^BSE500 vs. BRK-B
Compare and contrast key facts about S&P BSE-500 (^BSE500) and Berkshire Hathaway Inc. (BRK-B).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^BSE500 or BRK-B.
Key characteristics
| ^BSE500 | BRK-B | |
|---|---|---|
| YTD Return | 22.62% | 28.02% |
| 1Y Return | 34.92% | 23.25% |
| 3Y Return (Ann) | 16.47% | 18.21% |
| 5Y Return (Ann) | 21.06% | 17.07% |
| 10Y Return (Ann) | 13.98% | 12.53% |
| Sharpe Ratio | 2.66 | 1.74 |
| Daily Std Dev | 14.15% | 13.40% |
| Max Drawdown | -38.39% | -53.86% |
| Current Drawdown | -0.37% | -4.59% |
Correlation
The correlation between ^BSE500 and BRK-B is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^BSE500 vs. BRK-B - Performance Comparison
In the year-to-date period, ^BSE500 achieves a 22.62% return, which is significantly lower than BRK-B's 28.02% return. Over the past 10 years, ^BSE500 has outperformed BRK-B with an annualized return of 13.98%, while BRK-B has yielded a comparatively lower 12.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^BSE500 vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P BSE-500 (^BSE500) 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.
Drawdowns
^BSE500 vs. BRK-B - Drawdown Comparison
The maximum ^BSE500 drawdown since its inception was -38.39%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ^BSE500 and BRK-B. For additional features, visit the drawdowns tool.
Volatility
^BSE500 vs. BRK-B - Volatility Comparison
The current volatility for S&P BSE-500 (^BSE500) is 2.29%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.74%. This indicates that ^BSE500 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.