FRFHF vs. WRB
Compare and contrast key facts about Fairfax Financial Holdings Ltd (FRFHF) and W. R. Berkley Corporation (WRB).
Performance
FRFHF vs. WRB - Performance Comparison
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FRFHF vs. WRB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRFHF Fairfax Financial Holdings Ltd | -10.07% | 38.79% | 53.39% | 57.56% | 23.17% | 48.23% | -25.75% | 8.88% | -15.44% | 11.34% |
WRB W. R. Berkley Corporation | -5.36% | 23.02% | 27.19% | 0.25% | 33.92% | 27.39% | -3.14% | 43.80% | 5.96% | 10.21% |
Fundamentals
FRFHF:
$236.54
WRB:
$4.76
FRFHF:
7.20
WRB:
13.92
FRFHF:
0.18
WRB:
0.34
FRFHF:
0.74
WRB:
1.81
FRFHF:
$46.66B
WRB:
$14.65B
FRFHF:
$22.64B
WRB:
$3.07B
FRFHF:
$7.92B
WRB:
$2.52B
Returns By Period
In the year-to-date period, FRFHF achieves a -10.07% return, which is significantly lower than WRB's -5.36% return. Over the past 10 years, FRFHF has underperformed WRB with an annualized return of 13.87%, while WRB has yielded a comparatively higher 17.34% annualized return.
FRFHF
- 1D
- 2.64%
- 1M
- -1.10%
- YTD
- -10.07%
- 6M
- -1.85%
- 1Y
- 18.56%
- 3Y*
- 38.39%
- 5Y*
- 32.90%
- 10Y*
- 13.87%
WRB
- 1D
- 0.05%
- 1M
- -7.56%
- YTD
- -5.36%
- 6M
- -12.00%
- 1Y
- -4.37%
- 3Y*
- 19.72%
- 5Y*
- 17.04%
- 10Y*
- 17.34%
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Return for Risk
FRFHF vs. WRB — Risk / Return Rank
FRFHF
WRB
FRFHF vs. WRB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fairfax Financial Holdings Ltd (FRFHF) and W. R. Berkley Corporation (WRB). 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.
| FRFHF | WRB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | -0.20 | +1.02 |
Sortino ratioReturn per unit of downside risk | 1.23 | -0.12 | +1.34 |
Omega ratioGain probability vs. loss probability | 1.17 | 0.98 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | -0.28 | +1.75 |
Martin ratioReturn relative to average drawdown | 3.07 | -0.63 | +3.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRFHF | WRB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | -0.20 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.31 | 0.76 | +0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.71 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.59 | -0.07 |
Correlation
The correlation between FRFHF and WRB 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.
Dividends
FRFHF vs. WRB - Dividend Comparison
FRFHF's dividend yield for the trailing twelve months is around 0.88%, less than WRB's 2.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRFHF Fairfax Financial Holdings Ltd | 0.88% | 0.79% | 1.08% | 1.09% | 1.68% | 2.03% | 2.93% | 2.13% | 2.27% | 1.89% | 2.09% | 2.12% |
WRB W. R. Berkley Corporation | 2.81% | 2.64% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% |
Drawdowns
FRFHF vs. WRB - Drawdown Comparison
The maximum FRFHF drawdown since its inception was -58.92%, smaller than the maximum WRB drawdown of -69.33%. Use the drawdown chart below to compare losses from any high point for FRFHF and WRB.
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Drawdown Indicators
| FRFHF | WRB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.92% | -69.33% | +10.41% |
Max Drawdown (1Y)Largest decline over 1 year | -14.09% | -16.39% | +2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -20.88% | -26.29% | +5.41% |
Max Drawdown (10Y)Largest decline over 10 years | -58.92% | -45.35% | -13.57% |
Current DrawdownCurrent decline from peak | -10.47% | -14.07% | +3.60% |
Average DrawdownAverage peak-to-trough decline | -12.48% | -14.58% | +2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.78% | 7.20% | -0.42% |
Volatility
FRFHF vs. WRB - Volatility Comparison
Fairfax Financial Holdings Ltd (FRFHF) has a higher volatility of 7.18% compared to W. R. Berkley Corporation (WRB) at 5.86%. This indicates that FRFHF's price experiences larger fluctuations and is considered to be riskier than WRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRFHF | WRB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 5.86% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 15.96% | 16.42% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.63% | 22.15% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.35% | 22.59% | +2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.13% | 24.43% | +2.70% |
Financials
FRFHF vs. WRB - Financials Comparison
This section allows you to compare key financial metrics between Fairfax Financial Holdings Ltd and W. R. Berkley Corporation. 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
FRFHF vs. WRB - Profitability Comparison
FRFHF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Fairfax Financial Holdings Ltd reported a gross profit of 11.72B and revenue of 23.61B. Therefore, the gross margin over that period was 49.6%.
WRB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, W. R. Berkley Corporation reported a gross profit of 687.06M and revenue of 3.77B. Therefore, the gross margin over that period was 18.2%.
FRFHF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Fairfax Financial Holdings Ltd reported an operating income of 1.87B and revenue of 23.61B, resulting in an operating margin of 7.9%.
WRB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, W. R. Berkley Corporation reported an operating income of 667.30M and revenue of 3.77B, resulting in an operating margin of 17.7%.
FRFHF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Fairfax Financial Holdings Ltd reported a net income of 1.26B and revenue of 23.61B, resulting in a net margin of 5.3%.
WRB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, W. R. Berkley Corporation reported a net income of 511.03M and revenue of 3.77B, resulting in a net margin of 13.6%.