FRFHF vs. WRB
FRFHF (Fairfax Financial Holdings Ltd) and WRB (W. R. Berkley Corporation) are both stocks. Both operate in the Insurance - Property & Casualty industry within the Financial Services sector. Over the past 10 years, FRFHF returned 13.74%/yr vs 17.21%/yr for WRB. At a 0.24 correlation, their price movements are largely independent.
Performance
FRFHF vs. WRB - Performance Comparison
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Returns By Period
In the year-to-date period, FRFHF achieves a -17.28% return, which is significantly lower than WRB's -6.77% return. Over the past 10 years, FRFHF has underperformed WRB with an annualized return of 13.74%, while WRB has yielded a comparatively higher 17.21% annualized return.
FRFHF
- 1D
- -0.06%
- 1M
- -3.72%
- YTD
- -17.28%
- 6M
- -7.11%
- 1Y
- -6.05%
- 3Y*
- 30.24%
- 5Y*
- 28.91%
- 10Y*
- 13.74%
WRB
- 1D
- 0.17%
- 1M
- -1.55%
- YTD
- -6.77%
- 6M
- -7.30%
- 1Y
- -10.33%
- 3Y*
- 22.22%
- 5Y*
- 16.44%
- 10Y*
- 17.21%
FRFHF vs. WRB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRFHF Fairfax Financial Holdings Ltd | -17.28% | 38.79% | 53.39% | 57.56% | 23.17% | 48.23% | -25.75% | 8.88% | -15.44% | 11.34% |
WRB W. R. Berkley Corporation | -6.77% | 23.02% | 27.19% | 0.25% | 33.92% | 27.39% | -3.14% | 43.80% | 5.96% | 10.21% |
Correlation
The correlation between FRFHF and WRB is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2002 | 0.24 |
The correlation between FRFHF and WRB shifts across timeframes, from 0.19 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
FRFHF:
$218.52
WRB:
$4.45
FRFHF:
7.16
WRB:
14.67
FRFHF:
0.18
WRB:
0.86
FRFHF:
1.10
WRB:
1.78
FRFHF:
$29.68B
WRB:
$14.71B
FRFHF:
$6.18B
WRB:
$2.91B
FRFHF:
$7.97B
WRB:
$2.37B
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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 | -0.28 | -0.50 | +0.22 |
Sortino ratioReturn per unit of downside risk | -0.23 | -0.54 | +0.31 |
Omega ratioGain probability vs. loss probability | 0.97 | 0.93 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | -0.31 | -0.59 | +0.28 |
Martin ratioReturn relative to average drawdown | -0.71 | -1.14 | +0.43 |
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 | -0.28 | -0.50 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 0.73 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.70 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.58 | -0.08 |
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 | -19.55% | -17.62% | -1.93% |
Max Drawdown (3Y)Largest decline over 3 years | -19.55% | -17.62% | -1.93% |
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 | -17.65% | -15.35% | -2.30% |
Average DrawdownAverage peak-to-trough decline | -12.48% | -14.58% | +2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.50% | 9.11% | -0.61% |
Volatility
FRFHF vs. WRB - Volatility Comparison
Fairfax Financial Holdings Ltd (FRFHF) and W. R. Berkley Corporation (WRB) have volatilities of 6.13% and 6.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 6.13% | 6.28% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 17.35% | 15.59% | +1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.86% | 20.95% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.66% | 22.75% | +2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.19% | 24.51% | +2.68% |
Dividends
FRFHF vs. WRB - Dividend Comparison
FRFHF's dividend yield for the trailing twelve months is around 0.96%, less than WRB's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRFHF Fairfax Financial Holdings Ltd | 0.96% | 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 | 2.85% | 2.64% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% |
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 Jun 2026, Fairfax Financial Holdings Ltd reported a gross profit of 986.70M and revenue of 6.41B. Therefore, the gross margin over that period was 15.4%.
WRB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, W. R. Berkley Corporation reported a gross profit of 765.46M and revenue of 3.72B. Therefore, the gross margin over that period was 20.6%.
FRFHF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Ltd reported an operating income of 1.04B and revenue of 6.41B, resulting in an operating margin of 16.2%.
WRB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, W. R. Berkley Corporation reported an operating income of 606.51M and revenue of 3.72B, resulting in an operating margin of 16.3%.
FRFHF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Ltd reported a net income of 695.70M and revenue of 6.41B, resulting in a net margin of 10.9%.
WRB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, W. R. Berkley Corporation reported a net income of 449.51M and revenue of 3.72B, resulting in a net margin of 12.1%.
Frequently Asked Questions
FRFHF and WRB have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WRB has higher volatility (6.28%) compared to FRFHF (6.13%). In terms of maximum drawdown, FRFHF dropped -58.92% vs WRB's -69.33%.
FRFHF currently has the higher Sharpe Ratio (-0.28 vs -0.50), 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.
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