PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BBLU vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BBLU vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ea Bridgeway Blue Chip ETF (BBLU) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.77%
15.51%
BBLU
BRK-B

Returns By Period

In the year-to-date period, BBLU achieves a 26.78% return, which is significantly lower than BRK-B's 31.45% return.


BBLU

YTD

26.78%

1M

1.86%

6M

12.10%

1Y

31.58%

5Y (annualized)

N/A

10Y (annualized)

N/A

BRK-B

YTD

31.45%

1M

1.01%

6M

13.25%

1Y

29.87%

5Y (annualized)

16.61%

10Y (annualized)

12.35%

Key characteristics


BBLUBRK-B
Sharpe Ratio2.712.08
Sortino Ratio3.722.94
Omega Ratio1.491.38
Calmar Ratio3.513.92
Martin Ratio15.5110.23
Ulcer Index2.05%2.91%
Daily Std Dev11.73%14.32%
Max Drawdown-9.07%-53.86%
Current Drawdown-1.35%-2.04%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.6

The correlation between BBLU and BRK-B is 0.55, 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.

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Ea Bridgeway Blue Chip ETF (BBLU) 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 BBLU, currently valued at 2.71, compared to the broader market0.002.004.002.712.08
The chart of Sortino ratio for BBLU, currently valued at 3.72, compared to the broader market-2.000.002.004.006.008.0010.0012.003.722.94
The chart of Omega ratio for BBLU, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.38
The chart of Calmar ratio for BBLU, currently valued at 3.51, compared to the broader market0.005.0010.0015.003.513.92
The chart of Martin ratio for BBLU, currently valued at 15.51, compared to the broader market0.0020.0040.0060.0080.00100.0015.5110.23
BBLU
BRK-B

The current BBLU Sharpe Ratio is 2.71, which is higher than the BRK-B Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of BBLU 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.71
2.08
BBLU
BRK-B

Dividends

BBLU vs. BRK-B - Dividend Comparison

BBLU's dividend yield for the trailing twelve months is around 1.32%, while BRK-B has not paid dividends to shareholders.


TTM20232022
BBLU
Ea Bridgeway Blue Chip ETF
1.32%1.68%32.07%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%

Drawdowns

BBLU vs. BRK-B - Drawdown Comparison

The maximum BBLU drawdown since its inception was -9.07%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BBLU and BRK-B. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.35%
-2.04%
BBLU
BRK-B

Volatility

BBLU vs. BRK-B - Volatility Comparison

The current volatility for Ea Bridgeway Blue Chip ETF (BBLU) is 4.06%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.64%. This indicates that BBLU 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.06%
6.64%
BBLU
BRK-B