BRK-B vs. ^NDX
Compare and contrast key facts about Berkshire Hathaway Inc. (BRK-B) and NASDAQ 100 (^NDX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRK-B or ^NDX.
Key characteristics
| BRK-B | ^NDX | |
|---|---|---|
| YTD Return | 15.02% | 8.90% |
| 1Y Return | 26.80% | 36.60% |
| 3Y Return (Ann) | 12.20% | 11.04% |
| 5Y Return (Ann) | 14.96% | 19.36% |
| 10Y Return (Ann) | 12.48% | 17.75% |
| Sharpe Ratio | 2.25 | 2.27 |
| Daily Std Dev | 12.08% | 16.44% |
| Max Drawdown | -53.86% | -82.90% |
| Current Drawdown | -2.44% | -0.09% |
Correlation
The correlation between BRK-B and ^NDX is 0.39, 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.
Performance
BRK-B vs. ^NDX - Performance Comparison
In the year-to-date period, BRK-B achieves a 15.02% return, which is significantly higher than ^NDX's 8.90% return. Over the past 10 years, BRK-B has underperformed ^NDX with an annualized return of 12.48%, while ^NDX has yielded a comparatively higher 17.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BRK-B vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and NASDAQ 100 (^NDX). 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-B vs. ^NDX - Drawdown Comparison
The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for BRK-B and ^NDX. For additional features, visit the drawdowns tool.
Volatility
BRK-B vs. ^NDX - Volatility Comparison
The current volatility for Berkshire Hathaway Inc. (BRK-B) is 2.92%, while NASDAQ 100 (^NDX) has a volatility of 5.00%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.