PortfoliosLab logo
^SSMI vs. BRK-B
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SSMI and BRK-B is 0.35, 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

^SSMI vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $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.

Loading data...

Key characteristics

Sharpe Ratio

^SSMI:

0.22

BRK-B:

1.31

Sortino Ratio

^SSMI:

0.54

BRK-B:

1.87

Omega Ratio

^SSMI:

1.08

BRK-B:

1.27

Calmar Ratio

^SSMI:

0.32

BRK-B:

3.01

Martin Ratio

^SSMI:

1.18

BRK-B:

7.59

Ulcer Index

^SSMI:

4.68%

BRK-B:

3.49%

Daily Std Dev

^SSMI:

15.63%

BRK-B:

19.71%

Max Drawdown

^SSMI:

-56.31%

BRK-B:

-53.86%

Current Drawdown

^SSMI:

-7.73%

BRK-B:

-4.83%

Returns By Period

In the year-to-date period, ^SSMI achieves a 4.72% return, which is significantly lower than BRK-B's 13.34% return. Over the past 10 years, ^SSMI has underperformed BRK-B with an annualized return of 3.00%, while BRK-B has yielded a comparatively higher 13.47% annualized return.


^SSMI

YTD

4.72%

1M

8.09%

6M

2.98%

1Y

3.36%

5Y*

4.53%

10Y*

3.00%

BRK-B

YTD

13.34%

1M

-1.98%

6M

10.86%

1Y

24.68%

5Y*

24.45%

10Y*

13.47%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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

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

^SSMI
The Risk-Adjusted Performance Rank of ^SSMI is 3434
Overall Rank
The Sharpe Ratio Rank of ^SSMI is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SSMI is 3232
Sortino Ratio Rank
The Omega Ratio Rank of ^SSMI is 3434
Omega Ratio Rank
The Calmar Ratio Rank of ^SSMI is 3939
Calmar Ratio Rank
The Martin Ratio Rank of ^SSMI is 3737
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8989
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8686
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.

^SSMI vs. BRK-B - Risk-Adjusted Performance 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.


The current ^SSMI Sharpe Ratio is 0.22, which is lower than the BRK-B Sharpe Ratio of 1.31. 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.


Loading data...

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 -53.86%. Use the drawdown chart below to compare losses from any high point for ^SSMI and BRK-B. For additional features, visit the drawdowns tool.


Loading data...

Volatility

^SSMI vs. BRK-B - Volatility Comparison

The current volatility for Swiss Market Index (^SSMI) is 6.40%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 7.81%. This indicates that ^SSMI 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.


Loading data...