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^NDXE vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility

Performance

^NDXE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Equal Weighted Index (^NDXE) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^NDXE achieves a 14.46% return, which is significantly higher than BRK-B's 1.77% return. Both investments have delivered pretty close results over the past 10 years, with ^NDXE having a 13.95% annualized return and BRK-B not far behind at 13.57%.


^NDXE

1D
0.27%
1M
-2.57%
6M
12.73%
YTD
14.46%
1Y
20.89%
3Y*
13.42%
5Y*
7.39%
10Y*
13.95%
ALL TIME*
11.20%

BRK-B

1D
0.36%
1M
0.74%
6M
6.45%
YTD
1.77%
1Y
8.18%
3Y*
13.24%
5Y*
12.95%
10Y*
13.57%
ALL TIME*
10.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$2.04B$2.04B$2.42B

^NDXE vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^NDXE
NASDAQ 100 Equal Weighted Index
14.46%13.87%6.26%32.61%-25.05%17.50%36.88%35.17%-5.62%25.48%
BRK-B
Berkshire Hathaway Inc.
1.77%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between ^NDXE and BRK-B is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.01

Correlation (3Y)
Balances recent behavior with more history.

0.27

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.41

Correlation (10Y)
Provides a long-term view across more market conditions.

0.47

Correlation (All Time)
Calculated using the full available price history since May 2, 2006

0.52

Over the past year, the correlation between ^NDXE and BRK-B has dropped to 0.01 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.

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Return for Risk

^NDXE vs. BRK-B — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

^NDXE
^NDXE Risk / Return Rank: 4949
Overall Rank
^NDXE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
^NDXE Sortino Ratio Rank: 4343
Sortino Ratio Rank
^NDXE Omega Ratio Rank: 4444
Omega Ratio Rank
^NDXE Calmar Ratio Rank: 6060
Calmar Ratio Rank
^NDXE Martin Ratio Rank: 5454
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 6161
Overall Rank
BRK-B Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 5656
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 5555
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 6565
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

^NDXE vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Equal Weighted Index (^NDXE) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^NDXEBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.21

1.11

+0.10

Calmar ratioReturn relative to maximum drawdown

2.01

0.90

+1.11

Martin ratioReturn relative to average drawdown

6.38

1.88

+4.50

^NDXE vs. BRK-B - Sharpe Ratio Comparison

The current ^NDXE Sharpe Ratio is 1.19, which is higher than the BRK-B Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of ^NDXE and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^NDXE vs. BRK-B - Drawdown Comparison

The maximum ^NDXE drawdown since its inception was -58.20%, 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 ^NDXE and BRK-B.


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Drawdown Indicators


^NDXEBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-58.20%

-53.86%

-4.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.57%

-9.42%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-21.54%

-14.95%

-6.59%

Max Drawdown (5Y)

Largest decline over 5 years

-32.54%

-26.58%

-5.96%

Max Drawdown (10Y)

Largest decline over 10 years

-32.54%

-29.57%

-2.97%

Current Drawdown

Current decline from peak

-4.43%

-5.24%

+0.81%

Average Drawdown

Average peak-to-trough decline

-8.30%

-11.06%

+2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

4.49%

-1.49%

Volatility

^NDXE vs. BRK-B - Volatility Comparison

The current volatility for NASDAQ 100 Equal Weighted Index (^NDXE) is 3.75%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.59%. This indicates that ^NDXE 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.


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Volatility by Period


^NDXEBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

4.59%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

13.17%

11.13%

+2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.29%

14.79%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.78%

17.12%

+3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.90%

19.42%

+1.48%

Frequently Asked Questions


^NDXE and BRK-B have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRK-B has higher volatility (4.59%) compared to ^NDXE (3.75%). In terms of maximum drawdown, ^NDXE dropped -58.20% vs BRK-B's -53.86%.

^NDXE currently has the higher Sharpe Ratio (1.19 vs 0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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