SLF vs. BRO
Compare and contrast key facts about Sun Life Financial Inc. (SLF) and Brown & Brown, Inc. (BRO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SLF or BRO.
Key characteristics
| SLF | BRO | |
|---|---|---|
| YTD Return | 12.47% | 45.79% |
| 1Y Return | 16.93% | 41.64% |
| 3Y Return (Ann) | 8.24% | 22.80% |
| 5Y Return (Ann) | 9.28% | 24.08% |
| 10Y Return (Ann) | 8.10% | 21.44% |
| Sharpe Ratio | 0.95 | 2.31 |
| Daily Std Dev | 17.60% | 18.63% |
| Max Drawdown | -78.78% | -54.08% |
| Current Drawdown | -0.19% | -2.48% |
Fundamentals
| SLF | BRO | |
|---|---|---|
| Market Cap | $32.58B | $29.44B |
| EPS | $3.88 | $3.47 |
| PE Ratio | 14.54 | 29.74 |
| PEG Ratio | 1.20 | 4.41 |
| Total Revenue (TTM) | $34.94B | $4.53B |
| Gross Profit (TTM) | $34.94B | $3.84B |
| EBITDA (TTM) | $1.80B | $1.57B |
Correlation
The correlation between SLF and BRO is 0.38, 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
SLF vs. BRO - Performance Comparison
In the year-to-date period, SLF achieves a 12.47% return, which is significantly lower than BRO's 45.79% return. Over the past 10 years, SLF has underperformed BRO with an annualized return of 8.10%, while BRO has yielded a comparatively higher 21.44% 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
SLF vs. BRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF) 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
SLF vs. BRO - Dividend Comparison
SLF's dividend yield for the trailing twelve months is around 4.16%, more than BRO's 0.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 4.16% | 4.26% | 4.60% | 3.17% | 3.70% | 3.46% | 4.41% | 3.25% | 3.18% | 3.76% | 3.61% | 3.91% |
BRO Brown & Brown, Inc. | 0.50% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% | 1.18% |
Drawdowns
SLF vs. BRO - Drawdown Comparison
The maximum SLF drawdown since its inception was -78.78%, which is greater than BRO's maximum drawdown of -54.08%. Use the drawdown chart below to compare losses from any high point for SLF and BRO. For additional features, visit the drawdowns tool.
Volatility
SLF vs. BRO - Volatility Comparison
The current volatility for Sun Life Financial Inc. (SLF) is 3.29%, while Brown & Brown, Inc. (BRO) has a volatility of 4.42%. This indicates that SLF 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.
Financials
SLF vs. BRO - Financials Comparison
This section allows you to compare key financial metrics between Sun Life Financial 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