AUEIX vs. BRK-B
Compare and contrast key facts about AQR Large Cap Defensive Style Fund (AUEIX) and Berkshire Hathaway Inc. (BRK-B).
AUEIX is managed by AQR Funds. It was launched on Jul 9, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUEIX or BRK-B.
Key characteristics
| AUEIX | BRK-B | |
|---|---|---|
| YTD Return | 5.92% | 12.40% |
| 1Y Return | 13.47% | 25.27% |
| 3Y Return (Ann) | 4.60% | 12.69% |
| 5Y Return (Ann) | 9.17% | 12.90% |
| 10Y Return (Ann) | 11.54% | 12.41% |
| Sharpe Ratio | 0.41 | 1.98 |
| Daily Std Dev | 31.12% | 12.15% |
| Max Drawdown | -33.57% | -53.86% |
| Current Drawdown | -14.11% | -4.67% |
Correlation
The correlation between AUEIX and BRK-B is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AUEIX vs. BRK-B - Performance Comparison
In the year-to-date period, AUEIX achieves a 5.92% return, which is significantly lower than BRK-B's 12.40% return. Over the past 10 years, AUEIX has underperformed BRK-B with an annualized return of 11.54%, while BRK-B has yielded a comparatively higher 12.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AUEIX vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund (AUEIX) 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.
Dividends
AUEIX vs. BRK-B - Dividend Comparison
AUEIX's dividend yield for the trailing twelve months is around 22.92%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUEIX AQR Large Cap Defensive Style Fund | 22.92% | 24.28% | 10.26% | 2.54% | 1.29% | 1.12% | 1.66% | 2.36% | 1.99% | 6.18% | 4.90% | 0.95% |
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
AUEIX vs. BRK-B - Drawdown Comparison
The maximum AUEIX drawdown since its inception was -33.57%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for AUEIX and BRK-B. For additional features, visit the drawdowns tool.
Volatility
AUEIX vs. BRK-B - Volatility Comparison
The current volatility for AQR Large Cap Defensive Style Fund (AUEIX) is 2.08%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.31%. This indicates that AUEIX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.