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

Key characteristics


ADDYYBRK-B
YTD Return27.93%29.73%
1Y Return44.18%33.63%
3Y Return (Ann)-5.88%17.71%
5Y Return (Ann)-3.08%17.33%
10Y Return (Ann)16.08%12.97%
Sharpe Ratio1.582.54
Sortino Ratio2.203.37
Omega Ratio1.291.43
Calmar Ratio0.873.26
Martin Ratio7.3212.73
Ulcer Index6.54%2.68%
Daily Std Dev30.41%13.40%
Max Drawdown-76.64%-53.86%
Current Drawdown-32.96%-3.32%

Fundamentals


ADDYYBRK-B
Market Cap$46.29B$996.87B
EPS$0.60$31.46
PE Ratio216.0714.71
PEG Ratio0.6510.06
Total Revenue (TTM)$16.09B$276.90B
Gross Profit (TTM)$7.90B$57.65B

Correlation

-0.50.00.51.00.4

The correlation between ADDYY 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

ADDYY vs. BRK-B - Performance Comparison

In the year-to-date period, ADDYY achieves a 27.93% return, which is significantly lower than BRK-B's 29.73% return. Over the past 10 years, ADDYY has outperformed BRK-B with an annualized return of 16.08%, while BRK-B has yielded a comparatively lower 12.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
17.14%
16.57%
ADDYY
BRK-B

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Risk-Adjusted Performance

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.


ADDYY
Sharpe ratio
The chart of Sharpe ratio for ADDYY, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.001.58
Sortino ratio
The chart of Sortino ratio for ADDYY, currently valued at 2.20, compared to the broader market-4.00-2.000.002.004.002.20
Omega ratio
The chart of Omega ratio for ADDYY, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for ADDYY, currently valued at 0.87, compared to the broader market0.002.004.006.000.87
Martin ratio
The chart of Martin ratio for ADDYY, currently valued at 7.32, compared to the broader market-10.000.0010.0020.0030.007.32
BRK-B
Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 2.54, compared to the broader market-4.00-2.000.002.004.002.54
Sortino ratio
The chart of Sortino ratio for BRK-B, currently valued at 3.37, compared to the broader market-4.00-2.000.002.004.003.37
Omega ratio
The chart of Omega ratio for BRK-B, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for BRK-B, currently valued at 3.26, compared to the broader market0.002.004.006.003.26
Martin ratio
The chart of Martin ratio for BRK-B, currently valued at 12.73, compared to the broader market-10.000.0010.0020.0030.0012.73

ADDYY vs. BRK-B - Sharpe Ratio Comparison

The current ADDYY Sharpe Ratio is 1.58, which is lower than the BRK-B Sharpe Ratio of 2.54. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.58
2.54
ADDYY
BRK-B

Dividends

ADDYY vs. BRK-B - Dividend Comparison

ADDYY's dividend yield for the trailing twelve months is around 0.29%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ADDYY
Adidas AG ADR
0.29%0.38%2.69%1.23%0.00%1.16%1.55%1.08%5.71%1.64%3.02%1.36%
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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-32.96%
-3.32%
ADDYY
BRK-B

Volatility

ADDYY vs. BRK-B - Volatility Comparison

Adidas AG ADR (ADDYY) has a higher volatility of 7.54% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. 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.


2.00%4.00%6.00%8.00%10.00%MayJuneJulyAugustSeptemberOctober
7.54%
3.82%
ADDYY
BRK-B

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



Values in USD except per share items