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

Performance

RYCEY vs. BRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rolls-Royce Holdings plc (RYCEY) 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, RYCEY achieves a 6.89% return, which is significantly higher than BRO's -26.85% return. Over the past 10 years, RYCEY has underperformed BRO with an annualized return of 7.82%, while BRO has yielded a comparatively higher 13.27% annualized return.


RYCEY

1D
-0.24%
1M
-0.36%
YTD
6.89%
6M
11.28%
1Y
38.97%
3Y*
110.24%
5Y*
60.04%
10Y*
7.82%

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)

RYCEY vs. BRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYCEY
Rolls-Royce Holdings plc
6.89%123.64%88.21%253.27%-33.95%2.53%-82.05%-12.69%-7.35%40.70%
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 RYCEY and BRO is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

0.09

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

0.19

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2014

0.22

The correlation between RYCEY and BRO shifts across timeframes, from -0.12 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

RYCEY:

$0.99

BRO:

$4.76

PE Ratio

RYCEY:

16.89

BRO:

12.18

PEG Ratio

RYCEY:

0.03

BRO:

0.89

PS Ratio

RYCEY:

3.52

BRO:

2.18

Total Revenue (TTM)

RYCEY:

$40.04B

BRO:

$6.43B

Gross Profit (TTM)

RYCEY:

$10.10B

BRO:

$3.82B

EBITDA (TTM)

RYCEY:

$8.04B

BRO:

$1.51B

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Return for Risk

RYCEY vs. BRO — Risk / Return Rank

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

RYCEY
RYCEY Risk / Return Rank: 7272
Overall Rank
RYCEY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
RYCEY Sortino Ratio Rank: 7070
Sortino Ratio Rank
RYCEY Omega Ratio Rank: 6767
Omega Ratio Rank
RYCEY Calmar Ratio Rank: 7373
Calmar Ratio Rank
RYCEY 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.

RYCEY vs. BRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) 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.


RYCEYBRODifference
Sharpe ratioReturn per unit of total volatility

+2.70

Sortino ratioReturn per unit of downside risk

+4.16

Omega ratioGain probability vs. loss probability

1.20

0.69

+0.52

Calmar ratioReturn relative to maximum drawdown

1.80

-0.93

+2.73

Martin ratioReturn relative to average drawdown

5.11

-1.59

+6.70

RYCEY vs. BRO - Sharpe Ratio Comparison

The current RYCEY Sharpe Ratio is 1.04, which is higher than the BRO Sharpe Ratio of -1.66. The chart below compares the historical Sharpe Ratios of RYCEY 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


RYCEYBRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

-1.66

+2.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.39

0.12

+1.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.56

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.50

-0.74

Drawdowns

RYCEY vs. BRO - Drawdown Comparison

The maximum RYCEY drawdown since its inception was -99.07%, which is greater than BRO's maximum drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for RYCEY and BRO.


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Drawdown Indicators


RYCEYBRODifference

Max Drawdown

Largest peak-to-trough decline

-99.07%

-55.85%

-43.22%

Max Drawdown (1Y)

Largest decline over 1 year

-21.75%

-50.55%

+28.80%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-55.85%

+32.48%

Max Drawdown (5Y)

Largest decline over 5 years

-62.01%

-55.85%

-6.16%

Max Drawdown (10Y)

Largest decline over 10 years

-94.64%

-55.85%

-38.79%

Current Drawdown

Current decline from peak

-78.78%

-52.91%

-25.87%

Average Drawdown

Average peak-to-trough decline

-84.19%

-13.52%

-70.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.65%

29.57%

-21.92%

Volatility

RYCEY vs. BRO - Volatility Comparison

Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 11.26% compared to Brown & Brown, Inc. (BRO) at 9.52%. This indicates that RYCEY'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.


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Volatility by Period


RYCEYBRODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.26%

9.52%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

32.56%

21.90%

+10.66%

Volatility (1Y)

Calculated over the trailing 1-year period

37.74%

28.53%

+9.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.44%

24.81%

+18.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.35%

23.69%

+25.66%

Dividends

RYCEY vs. BRO - Dividend Comparison

RYCEY's dividend yield for the trailing twelve months is around 0.76%, 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%
RYCEY
Rolls-Royce Holdings plc
0.76%0.86%0.00%0.00%0.00%0.00%5.51%1.56%1.32%1.55%4.19%14.44%

Financials

RYCEY vs. BRO - Financials Comparison

This section allows you to compare key financial metrics between Rolls-Royce Holdings plc 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


0.002.00B4.00B6.00B8.00B10.00B12.00B202120222023202420252026
11.64B
1.90B
(RYCEY) Total Revenue
(BRO) Total Revenue
Values in USD except per share items

RYCEY vs. BRO - Profitability Comparison

The chart below illustrates the profitability comparison between Rolls-Royce Holdings plc 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

0.0%20.0%40.0%60.0%80.0%202120222023202420252026
27.4%
52.3%
Portfolio components
RYCEY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a gross profit of 3.19B and revenue of 11.64B. Therefore, the gross margin over that period was 27.4%.

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%.

RYCEY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported an operating income of 3.23B and revenue of 11.64B, resulting in an operating margin of 27.7%.

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%.

RYCEY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a net income of 1.42B and revenue of 11.64B, resulting in a net margin of 12.2%.

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


RYCEY and BRO have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYCEY has higher volatility (11.26%) compared to BRO (9.52%). In terms of maximum drawdown, RYCEY dropped -99.07% vs BRO's -55.85%.

RYCEY currently has the higher Sharpe Ratio (1.04 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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