PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
BRK-A vs. ^AW01
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

BRK-A vs. ^AW01

Last updated May 12, 2025

Compare and contrast key facts about Berkshire Hathaway Inc (BRK-A) and FTSE All World (^AW01).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRK-A or ^AW01.

Correlation

The correlation between BRK-A and ^AW01 is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

BRK-A vs. ^AW01 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc (BRK-A) and FTSE All World (^AW01). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

BRK-A:

19.84%

^AW01:

4.78%

Max Drawdown

BRK-A:

-51.47%

^AW01:

-0.49%

Current Drawdown

BRK-A:

-4.74%

^AW01:

-0.05%

Returns By Period

BRK-A

YTD

13.23%

1M

-1.66%

6M

10.80%

1Y

23.95%

5Y*

24.39%

10Y*

13.44%

^AW01

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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

Risk-Adjusted Performance

BRK-A vs. ^AW01 — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BRK-A
The Risk-Adjusted Performance Rank of BRK-A is 8989
Overall Rank
The Sharpe Ratio Rank of BRK-A is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-A is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BRK-A is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BRK-A is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BRK-A is 9292
Martin Ratio Rank
^AW01
The Risk-Adjusted Performance Rank of ^AW01 is 6767
Overall Rank
The Sharpe Ratio Rank of ^AW01 is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AW01 is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ^AW01 is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ^AW01 is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ^AW01 is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BRK-A vs. ^AW01 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc (BRK-A) and FTSE All World (^AW01). 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.

Loading data...

Drawdowns

BRK-A vs. ^AW01 - Drawdown Comparison

The maximum BRK-A drawdown since its inception was -51.47%, which is greater than ^AW01's maximum drawdown of -0.49%. Use the drawdown chart below to compare losses from any high point for BRK-A and ^AW01. For additional features, visit the drawdowns tool.

Loading data...

Volatility

BRK-A vs. ^AW01 - Volatility Comparison

Loading data...