Brown & Brown Inc

10-Year Study

BRO.US · Financial Services · US · Common Stock

Executive Summary: Brown & Brown Inc has compounded at 15.4% annually over the last 10 years, with a maximum drawdown of 47.2% and an annualized volatility of 27.6%.

1Y CAGR
-41.3%
3Y CAGR
+4.1%
5Y CAGR
+6.3%
10Y CAGR
+15.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
47.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.92
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +49.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -21.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.5-0.2-9.25.5————————-13.5%
20252.613.44.9-11.12.2-1.8-17.66.3-3.3-15.01.1-0.9-21.4%
20249.18.84.0-6.99.9-0.111.25.9-1.51.08.2-9.844.3%
20232.8-4.12.412.1-3.010.42.35.4-5.7-0.47.7-4.925.7%
2022-5.72.26.9-14.2-4.0-1.711.6-3.0-4.1-2.81.6-4.4-18.4%
2021-9.16.7-0.416.3-1.11.22.46.9-4.513.82.29.149.3%
202013.7-4.0-15.8-0.912.21.411.62.2-2.4-3.93.75.321.1%
2019-1.59.4-0.47.6-0.36.17.32.9-2.34.50.44.644.7%
20182.00.6-3.37.02.3-0.25.54.4-3.0-4.43.0-5.08.3%
2017-6.12.6-3.22.81.6-0.83.61.17.23.72.80.416.2%
2016———-1.93.13.9-2.22.60.6-1.917.63.526.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 27.6%. The dominant macroeconomic risk driver is QUAL.US, accounting for 25.3% of variance. Idiosyncratic stock-specific factors contribute 24.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019807.288743564091
2016-05-0110107.793855689222
2016-06-0110503.037993216369
2016-07-0110275.981552426734
2016-08-0110538.42024352749
2016-09-0110605.890534638005
2016-10-0110405.248773822015
2016-11-0112237.31729337986
2016-12-0112663.612405749007
2017-01-0111892.95039164491
2017-02-0112205.839291378932
2017-03-0111815.048437080599
2017-04-0112149.227690881142
2017-05-0112338.2177106464
2017-06-0112235.914204143386
2017-07-0112670.627851931384
2017-08-0112812.156853175862
2017-09-0113732.583392303752
2017-10-0114246.17505673361
2017-11-0114649.227690881142
2017-12-0114709.255508650349
2018-01-0115000.793050438007
2018-02-0115089.675703374736
2018-03-0114585.173617042044
2018-04-0115611.380883824213
2018-05-0115970.205705082843
2018-06-0115941.472877675022
2018-07-0116821.02681730558
2018-08-0117567.16527171128
2018-09-0117042.7149166687
2018-10-0116288.767965642617
2018-11-0116774.297845342964
2018-12-0115930.37017154291
2019-01-0115699.165466923698
2019-02-0117170.396037187966
2019-03-0117106.646982748105
2019-04-0118405.114565286352
2019-05-0118346.001805714845
2019-06-0119467.558136697495
2019-07-0120879.675947390257
2019-08-0121486.29852858642
2019-09-0121002.84278080086
2019-10-0121946.38979039067
2019-11-0122030.941167858276
2019-12-0123046.71677118665
2020-01-0126210.62199555892
2020-02-0125154.217808252608
2020-03-0121183.109245748034
2020-04-0121001.805714843464
2020-05-0123564.761718845322
2020-06-0123893.023596300733
2020-07-0126653.99819428516
2020-08-0127250.006100387985
2020-09-0126586.344891535107
2020-10-0125552.756155291478
2020-11-0126500.512432590716
2020-12-0127901.161513872285
2021-01-0125358.824821258637
2021-02-0127069.73963544082
2021-03-0126957.736512042167
2021-04-0131363.19269905566
2021-05-0131027.5493521388
2021-06-0131393.81664673874
2021-07-0132138.18598862888
2021-08-0134352.50481930651
2021-09-0132813.92596569142
2021-10-0137346.88026158464
2021-11-0138179.46121373319
2021-12-0141658.93950855275
2022-01-0139287.901710548795
2022-02-0140136.709694736586
2022-03-0142903.11363802738
2022-04-0136794.490129572245
2022-05-0135306.42248847027
2022-06-0134693.882530928975
2022-07-0138713.97720895049
2022-08-0137547.888045679705
2022-09-0136023.09606890999
2022-10-0135016.471047558625
2022-11-0135562.516776066965
2022-12-0133998.987335594546
2023-01-0134947.84168273103
2023-02-0133527.85437153803
2023-03-0134335.11871355018
2023-04-0138502.96478856055
2023-05-0137338.095702886705
2023-06-0141237.82972597057
2023-07-0142202.30106634782
2023-08-0144460.66469827481
2023-09-0141904.60213269565
2023-10-0141731.412117810694
2023-11-0144929.479514897146
2023-12-0142747.30972889876
2024-01-0146624.71633195872
2024-02-0150707.27898294332
2024-03-0152712.47651350626
2024-04-0149099.58273346185
2024-05-0153983.43134623363
2024-06-0153923.098509065174
2024-07-0159966.142846685056
2024-08-0163486.85976428101
2024-09-0162562.95600400186
2024-10-0163190.990947024235
2024-11-0168395.23193675118
2024-12-0161694.80978990264
2025-01-0163291.28132549231
2025-02-0171786.62062907201
2025-03-0175335.3993313975
2025-04-0166978.29481955053
2025-05-0168463.37327054002
2025-06-0167232.37597911227
2025-07-0155407.444913496496
2025-08-0158884.361045362486
2025-09-0156965.11798150363
2025-10-0148431.59024913985
2025-11-0148952.92940631024
2025-12-0148508.63814938631
2026-01-0143882.95795612602
2026-02-0143812.98650594178
2026-03-0139780.630048071056
2026-04-0141982.870110539036
Annual Return Matrix
YearAnnual Return
20170.1615370904729101
20180.08301675514266771
20190.4467157086127205
20200.21063498071685127
20210.4930897944101784
2022-0.18387295171989626
20230.25731126362535317
20240.4432442691988794
2025-0.21373226832890668
2026-0.1345279580669868
Total Factor Risk
0.276132607726551
VTI.US Exposure
-0.01230186806815736
VEA.US Exposure
-0.08876590831755558
VWO.US Exposure
0.09648528593645851
QQQ.US Exposure
-0.05811599350314876
VTV.US Exposure
0.009860773864323553
IJR.US Exposure
-0.0388471659018636
QUAL.US Exposure
0.25313950524967815
SHV.US Exposure
0.22557160079266247
TLT.US Exposure
0.039002890137403746
LQD.US Exposure
-0.005275903702553098
HYG.US Exposure
0.0530929659816187
GLD.US Exposure
-0.0029742550130005324
USO.US Exposure
0.010068485353827077
VNQ.US Exposure
0.1040212283849777
BTC-USD.CC Exposure
0.035993571775068935
CPER.US Exposure
0.04594784295889286
VIX.INDX Exposure
0.023413976897105324
UUP.US Exposure
0.03920527354015635
TIP.US Exposure
0.02351053738126722
Idiosyncratic Exposure
0.24696715625283824
Value Score
41.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →21.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.93%
Market Cap$22.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$101
Avg Yield on Cost
1.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$100.661.01%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-17.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
42.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.83
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brown & Brown Inc a high-risk investment?

Brown & Brown Inc (BRO.US) has an annualized volatility of 27.6% and experienced a maximum drawdown of 47.2% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of BRO.US?

Over the past 10 years, BRO.US has generated a Compound Annual Growth Rate (CAGR) of 15.4%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Brown & Brown Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest