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

Correlation

The correlation between ASX and BRK-B is 0.25, 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.


-0.50.00.51.00.2

Performance

ASX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASE Technology Holding Co., Ltd. (ASX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
1,260.17%
997.87%
ASX
BRK-B

Key characteristics

Sharpe Ratio

ASX:

0.44

BRK-B:

1.90

Sortino Ratio

ASX:

0.84

BRK-B:

2.69

Omega Ratio

ASX:

1.10

BRK-B:

1.34

Calmar Ratio

ASX:

0.51

BRK-B:

3.63

Martin Ratio

ASX:

1.07

BRK-B:

8.89

Ulcer Index

ASX:

14.90%

BRK-B:

3.10%

Daily Std Dev

ASX:

35.76%

BRK-B:

14.48%

Max Drawdown

ASX:

-72.64%

BRK-B:

-53.86%

Current Drawdown

ASX:

-20.00%

BRK-B:

-6.19%

Fundamentals

Market Cap

ASX:

$22.33B

BRK-B:

$982.94B

EPS

ASX:

$0.50

BRK-B:

$49.48

PE Ratio

ASX:

20.56

BRK-B:

9.21

PEG Ratio

ASX:

1.38

BRK-B:

10.06

Total Revenue (TTM)

ASX:

$593.73B

BRK-B:

$369.89B

Gross Profit (TTM)

ASX:

$94.82B

BRK-B:

$66.19B

EBITDA (TTM)

ASX:

$106.45B

BRK-B:

$149.77B

Returns By Period

In the year-to-date period, ASX achieves a 9.37% return, which is significantly lower than BRK-B's 27.07% return. Over the past 10 years, ASX has outperformed BRK-B with an annualized return of 13.31%, while BRK-B has yielded a comparatively lower 11.59% annualized return.


ASX

YTD

9.37%

1M

2.46%

6M

-11.12%

1Y

13.35%

5Y*

17.90%

10Y*

13.31%

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

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

This table presents a comparison of risk-adjusted performance metrics for ASE Technology Holding Co., Ltd. (ASX) 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 ASX, currently valued at 0.44, compared to the broader market-4.00-2.000.002.000.441.90
The chart of Sortino ratio for ASX, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.000.842.69
The chart of Omega ratio for ASX, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.34
The chart of Calmar ratio for ASX, currently valued at 0.51, compared to the broader market0.002.004.006.000.513.63
The chart of Martin ratio for ASX, currently valued at 1.07, compared to the broader market-5.000.005.0010.0015.0020.0025.001.078.89
ASX
BRK-B

The current ASX Sharpe Ratio is 0.44, which is lower than the BRK-B Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ASX 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
0.44
1.90
ASX
BRK-B

Dividends

ASX vs. BRK-B - Dividend Comparison

ASX's dividend yield for the trailing twelve months is around 3.22%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ASX
ASE Technology Holding Co., Ltd.
3.22%6.07%7.64%3.87%2.33%2.87%14.19%4.46%6.23%7.12%4.42%4.58%
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

ASX vs. BRK-B - Drawdown Comparison

The maximum ASX drawdown since its inception was -72.64%, 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 ASX and BRK-B. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.00%
-6.19%
ASX
BRK-B

Volatility

ASX vs. BRK-B - Volatility Comparison

ASE Technology Holding Co., Ltd. (ASX) has a higher volatility of 8.78% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. This indicates that ASX'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%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.78%
3.82%
ASX
BRK-B

Financials

ASX vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between ASE Technology Holding Co., Ltd. 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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