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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 0.89% return, which is significantly higher than BRO's -26.85% return. Over the past 10 years, PH has outperformed BRO with an annualized return of 24.75%, while BRO has yielded a comparatively lower 13.27% annualized return.


PH

1D
0.09%
1M
0.49%
YTD
0.89%
6M
0.81%
1Y
32.71%
3Y*
36.81%
5Y*
25.26%
10Y*
24.75%

BRO

1D
-1.46%
1M
3.05%
YTD
-26.85%
6M
-24.91%
1Y
-47.08%
3Y*
-2.56%
5Y*
3.04%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PH vs. BRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PH
Parker-Hannifin Corporation
0.89%39.54%39.58%60.81%-6.91%18.30%34.78%40.75%-24.00%44.91%
BRO
Brown & Brown, Inc.
-26.85%-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 -0.01, 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

-0.01

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

0.20

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

0.34

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

0.40

Correlation (All Time)
Calculated using the full available price history since Mar 4, 1992

0.31

The correlation between PH and BRO shifts across timeframes, from -0.01 (1 year) to 0.40 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

PH:

$27.11

BRO:

$4.76

PE Ratio

PH:

32.58

BRO:

12.18

PEG Ratio

PH:

1.37

BRO:

0.89

PS Ratio

PH:

5.40

BRO:

2.18

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: 7676
Overall Rank
PH Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
PH Sortino Ratio Rank: 7777
Sortino Ratio Rank
PH Omega Ratio Rank: 7373
Omega Ratio Rank
PH Calmar Ratio Rank: 7272
Calmar Ratio Rank
PH Martin Ratio Rank: 7777
Martin Ratio Rank

BRO
BRO Risk / Return Rank: 22
Overall Rank
BRO Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BRO Sortino Ratio Rank: 11
Sortino Ratio Rank
BRO Omega Ratio Rank: 11
Omega Ratio Rank
BRO Calmar Ratio Rank: 55
Calmar Ratio Rank
BRO Martin Ratio Rank: 44
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.


PHBRODifference
Sharpe ratioReturn per unit of total volatility

+3.00

Sortino ratioReturn per unit of downside risk

+4.50

Omega ratioGain probability vs. loss probability

1.24

0.69

+0.56

Calmar ratioReturn relative to maximum drawdown

1.70

-0.93

+2.63

Martin ratioReturn relative to average drawdown

5.17

-1.59

+6.77

PH vs. BRO - Sharpe Ratio Comparison

The current PH Sharpe Ratio is 1.34, which is higher than the BRO Sharpe Ratio of -1.66. 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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Sharpe Ratios by Period


PHBRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

-1.66

+3.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.12

+0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.56

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.50

-0.06

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%

-50.55%

+31.21%

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

-13.48%

-52.91%

+39.43%

Average Drawdown

Average peak-to-trough decline

-15.33%

-13.52%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.34%

29.57%

-23.23%

Volatility

PH vs. BRO - Volatility Comparison

The current volatility for Parker-Hannifin Corporation (PH) is 5.59%, while Brown & Brown, Inc. (BRO) has a volatility of 9.52%. 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

5.59%

9.52%

-3.93%

Volatility (6M)

Calculated over the trailing 6-month period

18.60%

21.90%

-3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

24.62%

28.53%

-3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.61%

24.81%

+3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.69%

23.69%

+8.00%

Dividends

PH vs. BRO - Dividend Comparison

PH's dividend yield for the trailing twelve months is around 0.84%, less than BRO's 1.11% yield.


PositionTTM20252024202320222021202020192018201720162015
BRO
Brown & Brown, Inc.
1.11%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
0.84%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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
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%20222023202420252026
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 Jun 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 Jun 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 Jun 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 Jun 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 Jun 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 Jun 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 -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRO has higher volatility (9.52%) compared to PH (5.59%). In terms of maximum drawdown, PH dropped -66.92% vs BRO's -55.85%.

PH currently has the higher Sharpe Ratio (1.34 vs -1.66), 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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