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

Correlation

The correlation between ALC and BRK-B is 0.36, 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.


-0.50.00.51.00.4

Performance

ALC vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alcon Inc. (ALC) 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%JulyAugustSeptemberOctoberNovemberDecember
-4.89%
10.64%
ALC
BRK-B

Key characteristics

Sharpe Ratio

ALC:

0.60

BRK-B:

1.90

Sortino Ratio

ALC:

1.11

BRK-B:

2.69

Omega Ratio

ALC:

1.13

BRK-B:

1.34

Calmar Ratio

ALC:

0.82

BRK-B:

3.63

Martin Ratio

ALC:

2.12

BRK-B:

8.89

Ulcer Index

ALC:

6.50%

BRK-B:

3.10%

Daily Std Dev

ALC:

22.78%

BRK-B:

14.48%

Max Drawdown

ALC:

-37.19%

BRK-B:

-53.86%

Current Drawdown

ALC:

-15.88%

BRK-B:

-6.19%

Fundamentals

Market Cap

ALC:

$42.31B

BRK-B:

$982.94B

EPS

ALC:

$2.34

BRK-B:

$49.48

PE Ratio

ALC:

36.56

BRK-B:

9.21

PEG Ratio

ALC:

3.11

BRK-B:

10.06

Total Revenue (TTM)

ALC:

$9.90B

BRK-B:

$369.89B

Gross Profit (TTM)

ALC:

$5.49B

BRK-B:

$66.19B

EBITDA (TTM)

ALC:

$2.19B

BRK-B:

$149.77B

Returns By Period

In the year-to-date period, ALC achieves a 8.86% return, which is significantly lower than BRK-B's 27.07% return.


ALC

YTD

8.86%

1M

-0.87%

6M

-4.89%

1Y

10.73%

5Y*

8.54%

10Y*

N/A

BRK-B

YTD

27.07%

1M

-3.33%

6M

10.64%

1Y

27.25%

5Y*

14.92%

10Y*

11.59%

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Alcon Inc. (ALC) 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 ALC, currently valued at 0.60, compared to the broader market-4.00-2.000.002.000.601.90
The chart of Sortino ratio for ALC, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.112.69
The chart of Omega ratio for ALC, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.34
The chart of Calmar ratio for ALC, currently valued at 0.82, compared to the broader market0.002.004.006.000.823.63
The chart of Martin ratio for ALC, currently valued at 2.12, compared to the broader market-5.000.005.0010.0015.0020.0025.002.128.89
ALC
BRK-B

The current ALC Sharpe Ratio is 0.60, which is lower than the BRK-B Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ALC 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.60
1.90
ALC
BRK-B

Dividends

ALC vs. BRK-B - Dividend Comparison

ALC's dividend yield for the trailing twelve months is around 0.31%, while BRK-B has not paid dividends to shareholders.


TTM202320222021
ALC
Alcon Inc.
0.31%0.30%0.30%0.24%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%

Drawdowns

ALC vs. BRK-B - Drawdown Comparison

The maximum ALC drawdown since its inception was -37.19%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ALC and BRK-B. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.88%
-6.19%
ALC
BRK-B

Volatility

ALC vs. BRK-B - Volatility Comparison

Alcon Inc. (ALC) has a higher volatility of 4.32% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. This indicates that ALC'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.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.32%
3.82%
ALC
BRK-B

Financials

ALC vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Alcon Inc. 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
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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.

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