BRK-A vs. ^AW01
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.
Performance
BRK-A vs. ^AW01 - Performance Comparison
Returns By Period
In the year-to-date period, BRK-A achieves a 30.48% return, which is significantly higher than ^AW01's 16.15% return. Over the past 10 years, BRK-A has outperformed ^AW01 with an annualized return of 12.44%, while ^AW01 has yielded a comparatively lower 6.87% annualized return.
BRK-A
30.48%
1.36%
13.60%
30.10%
16.79%
12.44%
^AW01
16.15%
-1.22%
6.25%
23.11%
8.87%
6.87%
Key characteristics
| BRK-A | ^AW01 | |
|---|---|---|
| Sharpe Ratio | 1.98 | 2.10 |
| Sortino Ratio | 2.80 | 2.81 |
| Omega Ratio | 1.35 | 1.39 |
| Calmar Ratio | 3.87 | 2.49 |
| Martin Ratio | 10.30 | 12.11 |
| Ulcer Index | 2.87% | 1.74% |
| Daily Std Dev | 14.91% | 9.89% |
| Max Drawdown | -51.47% | -59.48% |
| Current Drawdown | -1.10% | -1.89% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between BRK-A and ^AW01 is 0.45, 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
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.
Drawdowns
BRK-A vs. ^AW01 - Drawdown Comparison
The maximum BRK-A drawdown since its inception was -51.47%, smaller than the maximum ^AW01 drawdown of -59.48%. Use the drawdown chart below to compare losses from any high point for BRK-A and ^AW01. For additional features, visit the drawdowns tool.
Volatility
BRK-A vs. ^AW01 - Volatility Comparison
Berkshire Hathaway Inc (BRK-A) has a higher volatility of 6.69% compared to FTSE All World (^AW01) at 3.00%. This indicates that BRK-A's price experiences larger fluctuations and is considered to be riskier than ^AW01 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.