%1.04%1.24%1.13%1.19%1.05%

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


500.00M1.00B1.50B2.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
611.02M
1.95B
(FDS) Total Revenue
(BR) Total Revenue
Values in USD except per share items

FDS vs. BR - Profitability Comparison

The chart below illustrates the profitability comparison between FactSet Research Systems Inc. and Broadridge Financial Solutions, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
51.4%
32.1%
Portfolio components
FDS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FactSet Research Systems Inc. reported a gross profit of 314.28M and revenue of 611.02M. Therefore, the gross margin over that period was 51.4%.

BR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Broadridge Financial Solutions, Inc. reported a gross profit of 626.90M and revenue of 1.95B. Therefore, the gross margin over that period was 32.1%.

FDS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FactSet Research Systems Inc. reported an operating income of 184.96M and revenue of 611.02M, resulting in an operating margin of 30.3%.

BR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Broadridge Financial Solutions, Inc. reported an operating income of 359.50M and revenue of 1.95B, resulting in an operating margin of 18.4%.

FDS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FactSet Research Systems Inc. reported a net income of 133.06M and revenue of 611.02M, resulting in a net margin of 21.8%.

BR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Broadridge Financial Solutions, Inc. reported a net income of 276.30M and revenue of 1.95B, resulting in a net margin of 14.1%.


Frequently Asked Questions


FDS and BR have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDS has higher volatility (18.31%) compared to BR (9.19%). In terms of maximum drawdown, FDS dropped -61.13% vs BR's -59.02%.

FDS currently has the higher Sharpe Ratio (-1.00 vs -1.44), 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 FDS and BR

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