Brown & Brown (BRO): analysis and statistics
Return, volatility, Sharpe ratio and risk for Brown & Brown, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $70.90 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +0.93% |
| Total return over period | +2.79% |
| Annualized volatility | 24.56% |
| Sharpe ratio | -0.11 |
| Sortino ratio | -0.15 |
| Max drawdown | -55.85% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.89% |
| Correlation with the S&P 500 | 0.17 |
| 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 +0.93% with annual volatility of 24.56%, 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 0.17, 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 S&P 500 stocks, try the optimizer.
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