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

Performance

T vs. BRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) 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, T achieves a -7.40% return, which is significantly higher than BRO's -26.85% return. Over the past 10 years, T has underperformed BRO with an annualized return of 2.86%, while BRO has yielded a comparatively higher 13.27% annualized return.


T

1D
-1.10%
1M
-10.57%
YTD
-7.40%
6M
-7.40%
1Y
-16.38%
3Y*
18.39%
5Y*
6.60%
10Y*
2.86%

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)

T vs. BRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-7.40%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
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 T and BRO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.20

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

0.27

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

0.30

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

0.23

The correlation between T and BRO shifts across timeframes, from 0.13 (1 year) to 0.30 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

T:

$3.04

BRO:

$4.76

PE Ratio

T:

7.39

BRO:

12.18

PEG Ratio

T:

0.31

BRO:

0.89

PS Ratio

T:

1.29

BRO:

2.18

Total Revenue (TTM)

T:

$125.65B

BRO:

$6.43B

Gross Profit (TTM)

T:

$105.41B

BRO:

$3.82B

EBITDA (TTM)

T:

$54.70B

BRO:

$1.51B

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Return for Risk

T vs. BRO — Risk / Return Rank

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

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1414
Calmar Ratio Rank
T Martin Ratio Rank: 44
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.

T vs. BRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.


TBRODifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.50

Omega ratioGain probability vs. loss probability

0.89

0.69

+0.20

Calmar ratioReturn relative to maximum drawdown

-0.75

-0.93

+0.18

Martin ratioReturn relative to average drawdown

-1.59

-1.59

+0.01

T vs. BRO - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.75, which is higher than the BRO Sharpe Ratio of -1.66. The chart below compares the historical Sharpe Ratios of T 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


TBRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

-1.66

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.12

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.56

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.50

-0.13

Drawdowns

T vs. BRO - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than BRO's maximum drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for T and BRO.


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Drawdown Indicators


TBRODifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-55.85%

-8.30%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

-50.55%

+28.68%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

-55.85%

+33.98%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-55.85%

+23.84%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-55.85%

+13.50%

Current Drawdown

Current decline from peak

-21.87%

-52.91%

+31.04%

Average Drawdown

Average peak-to-trough decline

-15.72%

-13.52%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.34%

29.57%

-19.23%

Volatility

T vs. BRO - Volatility Comparison

The current volatility for AT&T Inc. (T) is 7.50%, while Brown & Brown, Inc. (BRO) has a volatility of 9.52%. This indicates that T 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


TBRODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

9.52%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

21.90%

-4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

28.53%

-6.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

24.81%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

23.69%

+0.02%

Dividends

T vs. BRO - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.93%, more 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%
T
AT&T Inc.
4.93%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

T vs. BRO - Financials Comparison

This section allows you to compare key financial metrics between AT&T 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.


Quarterly
Annual

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


0.0010.00B20.00B30.00B40.00B20222023202420252026
33.47B
1.90B
(T) Total Revenue
(BRO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


T and BRO have a correlation of 0.13, 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 T (7.50%). In terms of maximum drawdown, T dropped -64.15% vs BRO's -55.85%.

T currently has the higher Sharpe Ratio (-0.75 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.

Portfolio Optimizer

Find the right allocation for T and BRO

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