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PH vs. BRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PH vs. BRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Parker-Hannifin Corporation (PH) and Brown & Brown, Inc. (BRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PH achieves a 8.62% return, which is significantly higher than BRO's -13.05% return. Over the past 10 years, PH has outperformed BRO with an annualized return of 25.62%, while BRO has yielded a comparatively lower 15.04% annualized return.


PH

1D
-0.25%
1M
-0.26%
6M
1.11%
YTD
8.62%
1Y
32.73%
3Y*
35.16%
5Y*
27.15%
10Y*
25.62%
ALL TIME*
14.92%

BRO

1D
-0.59%
1M
16.65%
6M
-13.38%
YTD
-13.05%
1Y
-33.02%
3Y*
-0.37%
5Y*
6.03%
10Y*
15.04%
ALL TIME*
14.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PH vs. BRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PH
Parker-Hannifin Corporation
8.62%39.54%39.58%60.81%-6.91%18.30%34.78%40.75%-24.00%44.91%
BRO
Brown & Brown, Inc.
-13.05%-21.37%44.32%25.73%-18.39%49.31%21.06%44.67%8.30%16.15%

Correlation

The correlation between PH and BRO is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

0.17

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

0.32

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

0.38

Correlation (All Time)
Calculated using the full available price history since Mar 3, 1992

0.30

The correlation between PH and BRO shifts across timeframes, from -0.05 (1 year) to 0.38 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PH:

$119.88B

BRO:

$23.37B

EPS

PH:

$27.15

BRO:

$5.13

PE Ratio

PH:

35.02

BRO:

13.43

PEG Ratio

PH:

1.48

BRO:

0.99

PS Ratio

PH:

5.81

BRO:

2.40

Total Revenue (TTM)

PH:

$20.99B

BRO:

$6.43B

Gross Profit (TTM)

PH:

$7.81B

BRO:

$3.82B

EBITDA (TTM)

PH:

$5.31B

BRO:

$1.51B

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Return for Risk

PH vs. BRO — Risk / Return Rank

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

PH
PH Risk / Return Rank: 7878
Overall Rank
PH Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PH Sortino Ratio Rank: 7979
Sortino Ratio Rank
PH Omega Ratio Rank: 7676
Omega Ratio Rank
PH Calmar Ratio Rank: 7676
Calmar Ratio Rank
PH Martin Ratio Rank: 7979
Martin Ratio Rank

BRO
BRO Risk / Return Rank: 1111
Overall Rank
BRO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BRO Sortino Ratio Rank: 77
Sortino Ratio Rank
BRO Omega Ratio Rank: 77
Omega Ratio Rank
BRO Calmar Ratio Rank: 1818
Calmar Ratio Rank
BRO Martin Ratio Rank: 1818
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.

PH vs. BRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Parker-Hannifin Corporation (PH) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PHBRODifference
Sharpe ratioReturn per unit of total volatility

+2.39

Sortino ratioReturn per unit of downside risk

+3.44

Omega ratioGain probability vs. loss probability

1.23

0.81

+0.42

Calmar ratioReturn relative to maximum drawdown

1.70

-0.71

+2.41

Martin ratioReturn relative to average drawdown

4.83

-1.17

+5.99

PH vs. BRO - Sharpe Ratio Comparison

The current PH Sharpe Ratio is 1.30, which is higher than the BRO Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of PH and BRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PH vs. BRO - Drawdown Comparison

The maximum PH drawdown since its inception was -66.92%, which is greater than BRO's maximum drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for PH and BRO.


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Drawdown Indicators


PHBRODifference

Max Drawdown

Largest peak-to-trough decline

-66.92%

-55.85%

-11.07%

Max Drawdown (1Y)

Largest decline over 1 year

-19.34%

-46.93%

+27.59%

Max Drawdown (3Y)

Largest decline over 3 years

-26.79%

-55.85%

+29.06%

Max Drawdown (5Y)

Largest decline over 5 years

-28.64%

-55.85%

+27.21%

Max Drawdown (10Y)

Largest decline over 10 years

-54.68%

-55.85%

+1.17%

Current Drawdown

Current decline from peak

-6.85%

-44.02%

+37.17%

Average Drawdown

Average peak-to-trough decline

-15.31%

-13.63%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.80%

28.61%

-21.81%

Volatility

PH vs. BRO - Volatility Comparison

The current volatility for Parker-Hannifin Corporation (PH) is 6.33%, while Brown & Brown, Inc. (BRO) has a volatility of 11.02%. This indicates that PH experiences smaller price fluctuations and is considered to be less risky than BRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHBRODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

11.02%

-4.69%

Volatility (6M)

Calculated over the trailing 6-month period

19.36%

23.89%

-4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

25.42%

30.37%

-4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.61%

25.27%

+3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.61%

23.84%

+7.77%

Dividends

PH vs. BRO - Dividend Comparison

PH's dividend yield for the trailing twelve months is around 0.78%, less than BRO's 0.94% yield.


PositionTTM20252024202320222021202020192018201720162015
BRO
Brown & Brown, Inc.
0.94%0.77%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%
PH
Parker-Hannifin Corporation
0.78%0.80%1.00%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%

Financials

PH vs. BRO - Financials Comparison

This section allows you to compare key financial metrics between Parker-Hannifin Corporation 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B2.00B3.00B4.00B5.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
5.49B
1.90B
(PH) Total Revenue
(BRO) Total Revenue
Values in USD except per share items

PH vs. BRO - Profitability Comparison

The chart below illustrates the profitability comparison between Parker-Hannifin Corporation and Brown & Brown, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
36.8%
52.3%
Portfolio components
PH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Parker-Hannifin Corporation reported a gross profit of 2.02B and revenue of 5.49B. Therefore, the gross margin over that period was 36.8%.

BRO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Brown & Brown, Inc. reported a gross profit of 994.00M and revenue of 1.90B. Therefore, the gross margin over that period was 52.3%.

PH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Parker-Hannifin Corporation reported an operating income of 1.13B and revenue of 5.49B, resulting in an operating margin of 20.7%.

BRO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Brown & Brown, Inc. reported an operating income of 0.00 and revenue of 1.90B, resulting in an operating margin of 0.0%.

PH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Parker-Hannifin Corporation reported a net income of 904.00M and revenue of 5.49B, resulting in a net margin of 16.5%.

BRO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Brown & Brown, Inc. reported a net income of 426.00M and revenue of 1.90B, resulting in a net margin of 22.4%.


Frequently Asked Questions


PH and BRO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRO has higher volatility (11.02%) compared to PH (6.33%). In terms of maximum drawdown, PH dropped -66.92% vs BRO's -55.85%.

PH currently has the higher Sharpe Ratio (1.30 vs -1.09), 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

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