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. Data as of 2026-10-29.
| Last close price | $65.88 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | -0.22% |
| Total return over period | -0.67% |
| Annualized volatility | 25.73% |
| Period volatility | 44.44% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.29 |
| Sortino ratio | -0.39 |
| Max drawdown | -55.85% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.05% |
| Correlation with the S&P 500 | 0.12 |
| Period range | $54.38 – $123.16 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Brown & Brown (BRO) has posted an annualized return of -0.22% with annual volatility of 25.73%, 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 0.12, 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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