BBLU vs. BRK-B
Compare and contrast key facts about Ea Bridgeway Blue Chip ETF (BBLU) and Berkshire Hathaway Inc. (BRK-B).
BBLU is an actively managed fund by Alpha Architect. It was launched on Nov 17, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBLU or BRK-B.
Key characteristics
| BBLU | BRK-B | |
|---|---|---|
| YTD Return | 22.54% | 26.77% |
| 1Y Return | 32.40% | 28.52% |
| Sharpe Ratio | 3.10 | 2.39 |
| Sortino Ratio | 4.17 | 3.19 |
| Omega Ratio | 1.56 | 1.41 |
| Calmar Ratio | 3.94 | 4.41 |
| Martin Ratio | 17.59 | 11.28 |
| Ulcer Index | 2.03% | 2.80% |
| Daily Std Dev | 11.53% | 13.20% |
| Max Drawdown | -9.07% | -53.86% |
| Current Drawdown | -2.00% | -5.52% |
Correlation
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.
Performance
BBLU vs. BRK-B - Performance Comparison
In the year-to-date period, BBLU achieves a 22.54% return, which is significantly lower than BRK-B's 26.77% 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
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.
Dividends
BBLU vs. BRK-B - Dividend Comparison
BBLU's dividend yield for the trailing twelve months is around 1.37%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | |
|---|---|---|---|
BBLU Ea Bridgeway Blue Chip ETF | 1.37% | 1.68% | 32.08% |
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.
Volatility
BBLU vs. BRK-B - Volatility Comparison
The current volatility for Ea Bridgeway Blue Chip ETF (BBLU) is 3.11%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.80%. 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.