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ADDYY vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADDYY and BRK-B is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ADDYY vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adidas AG ADR (ADDYY) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ADDYY:

-0.02

BRK-B:

1.19

Sortino Ratio

ADDYY:

0.40

BRK-B:

1.77

Omega Ratio

ADDYY:

1.05

BRK-B:

1.25

Calmar Ratio

ADDYY:

0.07

BRK-B:

2.81

Martin Ratio

ADDYY:

0.37

BRK-B:

6.66

Ulcer Index

ADDYY:

9.22%

BRK-B:

3.72%

Daily Std Dev

ADDYY:

33.32%

BRK-B:

19.76%

Max Drawdown

ADDYY:

-76.64%

BRK-B:

-53.86%

Current Drawdown

ADDYY:

-35.61%

BRK-B:

-6.64%

Fundamentals

Market Cap

ADDYY:

$44.66B

BRK-B:

$1.09T

EPS

ADDYY:

$3.24

BRK-B:

$37.51

PE Ratio

ADDYY:

38.60

BRK-B:

13.49

PEG Ratio

ADDYY:

0.72

BRK-B:

10.06

PS Ratio

ADDYY:

1.83

BRK-B:

2.94

PB Ratio

ADDYY:

6.90

BRK-B:

1.67

Total Revenue (TTM)

ADDYY:

$24.38B

BRK-B:

$395.26B

Gross Profit (TTM)

ADDYY:

$12.43B

BRK-B:

$317.24B

Returns By Period

In the year-to-date period, ADDYY achieves a 2.25% return, which is significantly lower than BRK-B's 11.18% return. Both investments have delivered pretty close results over the past 10 years, with ADDYY having a 13.83% annualized return and BRK-B not far behind at 13.42%.


ADDYY

YTD

2.25%

1M

8.79%

6M

5.66%

1Y

-0.67%

3Y*

8.15%

5Y*

-0.60%

10Y*

13.83%

BRK-B

YTD

11.18%

1M

-5.49%

6M

4.34%

1Y

23.34%

3Y*

16.84%

5Y*

22.12%

10Y*

13.42%

*Annualized

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Adidas AG ADR

Berkshire Hathaway Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ADDYY vs. BRK-B — Risk-Adjusted Performance Rank

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

ADDYY
The Risk-Adjusted Performance Rank of ADDYY is 5050
Overall Rank
The Sharpe Ratio Rank of ADDYY is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of ADDYY is 4848
Sortino Ratio Rank
The Omega Ratio Rank of ADDYY is 4646
Omega Ratio Rank
The Calmar Ratio Rank of ADDYY is 5454
Calmar Ratio Rank
The Martin Ratio Rank of ADDYY is 5656
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8787
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9090
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.

ADDYY vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adidas AG ADR (ADDYY) 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 ADDYY Sharpe Ratio is -0.02, which is lower than the BRK-B Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of ADDYY 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ADDYY vs. BRK-B - Dividend Comparison

Neither ADDYY nor BRK-B has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ADDYY
Adidas AG ADR
0.00%0.31%0.38%2.69%1.23%0.00%1.16%1.55%1.08%5.71%1.64%3.02%
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

ADDYY vs. BRK-B - Drawdown Comparison

The maximum ADDYY drawdown since its inception was -76.64%, 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 ADDYY and BRK-B.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ADDYY vs. BRK-B - Volatility Comparison

Adidas AG ADR (ADDYY) has a higher volatility of 7.01% compared to Berkshire Hathaway Inc. (BRK-B) at 6.63%. This indicates that ADDYY'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.


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Financials

ADDYY vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Adidas AG ADR 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


0.0050.00B100.00B150.00B20212022202320242025
6.15B
83.29B
(ADDYY) Total Revenue
(BRK-B) Total Revenue
Values in USD except per share items