BIAWX vs. BRK-B
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund (BIAWX) and Berkshire Hathaway Inc. (BRK-B).
BIAWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIAWX or BRK-B.
Performance
BIAWX vs. BRK-B - Performance Comparison
Returns By Period
In the year-to-date period, BIAWX achieves a 20.87% return, which is significantly lower than BRK-B's 32.36% return. Over the past 10 years, BIAWX has outperformed BRK-B with an annualized return of 14.34%, while BRK-B has yielded a comparatively lower 12.38% annualized return.
BIAWX
20.87%
1.75%
8.90%
27.41%
16.29%
14.34%
BRK-B
32.36%
2.30%
16.31%
30.48%
16.76%
12.38%
Key characteristics
| BIAWX | BRK-B | |
|---|---|---|
| Sharpe Ratio | 1.71 | 2.15 |
| Sortino Ratio | 2.34 | 3.02 |
| Omega Ratio | 1.31 | 1.39 |
| Calmar Ratio | 2.09 | 4.06 |
| Martin Ratio | 10.94 | 10.57 |
| Ulcer Index | 2.56% | 2.91% |
| Daily Std Dev | 16.43% | 14.33% |
| Max Drawdown | -38.09% | -53.86% |
| Current Drawdown | -1.55% | -1.36% |
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Correlation
The correlation between BIAWX and BRK-B is 0.54, 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
BIAWX vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund (BIAWX) 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
BIAWX vs. BRK-B - Dividend Comparison
Neither BIAWX nor BRK-B has paid dividends to shareholders.
Drawdowns
BIAWX vs. BRK-B - Drawdown Comparison
The maximum BIAWX drawdown since its inception was -38.09%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BIAWX and BRK-B. For additional features, visit the drawdowns tool.
Volatility
BIAWX vs. BRK-B - Volatility Comparison
The current volatility for Brown Advisory Sustainable Growth Fund (BIAWX) is 5.56%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.66%. This indicates that BIAWX 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.