^DWCF vs. BRK-B
Compare and contrast key facts about Dow Jones U.S. Total Stock Market Index (^DWCF) and Berkshire Hathaway Inc. (BRK-B).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DWCF or BRK-B.
Key characteristics
| ^DWCF | BRK-B | |
|---|---|---|
| YTD Return | 23.87% | 31.13% |
| 1Y Return | 32.31% | 31.09% |
| 3Y Return (Ann) | 6.85% | 18.05% |
| 5Y Return (Ann) | 13.22% | 16.35% |
| 10Y Return (Ann) | 10.86% | 12.42% |
| Sharpe Ratio | 2.60 | 2.23 |
| Sortino Ratio | 3.48 | 3.13 |
| Omega Ratio | 1.48 | 1.40 |
| Calmar Ratio | 3.77 | 4.22 |
| Martin Ratio | 16.32 | 11.05 |
| Ulcer Index | 1.99% | 2.90% |
| Daily Std Dev | 12.53% | 14.34% |
| Max Drawdown | -35.14% | -53.86% |
| Current Drawdown | -1.14% | -2.27% |
Correlation
The correlation between ^DWCF and BRK-B is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^DWCF vs. BRK-B - Performance Comparison
In the year-to-date period, ^DWCF achieves a 23.87% return, which is significantly lower than BRK-B's 31.13% return. Over the past 10 years, ^DWCF has underperformed BRK-B with an annualized return of 10.86%, while BRK-B has yielded a comparatively higher 12.42% 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
^DWCF vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Total Stock Market Index (^DWCF) 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
^DWCF vs. BRK-B - Drawdown Comparison
The maximum ^DWCF drawdown since its inception was -35.14%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ^DWCF and BRK-B. For additional features, visit the drawdowns tool.
Volatility
^DWCF vs. BRK-B - Volatility Comparison
The current volatility for Dow Jones U.S. Total Stock Market Index (^DWCF) is 4.03%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.60%. This indicates that ^DWCF 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.