^NDX vs. BRK-B
Compare and contrast key facts about NASDAQ 100 (^NDX) and Berkshire Hathaway Inc. (BRK-B).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NDX or BRK-B.
Key characteristics
| ^NDX | BRK-B | |
|---|---|---|
| YTD Return | 10.22% | 16.90% |
| 1Y Return | 34.06% | 26.44% |
| 3Y Return (Ann) | 11.97% | 13.20% |
| 5Y Return (Ann) | 19.86% | 15.46% |
| 10Y Return (Ann) | 17.84% | 12.73% |
| Sharpe Ratio | 2.22 | 2.27 |
| Daily Std Dev | 16.46% | 12.07% |
| Max Drawdown | -82.90% | -53.86% |
| Current Drawdown | -0.27% | -0.85% |
Correlation
The correlation between ^NDX and BRK-B is 0.39, 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
^NDX vs. BRK-B - Performance Comparison
In the year-to-date period, ^NDX achieves a 10.22% return, which is significantly lower than BRK-B's 16.90% return. Over the past 10 years, ^NDX has outperformed BRK-B with an annualized return of 17.84%, while BRK-B has yielded a comparatively lower 12.73% 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
^NDX vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 (^NDX) 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
^NDX vs. BRK-B - Drawdown Comparison
The maximum ^NDX drawdown since its inception was -82.90%, 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 ^NDX and BRK-B. For additional features, visit the drawdowns tool.
Volatility
^NDX vs. BRK-B - Volatility Comparison
NASDAQ 100 (^NDX) has a higher volatility of 4.89% compared to Berkshire Hathaway Inc. (BRK-B) at 2.86%. This indicates that ^NDX'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.