^NYA vs. BRK-A
^NYA (NYSE Composite) is an index, while BRK-A (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, ^NYA returned 8.37%/yr vs 12.93%/yr for BRK-A. At a 0.43 correlation, their price movements are largely independent.
Performance
^NYA vs. BRK-A - Performance Comparison
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Returns By Period
In the year-to-date period, ^NYA achieves a 7.13% return, which is significantly higher than BRK-A's -4.82% return. Over the past 10 years, ^NYA has underperformed BRK-A with an annualized return of 8.37%, while BRK-A has yielded a comparatively higher 12.93% annualized return.
^NYA
- 1D
- 1.27%
- 1M
- 2.45%
- YTD
- 7.13%
- 6M
- 7.95%
- 1Y
- 18.53%
- 3Y*
- 15.56%
- 5Y*
- 7.13%
- 10Y*
- 8.37%
BRK-A
- 1D
- 0.66%
- 1M
- 2.64%
- YTD
- -4.82%
- 6M
- -4.81%
- 1Y
- -2.63%
- 3Y*
- 12.92%
- 5Y*
- 10.35%
- 10Y*
- 12.93%
^NYA vs. BRK-A - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^NYA NYSE Composite | 7.13% | 15.22% | 13.32% | 10.99% | -11.53% | 18.17% | 4.40% | 22.32% | -11.20% | 15.84% |
BRK-A Berkshire Hathaway Inc. | -4.82% | 10.85% | 25.49% | 15.77% | 4.00% | 29.57% | 2.42% | 10.98% | 2.82% | 21.91% |
Correlation
The correlation between ^NYA and BRK-A is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 1980 | 0.43 |
The correlation between ^NYA and BRK-A shifts across timeframes, from 0.32 (1 year) to 0.67 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
^NYA vs. BRK-A — Risk / Return Rank
^NYA
BRK-A
^NYA vs. BRK-A - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NYSE Composite (^NYA) and Berkshire Hathaway Inc. (BRK-A). 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.
| ^NYA | BRK-A | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.87 | ||
| Sortino ratioReturn per unit of downside risk | +2.57 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.98 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | -0.29 | +2.54 |
| Martin ratioReturn relative to average drawdown | 8.34 | -0.60 | +8.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ^NYA | BRK-A | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | -0.19 | +1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.61 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.68 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.82 | -0.40 |
Drawdowns
^NYA vs. BRK-A - Drawdown Comparison
The maximum ^NYA drawdown since its inception was -59.01%, which is greater than BRK-A's maximum drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for ^NYA and BRK-A.
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Drawdown Indicators
| ^NYA | BRK-A | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.01% | -51.47% | -7.54% |
Max Drawdown (1Y)Largest decline over 1 year | -8.26% | -9.12% | +0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | -14.43% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -25.98% | +3.61% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -30.43% | -7.68% |
Current DrawdownCurrent decline from peak | 0.00% | -11.23% | +11.23% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -9.52% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 4.39% | -2.16% |
Volatility
^NYA vs. BRK-A - Volatility Comparison
The current volatility for NYSE Composite (^NYA) is 3.14%, while Berkshire Hathaway Inc. (BRK-A) has a volatility of 3.58%. This indicates that ^NYA experiences smaller price fluctuations and is considered to be less risky than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^NYA | BRK-A | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 3.58% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.66% | 10.42% | -1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.10% | 13.84% | -2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.86% | 17.15% | -2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 18.97% | -2.08% |
Frequently Asked Questions
^NYA and BRK-A have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRK-A has higher volatility (3.58%) compared to ^NYA (3.14%). In terms of maximum drawdown, ^NYA dropped -59.01% vs BRK-A's -51.47%.
^NYA currently has the higher Sharpe Ratio (1.68 vs -0.19), 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.
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