BRK-A vs. SPY

In the year-to-date period, BRK-A achieves a 3.21% return, which is significantly higher than SPY's 1.96% return. Over the past 10 years, BRK-A has underperformed SPY with an annualized return of 12.17%, while SPY has yielded a comparatively higher 13.29% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc (BRK-A) and SPDR S&P 500 ETF (SPY). 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.

The current BRK-A Sharpe Ratio is 1.90, which is comparable to the SPY Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of BRK-A and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BRK-A has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.18%.

The maximum BRK-A drawdown since its inception was -51.47%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BRK-A and SPY. For additional features, visit the drawdowns tool.

Berkshire Hathaway Inc (BRK-A) and SPDR S&P 500 ETF (SPY) have volatilities of 4.87% and 5.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.