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

Correlation

The correlation between VVPR and BRO is 0.57, 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.


Performance

VVPR vs. BRO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VVPR:

0.25

BRO:

1.40

Sortino Ratio

VVPR:

2.52

BRO:

1.84

Omega Ratio

VVPR:

1.33

BRO:

1.27

Calmar Ratio

VVPR:

0.47

BRO:

2.24

Martin Ratio

VVPR:

0.90

BRO:

5.65

Ulcer Index

VVPR:

52.08%

BRO:

5.24%

Daily Std Dev

VVPR:

243.23%

BRO:

21.25%

Max Drawdown

VVPR:

-99.64%

BRO:

-54.08%

Current Drawdown

VVPR:

-97.40%

BRO:

-9.14%

Fundamentals

Market Cap

VVPR:

$46.92M

BRO:

$32.36B

EPS

VVPR:

-$12.61

BRO:

$3.62

PEG Ratio

VVPR:

0.00

BRO:

4.41

PS Ratio

VVPR:

593.93

BRO:

6.66

PB Ratio

VVPR:

45.03

BRO:

4.74

Total Revenue (TTM)

VVPR:

-$5.83M

BRO:

$4.84B

Gross Profit (TTM)

VVPR:

$211.00K

BRO:

$2.22B

EBITDA (TTM)

VVPR:

-$34.68M

BRO:

$1.76B

Returns By Period

In the year-to-date period, VVPR achieves a 248.87% return, which is significantly higher than BRO's 10.97% return.


VVPR

YTD

248.87%

1M

29.61%

6M

293.22%

1Y

58.36%

3Y*

-31.91%

5Y*

-13.21%

10Y*

N/A

BRO

YTD

10.97%

1M

3.70%

6M

0.10%

1Y

26.82%

3Y*

24.70%

5Y*

23.78%

10Y*

22.49%

*Annualized

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VivoPower International PLC

Brown & Brown, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VVPR vs. BRO — Risk-Adjusted Performance Rank

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

VVPR
The Risk-Adjusted Performance Rank of VVPR is 7575
Overall Rank
The Sharpe Ratio Rank of VVPR is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VVPR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of VVPR is 8989
Omega Ratio Rank
The Calmar Ratio Rank of VVPR is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VVPR is 6262
Martin Ratio Rank

BRO
The Risk-Adjusted Performance Rank of BRO is 8787
Overall Rank
The Sharpe Ratio Rank of BRO is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BRO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BRO is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BRO is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BRO is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VVPR vs. BRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VivoPower International PLC (VVPR) 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.


The current VVPR Sharpe Ratio is 0.25, which is lower than the BRO Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of VVPR 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VVPR vs. BRO - Dividend Comparison

VVPR has not paid dividends to shareholders, while BRO's dividend yield for the trailing twelve months is around 0.51%.


TTM20242023202220212020201920182017201620152014
VVPR
VivoPower International PLC
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.
0.51%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%

Drawdowns

VVPR vs. BRO - Drawdown Comparison

The maximum VVPR drawdown since its inception was -99.64%, which is greater than BRO's maximum drawdown of -54.08%. Use the drawdown chart below to compare losses from any high point for VVPR and BRO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VVPR vs. BRO - Volatility Comparison

VivoPower International PLC (VVPR) has a higher volatility of 61.94% compared to Brown & Brown, Inc. (BRO) at 4.54%. This indicates that VVPR'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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Financials

VVPR vs. BRO - Financials Comparison

This section allows you to compare key financial metrics between VivoPower International 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


0.00500.00M1.00B20212022202320242025
63.00K
1.39B
(VVPR) Total Revenue
(BRO) Total Revenue
Values in USD except per share items