PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TNET vs. BR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

TNET vs. BR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TriNet Group, Inc. (TNET) and Broadridge Financial Solutions, Inc. (BR). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-11.31%
11.42%
TNET
BR

Returns By Period

In the year-to-date period, TNET achieves a -20.24% return, which is significantly lower than BR's 10.89% return. Over the past 10 years, TNET has underperformed BR with an annualized return of 11.80%, while BR has yielded a comparatively higher 19.55% annualized return.


TNET

YTD

-20.24%

1M

3.22%

6M

-11.31%

1Y

-14.56%

5Y (annualized)

11.84%

10Y (annualized)

11.80%

BR

YTD

10.89%

1M

3.01%

6M

11.42%

1Y

23.67%

5Y (annualized)

15.24%

10Y (annualized)

19.55%

Fundamentals


TNETBR
Market Cap$4.41B$26.35B
EPS$5.23$5.77
PE Ratio17.0239.06
PEG Ratio7.222.09
Total Revenue (TTM)$4.97B$6.50B
Gross Profit (TTM)$921.00M$1.93B
EBITDA (TTM)$501.00M$1.55B

Key characteristics


TNETBR
Sharpe Ratio-0.411.38
Sortino Ratio-0.331.95
Omega Ratio0.951.25
Calmar Ratio-0.372.91
Martin Ratio-0.747.04
Ulcer Index19.95%3.51%
Daily Std Dev36.12%17.96%
Max Drawdown-67.58%-59.02%
Current Drawdown-29.11%-1.58%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.4

The correlation between TNET and BR is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

TNET vs. BR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TriNet Group, Inc. (TNET) and Broadridge Financial Solutions, Inc. (BR). 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.


Sharpe ratio
The chart of Sharpe ratio for TNET, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.00-0.411.38
The chart of Sortino ratio for TNET, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.00-0.331.95
The chart of Omega ratio for TNET, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.25
The chart of Calmar ratio for TNET, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.372.91
The chart of Martin ratio for TNET, currently valued at -0.74, compared to the broader market-10.000.0010.0020.0030.00-0.747.04
TNET
BR

The current TNET Sharpe Ratio is -0.41, which is lower than the BR Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of TNET and BR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.41
1.38
TNET
BR

Dividends

TNET vs. BR - Dividend Comparison

TNET's dividend yield for the trailing twelve months is around 0.80%, less than BR's 1.46% yield.


TTM20232022202120202019201820172016201520142013
TNET
TriNet Group, Inc.
0.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BR
Broadridge Financial Solutions, Inc.
1.46%1.48%2.04%1.33%1.46%1.66%1.77%1.53%1.90%2.12%2.08%1.97%

Drawdowns

TNET vs. BR - Drawdown Comparison

The maximum TNET drawdown since its inception was -67.58%, which is greater than BR's maximum drawdown of -59.02%. Use the drawdown chart below to compare losses from any high point for TNET and BR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-29.11%
-1.58%
TNET
BR

Volatility

TNET vs. BR - Volatility Comparison

TriNet Group, Inc. (TNET) has a higher volatility of 21.22% compared to Broadridge Financial Solutions, Inc. (BR) at 5.15%. This indicates that TNET's price experiences larger fluctuations and is considered to be riskier than BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
21.22%
5.15%
TNET
BR

Financials

TNET vs. BR - Financials Comparison

This section allows you to compare key financial metrics between TriNet Group, Inc. and Broadridge Financial Solutions, 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


Values in USD except per share items