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TRUP vs. BRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TRUP and BRO is 0.28, 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.


-0.50.00.51.00.3

Performance

TRUP vs. BRO - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
345.00%
652.23%
TRUP
BRO

Key characteristics

Sharpe Ratio

TRUP:

0.81

BRO:

2.69

Sortino Ratio

TRUP:

1.43

BRO:

3.73

Omega Ratio

TRUP:

1.21

BRO:

1.48

Calmar Ratio

TRUP:

0.69

BRO:

4.42

Martin Ratio

TRUP:

3.56

BRO:

16.54

Ulcer Index

TRUP:

16.99%

BRO:

2.94%

Daily Std Dev

TRUP:

75.08%

BRO:

18.05%

Max Drawdown

TRUP:

-87.34%

BRO:

-54.08%

Current Drawdown

TRUP:

-67.36%

BRO:

-9.25%

Fundamentals

Market Cap

TRUP:

$2.28B

BRO:

$29.51B

EPS

TRUP:

-$0.32

BRO:

$3.67

PEG Ratio

TRUP:

0.00

BRO:

4.41

Total Revenue (TTM)

TRUP:

$1.24B

BRO:

$4.65B

Gross Profit (TTM)

TRUP:

$165.94M

BRO:

$3.72B

EBITDA (TTM)

TRUP:

$16.97M

BRO:

$1.59B

Returns By Period

In the year-to-date period, TRUP achieves a 66.27% return, which is significantly higher than BRO's 45.61% return. Both investments have delivered pretty close results over the past 10 years, with TRUP having a 22.33% annualized return and BRO not far behind at 21.39%.


TRUP

YTD

66.27%

1M

-3.65%

6M

83.07%

1Y

63.75%

5Y*

6.82%

10Y*

22.33%

BRO

YTD

45.61%

1M

-6.09%

6M

10.95%

1Y

47.06%

5Y*

21.55%

10Y*

21.39%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TRUP vs. BRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trupanion, Inc. (TRUP) 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.


Sharpe ratio
The chart of Sharpe ratio for TRUP, currently valued at 0.81, compared to the broader market-4.00-2.000.002.000.812.69
The chart of Sortino ratio for TRUP, currently valued at 1.43, compared to the broader market-4.00-2.000.002.004.001.433.73
The chart of Omega ratio for TRUP, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.48
The chart of Calmar ratio for TRUP, currently valued at 0.69, compared to the broader market0.002.004.006.000.694.42
The chart of Martin ratio for TRUP, currently valued at 3.56, compared to the broader market-5.000.005.0010.0015.0020.0025.003.5616.54
TRUP
BRO

The current TRUP Sharpe Ratio is 0.81, which is lower than the BRO Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of TRUP 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.81
2.69
TRUP
BRO

Dividends

TRUP vs. BRO - Dividend Comparison

TRUP has not paid dividends to shareholders, while BRO's dividend yield for the trailing twelve months is around 0.52%.


TTM20232022202120202019201820172016201520142013
TRUP
Trupanion, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BRO
Brown & Brown, Inc.
0.52%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%1.18%

Drawdowns

TRUP vs. BRO - Drawdown Comparison

The maximum TRUP drawdown since its inception was -87.34%, which is greater than BRO's maximum drawdown of -54.08%. Use the drawdown chart below to compare losses from any high point for TRUP and BRO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-67.36%
-9.25%
TRUP
BRO

Volatility

TRUP vs. BRO - Volatility Comparison

Trupanion, Inc. (TRUP) has a higher volatility of 14.75% compared to Brown & Brown, Inc. (BRO) at 6.00%. This indicates that TRUP'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.75%
6.00%
TRUP
BRO

Financials

TRUP vs. BRO - Financials Comparison

This section allows you to compare key financial metrics between Trupanion, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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