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^BSE500 vs. BRK-B
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^BSE500 and BRK-B is 0.23, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

^BSE500 vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P BSE-500 (^BSE500) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
269.58%
595.88%
^BSE500
BRK-B

Key characteristics

Sharpe Ratio

^BSE500:

0.22

BRK-B:

1.58

Sortino Ratio

^BSE500:

0.40

BRK-B:

2.22

Omega Ratio

^BSE500:

1.06

BRK-B:

1.31

Calmar Ratio

^BSE500:

0.19

BRK-B:

3.40

Martin Ratio

^BSE500:

0.43

BRK-B:

8.72

Ulcer Index

^BSE500:

8.56%

BRK-B:

3.43%

Daily Std Dev

^BSE500:

16.39%

BRK-B:

18.92%

Max Drawdown

^BSE500:

-38.39%

BRK-B:

-53.86%

Current Drawdown

^BSE500:

-11.03%

BRK-B:

-1.26%

Returns By Period

In the year-to-date period, ^BSE500 achieves a -2.36% return, which is significantly lower than BRK-B's 17.14% return. Over the past 10 years, ^BSE500 has underperformed BRK-B with an annualized return of 12.51%, while BRK-B has yielded a comparatively higher 14.09% annualized return.


^BSE500

YTD

-2.36%

1M

2.58%

6M

-3.10%

1Y

4.34%

5Y*

23.84%

10Y*

12.51%

BRK-B

YTD

17.14%

1M

-0.42%

6M

16.95%

1Y

31.13%

5Y*

23.33%

10Y*

14.09%

*Annualized

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Risk-Adjusted Performance

^BSE500 vs. BRK-B — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^BSE500
The Risk-Adjusted Performance Rank of ^BSE500 is 3939
Overall Rank
The Sharpe Ratio Rank of ^BSE500 is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSE500 is 3939
Sortino Ratio Rank
The Omega Ratio Rank of ^BSE500 is 4040
Omega Ratio Rank
The Calmar Ratio Rank of ^BSE500 is 4242
Calmar Ratio Rank
The Martin Ratio Rank of ^BSE500 is 3535
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9292
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^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.


The chart of Sharpe ratio for ^BSE500, currently valued at 0.07, compared to the broader market-0.500.000.501.001.50
^BSE500: 0.07
BRK-B: 1.52
The chart of Sortino ratio for ^BSE500, currently valued at 0.22, compared to the broader market-1.00-0.500.000.501.001.502.00
^BSE500: 0.22
BRK-B: 2.15
The chart of Omega ratio for ^BSE500, currently valued at 1.03, compared to the broader market0.901.001.101.201.30
^BSE500: 1.03
BRK-B: 1.31
The chart of Calmar ratio for ^BSE500, currently valued at 0.06, compared to the broader market-0.500.000.501.00
^BSE500: 0.06
BRK-B: 3.24
The chart of Martin ratio for ^BSE500, currently valued at 0.13, compared to the broader market0.002.004.006.00
^BSE500: 0.13
BRK-B: 8.13

The current ^BSE500 Sharpe Ratio is 0.22, which is lower than the BRK-B Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of ^BSE500 and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.07
1.52
^BSE500
BRK-B

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.26%
-1.26%
^BSE500
BRK-B

Volatility

^BSE500 vs. BRK-B - Volatility Comparison

The current volatility for S&P BSE-500 (^BSE500) is 7.65%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 10.99%. 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.65%
10.99%
^BSE500
BRK-B