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ADME vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADME and BRK-B is 0.52, 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.


-0.50.00.51.00.5

Performance

ADME vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus Drawdown Managed Equity ETF (ADME) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
6.73%
11.60%
ADME
BRK-B

Key characteristics

Sharpe Ratio

ADME:

2.25

BRK-B:

1.92

Sortino Ratio

ADME:

3.11

BRK-B:

2.71

Omega Ratio

ADME:

1.41

BRK-B:

1.34

Calmar Ratio

ADME:

2.09

BRK-B:

3.68

Martin Ratio

ADME:

15.09

BRK-B:

8.80

Ulcer Index

ADME:

1.60%

BRK-B:

3.17%

Daily Std Dev

ADME:

10.73%

BRK-B:

14.52%

Max Drawdown

ADME:

-27.49%

BRK-B:

-53.86%

Current Drawdown

ADME:

-1.66%

BRK-B:

-5.50%

Returns By Period

In the year-to-date period, ADME achieves a 24.24% return, which is significantly lower than BRK-B's 28.00% return.


ADME

YTD

24.24%

1M

-0.23%

6M

8.88%

1Y

23.90%

5Y*

9.77%

10Y*

N/A

BRK-B

YTD

28.00%

1M

-5.50%

6M

12.22%

1Y

27.67%

5Y*

15.11%

10Y*

11.64%

*Annualized

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Aptus Drawdown Managed Equity ETF (ADME) 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 chart of Sharpe ratio for ADME, currently valued at 2.25, compared to the broader market0.002.004.002.251.92
The chart of Sortino ratio for ADME, currently valued at 3.11, compared to the broader market-2.000.002.004.006.008.0010.003.112.71
The chart of Omega ratio for ADME, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.411.34
The chart of Calmar ratio for ADME, currently valued at 2.09, compared to the broader market0.005.0010.0015.002.093.68
The chart of Martin ratio for ADME, currently valued at 15.09, compared to the broader market0.0020.0040.0060.0080.00100.0015.098.80
ADME
BRK-B

The current ADME Sharpe Ratio is 2.25, which is comparable to the BRK-B Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of ADME 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 Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember
2.25
1.92
ADME
BRK-B

Dividends

ADME vs. BRK-B - Dividend Comparison

ADME's dividend yield for the trailing twelve months is around 0.37%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016
ADME
Aptus Drawdown Managed Equity ETF
0.37%0.78%0.74%0.26%0.41%0.69%0.86%0.32%0.69%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ADME vs. BRK-B - Drawdown Comparison

The maximum ADME drawdown since its inception was -27.49%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ADME and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-1.66%
-5.50%
ADME
BRK-B

Volatility

ADME vs. BRK-B - Volatility Comparison

Aptus Drawdown Managed Equity ETF (ADME) and Berkshire Hathaway Inc. (BRK-B) have volatilities of 3.61% and 3.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember
3.61%
3.73%
ADME
BRK-B