^BSE100 vs. BRK-B
^BSE100 (S&P BSE-100) is an index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, ^BSE100 returned 11.59%/yr vs 17.23%/yr for BRK-B. At a 0.05 correlation, their price movements are largely independent.
Performance
^BSE100 vs. BRK-B - Performance Comparison
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Different Trading Currencies
^BSE100 is traded in INR, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to INR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ^BSE100 achieves a -9.01% return, which is significantly lower than BRK-B's 2.63% return. Over the past 10 years, ^BSE100 has underperformed BRK-B with an annualized return of 11.59%, while BRK-B has yielded a comparatively higher 17.23% annualized return.
^BSE100
- 1D
- 0.09%
- 1M
- -3.63%
- YTD
- -9.01%
- 6M
- -9.18%
- 1Y
- -4.20%
- 3Y*
- 9.44%
- 5Y*
- 9.30%
- 10Y*
- 11.59%
BRK-B
- 1D
- 1.09%
- 1M
- 4.26%
- YTD
- 2.63%
- 6M
- 2.21%
- 1Y
- 10.51%
- 3Y*
- 19.01%
- 5Y*
- 16.76%
- 10Y*
- 17.23%
^BSE100 vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^BSE100 S&P BSE-100 | -9.01% | 9.11% | 11.96% | 21.49% | 4.54% | 25.00% | 15.24% | 9.63% | 1.19% | 31.52% |
BRK-B Berkshire Hathaway Inc. | 2.63% | 16.20% | 30.94% | 16.26% | 14.42% | 31.52% | 4.95% | 13.74% | 12.33% | 14.07% |
Correlation
The correlation between ^BSE100 and BRK-B is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2011 | 0.05 |
The correlation between ^BSE100 and BRK-B shifts across timeframes, from -0.11 (1 year) to 0.08 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
^BSE100 vs. BRK-B — Risk / Return Rank
^BSE100
BRK-B
^BSE100 vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P BSE-100 (^BSE100) and Berkshire Hathaway Inc. (BRK-B). 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.
| ^BSE100 | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.14 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 1.78 | -2.03 |
| Martin ratioReturn relative to average drawdown | -0.74 | 4.00 | -4.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ^BSE100 | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | 0.74 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 1.00 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.92 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.73 | -0.08 |
Drawdowns
^BSE100 vs. BRK-B - Drawdown Comparison
The maximum ^BSE100 drawdown since its inception was -38.32%, smaller than the maximum BRK-B drawdown of -46.30%. Use the drawdown chart below to compare losses from any high point for ^BSE100 and BRK-B.
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Drawdown Indicators
| ^BSE100 | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.32% | -46.30% | +7.98% |
Max Drawdown (1Y)Largest decline over 1 year | -15.12% | -5.92% | -9.20% |
Max Drawdown (3Y)Largest decline over 3 years | -17.01% | -12.53% | -4.48% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -23.76% | +6.54% |
Max Drawdown (10Y)Largest decline over 10 years | -38.32% | -24.40% | -13.92% |
Current DrawdownCurrent decline from peak | -10.15% | -1.50% | -8.65% |
Average DrawdownAverage peak-to-trough decline | -5.76% | -8.25% | +2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 2.63% | +2.42% |
Volatility
^BSE100 vs. BRK-B - Volatility Comparison
The current volatility for S&P BSE-100 (^BSE100) is 3.94%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.31%. This indicates that ^BSE100 experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^BSE100 | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 4.31% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 10.57% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.30% | 14.21% | -0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.95% | 16.75% | -2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.21% | 18.84% | -2.63% |
Frequently Asked Questions
^BSE100 and BRK-B have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRK-B has higher volatility (4.31%) compared to ^BSE100 (3.94%). In terms of maximum drawdown, ^BSE100 dropped -38.32% vs BRK-B's -46.30%.
BRK-B currently has the higher Sharpe Ratio (0.74 vs -0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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