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

Correlation

The correlation between WASH and BRO is 0.31, 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

WASH vs. BRO - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
28.77%
10.95%
WASH
BRO

Key characteristics

Sharpe Ratio

WASH:

0.20

BRO:

2.69

Sortino Ratio

WASH:

0.59

BRO:

3.73

Omega Ratio

WASH:

1.07

BRO:

1.48

Calmar Ratio

WASH:

0.15

BRO:

4.42

Martin Ratio

WASH:

0.54

BRO:

16.54

Ulcer Index

WASH:

14.61%

BRO:

2.94%

Daily Std Dev

WASH:

39.98%

BRO:

18.05%

Max Drawdown

WASH:

-60.33%

BRO:

-54.08%

Current Drawdown

WASH:

-37.48%

BRO:

-9.25%

Fundamentals

Market Cap

WASH:

$653.61M

BRO:

$29.51B

EPS

WASH:

$2.67

BRO:

$3.67

PE Ratio

WASH:

12.71

BRO:

28.11

PEG Ratio

WASH:

4.01

BRO:

4.41

Total Revenue (TTM)

WASH:

$350.09M

BRO:

$4.65B

Gross Profit (TTM)

WASH:

$351.28M

BRO:

$3.72B

EBITDA (TTM)

WASH:

$27.62M

BRO:

$1.59B

Returns By Period

In the year-to-date period, WASH achieves a 3.76% return, which is significantly lower than BRO's 45.61% return. Over the past 10 years, WASH has underperformed BRO with an annualized return of 2.38%, while BRO has yielded a comparatively higher 21.39% annualized return.


WASH

YTD

3.76%

1M

-14.03%

6M

27.77%

1Y

7.93%

5Y*

-5.07%

10Y*

2.38%

BRO

YTD

45.61%

1M

-6.09%

6M

10.95%

1Y

47.06%

5Y*

21.55%

10Y*

21.39%

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Risk-Adjusted Performance

WASH vs. BRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Washington Trust Bancorp, Inc. (WASH) 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 WASH, currently valued at 0.20, compared to the broader market-4.00-2.000.002.000.202.69
The chart of Sortino ratio for WASH, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.593.73
The chart of Omega ratio for WASH, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.48
The chart of Calmar ratio for WASH, currently valued at 0.15, compared to the broader market0.002.004.006.000.154.42
The chart of Martin ratio for WASH, currently valued at 0.54, compared to the broader market-5.000.005.0010.0015.0020.0025.000.5416.54
WASH
BRO

The current WASH Sharpe Ratio is 0.20, which is lower than the BRO Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of WASH 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.20
2.69
WASH
BRO

Dividends

WASH vs. BRO - Dividend Comparison

WASH's dividend yield for the trailing twelve months is around 7.07%, more than BRO's 0.52% yield.


TTM20232022202120202019201820172016201520142013
WASH
Washington Trust Bancorp, Inc.
7.07%6.92%4.62%3.73%4.58%3.72%3.70%2.89%2.60%3.44%3.04%2.77%
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

WASH vs. BRO - Drawdown Comparison

The maximum WASH drawdown since its inception was -60.33%, which is greater than BRO's maximum drawdown of -54.08%. Use the drawdown chart below to compare losses from any high point for WASH and BRO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-37.48%
-9.25%
WASH
BRO

Volatility

WASH vs. BRO - Volatility Comparison

Washington Trust Bancorp, Inc. (WASH) has a higher volatility of 11.15% compared to Brown & Brown, Inc. (BRO) at 6.00%. This indicates that WASH'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
11.15%
6.00%
WASH
BRO

Financials

WASH vs. BRO - Financials Comparison

This section allows you to compare key financial metrics between Washington Trust Bancorp, 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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