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

Performance

RLI vs. BRO - Performance Comparison

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

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RLI vs. BRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RLI
RLI Corp.
-10.77%-19.13%27.57%3.77%24.80%10.67%18.08%33.22%16.69%0.38%
BRO
Brown & Brown, Inc.
-19.01%-21.37%44.32%25.73%-18.39%49.31%21.06%44.67%8.30%16.15%

Fundamentals

Market Cap

RLI:

$5.25B

BRO:

$21.83B

EPS

RLI:

$4.37

BRO:

$3.28

PE Ratio

RLI:

13.04

BRO:

19.65

PEG Ratio

RLI:

0.59

BRO:

1.47

PS Ratio

RLI:

3.60

BRO:

3.50

PB Ratio

RLI:

0.85

BRO:

1.74

Total Revenue (TTM)

RLI:

$1.46B

BRO:

$5.91B

Gross Profit (TTM)

RLI:

$402.13M

BRO:

$3.52B

EBITDA (TTM)

RLI:

$482.89M

BRO:

$2.05B

Returns By Period

In the year-to-date period, RLI achieves a -10.77% return, which is significantly higher than BRO's -19.01% return. Over the past 10 years, RLI has underperformed BRO with an annualized return of 8.98%, while BRO has yielded a comparatively higher 14.72% annualized return.


RLI

1D
-0.18%
1M
-9.30%
YTD
-10.77%
6M
-6.60%
1Y
-26.47%
3Y*
-1.99%
5Y*
3.87%
10Y*
8.98%

BRO

1D
-1.24%
1M
-11.00%
YTD
-19.01%
6M
-30.27%
1Y
-47.73%
3Y*
4.59%
5Y*
7.45%
10Y*
14.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RLI vs. BRO — Risk / Return Rank

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

RLI
RLI Risk / Return Rank: 55
Overall Rank
RLI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
RLI Sortino Ratio Rank: 44
Sortino Ratio Rank
RLI Omega Ratio Rank: 66
Omega Ratio Rank
RLI Calmar Ratio Rank: 44
Calmar Ratio Rank
RLI Martin Ratio Rank: 1010
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: 22
Calmar Ratio Rank
BRO Martin Ratio Rank: 66
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.

RLI vs. BRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RLI Corp. (RLI) 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.


RLIBRODifference

Sharpe ratio

Return per unit of total volatility

-1.17

-1.70

+0.53

Sortino ratio

Return per unit of downside risk

-1.60

-2.49

+0.89

Omega ratio

Gain probability vs. loss probability

0.81

0.66

+0.15

Calmar ratio

Return relative to maximum drawdown

-0.95

-0.98

+0.03

Martin ratio

Return relative to average drawdown

-1.45

-1.63

+0.18

RLI vs. BRO - Sharpe Ratio Comparison

The current RLI Sharpe Ratio is -1.17, which is higher than the BRO Sharpe Ratio of -1.70. The chart below compares the historical Sharpe Ratios of RLI and BRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RLIBRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.17

-1.70

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.31

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.63

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.52

-0.03

Correlation

The correlation between RLI and BRO is 0.35, 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

RLI vs. BRO - Dividend Comparison

RLI's dividend yield for the trailing twelve months is around 4.64%, more than BRO's 0.98% yield.


TTM20252024202320222021202020192018201720162015
RLI
RLI Corp.
4.64%4.11%3.12%2.31%6.12%2.67%1.87%2.12%2.71%4.25%4.42%4.45%
BRO
Brown & Brown, Inc.
0.98%0.77%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%

Drawdowns

RLI vs. BRO - Drawdown Comparison

The maximum RLI drawdown since its inception was -40.55%, smaller than the maximum BRO drawdown of -54.08%. Use the drawdown chart below to compare losses from any high point for RLI and BRO.


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Drawdown Indicators


RLIBRODifference

Max Drawdown

Largest peak-to-trough decline

-40.55%

-54.08%

+13.53%

Max Drawdown (1Y)

Largest decline over 1 year

-27.38%

-48.65%

+21.27%

Max Drawdown (5Y)

Largest decline over 5 years

-33.39%

-48.65%

+15.26%

Max Drawdown (10Y)

Largest decline over 10 years

-33.39%

-48.65%

+15.26%

Current Drawdown

Current decline from peak

-32.65%

-47.86%

+15.21%

Average Drawdown

Average peak-to-trough decline

-9.72%

-13.32%

+3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.01%

29.31%

-11.30%

Volatility

RLI vs. BRO - Volatility Comparison

The current volatility for RLI Corp. (RLI) is 6.06%, while Brown & Brown, Inc. (BRO) has a volatility of 8.04%. This indicates that RLI 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


RLIBRODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

8.04%

-1.98%

Volatility (6M)

Calculated over the trailing 6-month period

16.38%

20.56%

-4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

22.69%

28.08%

-5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.85%

24.20%

-1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.35%

23.34%

+3.01%

Financials

RLI vs. BRO - Financials Comparison

This section allows you to compare key financial metrics between RLI Corp. 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


0.00500.00M1.00B1.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
42.33M
1.67B
(RLI) Total Revenue
(BRO) Total Revenue
Values in USD except per share items