Brown & Brown (BRO): analysis and statistics
Return, volatility, Sharpe ratio and risk for Brown & Brown, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $66.19 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | -2.66% |
| Total return over period | -7.72% |
| Annualized volatility | 24.89% |
| Period volatility | 42.96% |
| Sharpe ratio | -0.26 |
| Sortino ratio | -0.35 |
| Max drawdown | -55.85% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.95% |
| Correlation with the S&P 500 | 0.16 |
| Period range | $54.38 – $123.16 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Brown & Brown (BRO) has posted an annualized return of -2.66% with annual volatility of 24.89%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -55.85%. Its correlation with the S&P 500 is 0.16, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how BRO would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Brown & Brown (BRO) is of the S&P 500.
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