^SSMI vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Swiss Market Index (^SSMI) and Berkshire Hathaway Inc. (BRK-B).

Performance

^SSMI vs. BRK-B - Performance Comparison

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

^SSMI vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SSMI Swiss Market Index	-2.08%	14.37%	4.16%	3.81%	-16.67%	20.29%	0.82%	25.95%	-10.15%	14.14%
BRK-B Berkshire Hathaway Inc.	-4.50%	-3.11%	37.11%	5.12%	4.73%	32.75%	-6.26%	9.05%	4.01%	16.46%

Different Trading Currencies

^SSMI is traded in CHF, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^SSMI achieves a -2.08% return, which is significantly higher than BRK-B's -4.50% return. Over the past 10 years, ^SSMI has underperformed BRK-B with an annualized return of 5.39%, while BRK-B has yielded a comparatively higher 10.71% annualized return.

^SSMI

• 1D: 1.68%
• 1M: -6.09%
• YTD: -2.08%
• 6M: 5.11%
• 1Y: 2.40%
• 3Y*: 5.36%
• 5Y*: 3.16%
• 10Y*: 5.39%

BRK-B

• 1D: -0.56%
• 1M: 1.82%
• YTD: -4.50%
• 6M: -4.11%
• 1Y: -19.15%
• 3Y*: 10.46%
• 5Y*: 9.38%
• 10Y*: 10.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^SSMI vs. BRK-B — Risk / Return Rank

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

^SSMI

^SSMI Risk / Return Rank: 19
^SSMI Sharpe Ratio Rank: 21
^SSMI Sortino Ratio Rank: 19
^SSMI Omega Ratio Rank: 20
^SSMI Calmar Ratio Rank: 17
^SSMI Martin Ratio Rank: 17

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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

This table presents a comparison of risk-adjusted performance metrics for Swiss Market Index (^SSMI) 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.

	^SSMI	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	0.16	-0.90	+1.06
Sortino ratio Return per unit of downside risk	0.30	-1.13	+1.44
Omega ratio Gain probability vs. loss probability	1.05	0.84	+0.20
Calmar ratio Return relative to maximum drawdown	0.06	-0.80	+0.87
Martin ratio Return relative to average drawdown	0.18	-1.15	+1.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SSMI vs. BRK-B - Sharpe Ratio Comparison

The current ^SSMI Sharpe Ratio is 0.16, which is higher than the BRK-B Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of ^SSMI 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.

Sharpe Ratios by Period

	^SSMI	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.16	-0.90	+1.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.51	-0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.51	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.33	+0.02

Correlation

The correlation between ^SSMI and BRK-B is 0.37, 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.

Drawdowns

^SSMI vs. BRK-B - Drawdown Comparison

The maximum ^SSMI drawdown since its inception was -56.31%, roughly equal to the maximum BRK-B drawdown of -56.34%. Use the drawdown chart below to compare losses from any high point for ^SSMI and BRK-B.

Drawdown Indicators

	^SSMI	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-56.31%	-53.86%	-2.45%
Max Drawdown (1Y) Largest decline over 1 year	-13.51%	-14.95%	+1.44%
Max Drawdown (5Y) Largest decline over 5 years	-22.34%	-26.58%	+4.24%
Max Drawdown (10Y) Largest decline over 10 years	-27.54%	-29.57%	+2.03%
Current Drawdown Current decline from peak	-7.30%	-11.36%	+4.06%
Average Drawdown Average peak-to-trough decline	-14.60%	-11.07%	-3.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.44%	8.72%	-3.28%

Volatility

^SSMI vs. BRK-B - Volatility Comparison

Swiss Market Index (^SSMI) has a higher volatility of 5.22% compared to Berkshire Hathaway Inc. (BRK-B) at 4.26%. This indicates that ^SSMI'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.

Volatility by Period

	^SSMI	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.22%	4.26%	+0.96%
Volatility (6M) Calculated over the trailing 6-month period	8.92%	12.37%	-3.45%
Volatility (1Y) Calculated over the trailing 1-year period	15.07%	21.39%	-6.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.26%	18.34%	-5.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.26%	20.99%	-6.73%