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.
Performance
BRK-B vs. ^NDX - Performance Comparison
Returns By Period
In the year-to-date period, BRK-B achieves a 31.86% return, which is significantly higher than ^NDX's 21.21% return. Over the past 10 years, BRK-B has underperformed ^NDX with an annualized return of 12.47%, while ^NDX has yielded a comparatively higher 17.05% annualized return.
BRK-B
31.86%
1.18%
12.79%
31.02%
16.57%
12.47%
^NDX
21.21%
0.34%
9.96%
28.77%
19.65%
17.05%
Key characteristics
| BRK-B | ^NDX | |
|---|---|---|
| Sharpe Ratio | 2.22 | 1.64 |
| Sortino Ratio | 3.12 | 2.22 |
| Omega Ratio | 1.40 | 1.30 |
| Calmar Ratio | 4.20 | 2.13 |
| Martin Ratio | 10.96 | 7.69 |
| Ulcer Index | 2.90% | 3.76% |
| Daily Std Dev | 14.33% | 17.62% |
| Max Drawdown | -53.86% | -82.90% |
| Current Drawdown | -1.73% | -3.42% |
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Correlation
The correlation between BRK-B and ^NDX is 0.38, 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-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
Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 6.62% compared to NASDAQ 100 (^NDX) at 5.62%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.