JEF vs. BRO
Compare and contrast key facts about Jefferies Financial Group Inc. (JEF) and Brown & Brown, Inc. (BRO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEF or BRO.
Key characteristics
| JEF | BRO | |
|---|---|---|
| YTD Return | 87.30% | 55.68% |
| 1Y Return | 117.81% | 51.24% |
| 3Y Return (Ann) | 31.43% | 20.08% |
| 5Y Return (Ann) | 39.10% | 24.70% |
| 10Y Return (Ann) | 15.79% | 22.57% |
| Sharpe Ratio | 4.52 | 2.83 |
| Sortino Ratio | 5.59 | 3.73 |
| Omega Ratio | 1.73 | 1.51 |
| Calmar Ratio | 10.07 | 6.37 |
| Martin Ratio | 35.46 | 18.05 |
| Ulcer Index | 3.27% | 2.94% |
| Daily Std Dev | 25.69% | 18.77% |
| Max Drawdown | -80.74% | -54.08% |
| Current Drawdown | -0.51% | -2.12% |
Fundamentals
| JEF | BRO | |
|---|---|---|
| Market Cap | $15.27B | $32.15B |
| EPS | $2.34 | $3.67 |
| PE Ratio | 31.76 | 30.63 |
| Total Revenue (TTM) | $9.75B | $4.65B |
| Gross Profit (TTM) | $8.13B | $3.72B |
| EBITDA (TTM) | $4.27B | $1.52B |
Correlation
The correlation between JEF and BRO is 0.33, 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
JEF vs. BRO - Performance Comparison
In the year-to-date period, JEF achieves a 87.30% return, which is significantly higher than BRO's 55.68% return. Over the past 10 years, JEF has underperformed BRO with an annualized return of 15.79%, while BRO has yielded a comparatively higher 22.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JEF vs. BRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jefferies Financial Group Inc. (JEF) 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
JEF vs. BRO - Dividend Comparison
JEF's dividend yield for the trailing twelve months is around 1.28%, more than BRO's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEF Jefferies Financial Group Inc. | 1.28% | 7.42% | 3.67% | 2.43% | 1.96% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BRO 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
JEF vs. BRO - Drawdown Comparison
The maximum JEF drawdown since its inception was -80.74%, which is greater than BRO's maximum drawdown of -54.08%. Use the drawdown chart below to compare losses from any high point for JEF and BRO. For additional features, visit the drawdowns tool.
Volatility
JEF vs. BRO - Volatility Comparison
Jefferies Financial Group Inc. (JEF) has a higher volatility of 12.36% compared to Brown & Brown, Inc. (BRO) at 5.79%. This indicates that JEF'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
JEF vs. BRO - Financials Comparison
This section allows you to compare key financial metrics between Jefferies Financial Group 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