PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
2318.HK vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 2318.HK and BRK-B is 0.10, 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.


-0.50.00.51.00.1

Performance

2318.HK vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ping An Insurance (2318.HK) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember
35.41%
11.59%
2318.HK
BRK-B

Key characteristics

Sharpe Ratio

2318.HK:

1.08

BRK-B:

1.82

Sortino Ratio

2318.HK:

1.75

BRK-B:

2.58

Omega Ratio

2318.HK:

1.22

BRK-B:

1.33

Calmar Ratio

2318.HK:

0.74

BRK-B:

3.49

Martin Ratio

2318.HK:

3.17

BRK-B:

8.28

Ulcer Index

2318.HK:

15.37%

BRK-B:

3.20%

Daily Std Dev

2318.HK:

45.27%

BRK-B:

14.59%

Max Drawdown

2318.HK:

-79.20%

BRK-B:

-53.86%

Current Drawdown

2318.HK:

-43.85%

BRK-B:

-6.40%

Fundamentals

Market Cap

2318.HK:

HK$955.35B

BRK-B:

$984.50B

EPS

2318.HK:

HK$7.03

BRK-B:

$49.49

PE Ratio

2318.HK:

6.74

BRK-B:

9.22

PEG Ratio

2318.HK:

0.33

BRK-B:

10.06

Total Revenue (TTM)

2318.HK:

HK$872.67B

BRK-B:

$369.89B

Gross Profit (TTM)

2318.HK:

HK$623.40B

BRK-B:

$66.19B

EBITDA (TTM)

2318.HK:

-HK$240.92B

BRK-B:

$149.77B

Returns By Period

In the year-to-date period, 2318.HK achieves a 40.58% return, which is significantly higher than BRK-B's 26.78% return. Over the past 10 years, 2318.HK has underperformed BRK-B with an annualized return of 4.91%, while BRK-B has yielded a comparatively higher 11.76% annualized return.


2318.HK

YTD

40.58%

1M

3.46%

6M

34.68%

1Y

40.58%

5Y*

-8.54%

10Y*

4.91%

BRK-B

YTD

26.78%

1M

-6.39%

6M

11.59%

1Y

26.78%

5Y*

14.87%

10Y*

11.76%

*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

2318.HK vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ping An Insurance (2318.HK) 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.


Sharpe ratio
The chart of Sharpe ratio for 2318.HK, currently valued at 1.25, compared to the broader market-4.00-2.000.002.001.251.62
The chart of Sortino ratio for 2318.HK, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.922.32
The chart of Omega ratio for 2318.HK, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.30
The chart of Calmar ratio for 2318.HK, currently valued at 0.83, compared to the broader market0.002.004.006.000.833.07
The chart of Martin ratio for 2318.HK, currently valued at 3.58, compared to the broader market0.005.0010.0015.0020.0025.003.587.23
2318.HK
BRK-B

The current 2318.HK Sharpe Ratio is 1.08, which is lower than the BRK-B Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of 2318.HK 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember
1.25
1.62
2318.HK
BRK-B

Dividends

2318.HK vs. BRK-B - Dividend Comparison

2318.HK's dividend yield for the trailing twelve months is around 5.75%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
2318.HK
Ping An Insurance
5.75%7.68%5.55%4.86%2.44%2.30%2.80%1.50%1.67%1.98%1.11%0.90%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

2318.HK vs. BRK-B - Drawdown Comparison

The maximum 2318.HK drawdown since its inception was -79.20%, 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 2318.HK and BRK-B. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-43.94%
-6.40%
2318.HK
BRK-B

Volatility

2318.HK vs. BRK-B - Volatility Comparison

Ping An Insurance (2318.HK) has a higher volatility of 7.28% compared to Berkshire Hathaway Inc. (BRK-B) at 3.58%. This indicates that 2318.HK'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.


5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember
7.28%
3.58%
2318.HK
BRK-B

Financials

2318.HK vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Ping An Insurance and Berkshire Hathaway Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. 2318.HK values in HKD, BRK-B values in USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab