^BSE500 vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about S&P BSE-500 (^BSE500) and Berkshire Hathaway Inc. (BRK-B).

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.

^BSE500 vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^BSE500 S&P BSE-500	-12.37%	6.41%	14.55%	24.85%	3.34%	30.11%	16.80%	7.75%	-3.08%	35.94%
BRK-B Berkshire Hathaway Inc.	-1.25%	16.20%	30.94%	16.26%	14.42%	31.52%	4.95%	13.74%	12.33%	14.07%

Different Trading Currencies

^BSE500 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, ^BSE500 achieves a -12.37% return, which is significantly lower than BRK-B's -1.25% return. Over the past 10 years, ^BSE500 has underperformed BRK-B with an annualized return of 12.42%, while BRK-B has yielded a comparatively higher 16.73% annualized return.

^BSE500

• 1D: 1.95%
• 1M: -8.38%
• YTD: -12.37%
• 6M: -8.90%
• 1Y: -1.04%
• 3Y*: 12.31%
• 5Y*: 10.55%
• 10Y*: 12.42%

BRK-B

• 1D: 0.00%
• 1M: 0.68%
• YTD: -1.25%
• 6M: 1.40%
• 1Y: -3.14%
• 3Y*: 20.44%
• 5Y*: 18.63%
• 10Y*: 16.73%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^BSE500 vs. BRK-B — Risk / Return Rank

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

^BSE500

^BSE500 Risk / Return Rank: 9
^BSE500 Sharpe Ratio Rank: 11
^BSE500 Sortino Ratio Rank: 11
^BSE500 Omega Ratio Rank: 11
^BSE500 Calmar Ratio Rank: 9
^BSE500 Martin Ratio Rank: 6

BRK-B

BRK-B Risk / Return Rank: 15
BRK-B Sharpe Ratio Rank: 14
BRK-B Sortino Ratio Rank: 15
BRK-B Omega Ratio Rank: 14
BRK-B Calmar Ratio Rank: 15
BRK-B Martin Ratio Rank: 17

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^BSE500 vs. BRK-B - Risk-Adjusted Trends 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.

	^BSE500	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	-0.07	-0.17	+0.10
Sortino ratio Return per unit of downside risk	-0.00	-0.11	+0.11
Omega ratio Gain probability vs. loss probability	1.00	0.98	+0.02
Calmar ratio Return relative to maximum drawdown	-0.22	-0.19	-0.03
Martin ratio Return relative to average drawdown	-0.89	-0.40	-0.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^BSE500 vs. BRK-B - Sharpe Ratio Comparison

The current ^BSE500 Sharpe Ratio is -0.07, which is higher than the BRK-B Sharpe Ratio of -0.17. 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.

Sharpe Ratios by Period

	^BSE500	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.07	-0.17	+0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	1.11	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.89	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.70	-0.02

Correlation

The correlation between ^BSE500 and BRK-B is 0.05, 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.

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 -46.30%. Use the drawdown chart below to compare losses from any high point for ^BSE500 and BRK-B.

Drawdown Indicators

	^BSE500	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-38.39%	-53.86%	+15.47%
Max Drawdown (1Y) Largest decline over 1 year	-14.86%	-14.95%	+0.09%
Max Drawdown (5Y) Largest decline over 5 years	-18.96%	-26.58%	+7.62%
Max Drawdown (10Y) Largest decline over 10 years	-38.39%	-29.57%	-8.82%
Current Drawdown Current decline from peak	-15.04%	-11.57%	-3.47%
Average Drawdown Average peak-to-trough decline	-5.92%	-11.07%	+5.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.64%	8.75%	-5.11%

Volatility

^BSE500 vs. BRK-B - Volatility Comparison

S&P BSE-500 (^BSE500) has a higher volatility of 7.96% compared to Berkshire Hathaway Inc. (BRK-B) at 3.45%. This indicates that ^BSE500's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^BSE500	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.96%	3.45%	+4.51%
Volatility (6M) Calculated over the trailing 6-month period	10.75%	10.93%	-0.18%
Volatility (1Y) Calculated over the trailing 1-year period	14.51%	18.19%	-3.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.33%	16.80%	-2.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.14%	18.85%	-2.71%