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

Performance

BRK-A vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc (BRK-A) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

0.00%200,000.00%400,000.00%600,000.00%800,000.00%JuneJulyAugustSeptemberOctoberNovember
21,893.74%
695,750.00%
BRK-A
MSFT

Returns By Period

In the year-to-date period, BRK-A achieves a 30.11% return, which is significantly higher than MSFT's 11.63% return. Over the past 10 years, BRK-A has underperformed MSFT with an annualized return of 12.49%, while MSFT has yielded a comparatively higher 25.92% annualized return.


BRK-A

YTD

30.11%

1M

1.07%

6M

12.17%

1Y

29.73%

5Y (annualized)

16.58%

10Y (annualized)

12.49%

MSFT

YTD

11.63%

1M

-0.16%

6M

-0.46%

1Y

13.50%

5Y (annualized)

23.85%

10Y (annualized)

25.92%

Fundamentals


BRK-AMSFT
Market Cap$1.01T$3.15T
EPS$74.20K$12.12
PE Ratio9.4434.90
PEG Ratio9.682.21
Total Revenue (TTM)$315.76B$254.19B
Gross Profit (TTM)$66.19B$176.28B
EBITDA (TTM)$7.45B$139.70B

Key characteristics


BRK-AMSFT
Sharpe Ratio2.020.59
Sortino Ratio2.850.88
Omega Ratio1.361.12
Calmar Ratio3.950.75
Martin Ratio10.521.80
Ulcer Index2.87%6.44%
Daily Std Dev14.91%19.66%
Max Drawdown-51.47%-69.41%
Current Drawdown-1.38%-10.54%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.2

The correlation between BRK-A and MSFT is 0.24, 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.

Risk-Adjusted Performance

BRK-A vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc (BRK-A) and Microsoft Corporation (MSFT). 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 BRK-A, currently valued at 1.96, compared to the broader market-4.00-2.000.002.004.001.960.59
The chart of Sortino ratio for BRK-A, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.002.770.88
The chart of Omega ratio for BRK-A, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.12
The chart of Calmar ratio for BRK-A, currently valued at 3.82, compared to the broader market0.002.004.006.003.820.75
The chart of Martin ratio for BRK-A, currently valued at 10.17, compared to the broader market0.0010.0020.0030.0010.171.80
BRK-A
MSFT

The current BRK-A Sharpe Ratio is 2.02, which is higher than the MSFT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of BRK-A and MSFT, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.96
0.59
BRK-A
MSFT

Dividends

BRK-A vs. MSFT - Dividend Comparison

BRK-A has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.54%.


TTM20232022202120202019201820172016201520142013
BRK-A
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%
MSFT
Microsoft Corporation
0.54%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

BRK-A vs. MSFT - Drawdown Comparison

The maximum BRK-A drawdown since its inception was -51.47%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for BRK-A and MSFT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.38%
-10.54%
BRK-A
MSFT

Volatility

BRK-A vs. MSFT - Volatility Comparison

The current volatility for Berkshire Hathaway Inc (BRK-A) is 6.69%, while Microsoft Corporation (MSFT) has a volatility of 8.30%. This indicates that BRK-A experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.69%
8.30%
BRK-A
MSFT

Financials

BRK-A vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Berkshire Hathaway Inc and Microsoft Corporation. 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