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

Correlation

The correlation between ^HSI 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

^HSI vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hang Seng Index (^HSI) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%December2025FebruaryMarchAprilMay
77.64%
815.54%
^HSI
BRK-B

Key characteristics

Sharpe Ratio

^HSI:

0.88

BRK-B:

1.34

Sortino Ratio

^HSI:

1.53

BRK-B:

1.89

Omega Ratio

^HSI:

1.24

BRK-B:

1.28

Calmar Ratio

^HSI:

0.65

BRK-B:

3.04

Martin Ratio

^HSI:

3.09

BRK-B:

7.70

Ulcer Index

^HSI:

10.47%

BRK-B:

3.48%

Daily Std Dev

^HSI:

28.80%

BRK-B:

19.71%

Max Drawdown

^HSI:

-91.54%

BRK-B:

-53.86%

Current Drawdown

^HSI:

-31.30%

BRK-B:

-4.92%

Returns By Period

The year-to-date returns for both stocks are quite close, with ^HSI having a 13.54% return and BRK-B slightly lower at 13.23%. Over the past 10 years, ^HSI has underperformed BRK-B with an annualized return of -1.99%, while BRK-B has yielded a comparatively higher 13.42% annualized return.


^HSI

YTD

13.54%

1M

13.16%

6M

8.70%

1Y

24.36%

5Y*

-1.26%

10Y*

-1.99%

BRK-B

YTD

13.23%

1M

4.18%

6M

11.54%

1Y

26.30%

5Y*

23.84%

10Y*

13.42%

*Annualized

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Risk-Adjusted Performance

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

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

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 8989
Overall Rank
The Sharpe Ratio Rank of ^HSI is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 8989
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9090
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9292
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.

^HSI vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hang Seng Index (^HSI) 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 current ^HSI Sharpe Ratio is 0.88, which is lower than the BRK-B Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of ^HSI 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 Ratio0.501.001.502.00December2025FebruaryMarchAprilMay
0.86
1.32
^HSI
BRK-B

Drawdowns

^HSI vs. BRK-B - Drawdown Comparison

The maximum ^HSI drawdown since its inception was -91.54%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ^HSI and BRK-B. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-30.93%
-4.92%
^HSI
BRK-B

Volatility

^HSI vs. BRK-B - Volatility Comparison

The current volatility for Hang Seng Index (^HSI) is 4.80%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 9.70%. This indicates that ^HSI 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%14.00%16.00%December2025FebruaryMarchAprilMay
4.80%
9.70%
^HSI
BRK-B