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BRK-B vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.4

Performance

BRK-B vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.15%
7.38%
BRK-B
^NDX

Key characteristics

Sharpe Ratio

BRK-B:

1.66

^NDX:

1.48

Sortino Ratio

BRK-B:

2.36

^NDX:

2.00

Omega Ratio

BRK-B:

1.30

^NDX:

1.27

Calmar Ratio

BRK-B:

3.19

^NDX:

1.97

Martin Ratio

BRK-B:

7.92

^NDX:

7.07

Ulcer Index

BRK-B:

3.05%

^NDX:

3.79%

Daily Std Dev

BRK-B:

14.58%

^NDX:

18.12%

Max Drawdown

BRK-B:

-53.86%

^NDX:

-82.90%

Current Drawdown

BRK-B:

-7.55%

^NDX:

-4.02%

Returns By Period

The year-to-date returns for both investments are quite close, with BRK-B having a 25.21% return and ^NDX slightly higher at 26.05%. Over the past 10 years, BRK-B has underperformed ^NDX with an annualized return of 11.44%, while ^NDX has yielded a comparatively higher 17.39% annualized return.


BRK-B

YTD

25.21%

1M

-5.42%

6M

9.47%

1Y

23.44%

5Y*

14.61%

10Y*

11.44%

^NDX

YTD

26.05%

1M

3.26%

6M

6.53%

1Y

26.16%

5Y*

19.64%

10Y*

17.39%

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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.


Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 1.66, compared to the broader market-4.00-2.000.002.001.661.48
The chart of Sortino ratio for BRK-B, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.002.362.00
The chart of Omega ratio for BRK-B, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.27
The chart of Calmar ratio for BRK-B, currently valued at 3.19, compared to the broader market0.002.004.006.003.191.97
The chart of Martin ratio for BRK-B, currently valued at 7.92, compared to the broader market0.0010.0020.007.927.07
BRK-B
^NDX

The current BRK-B Sharpe Ratio is 1.66, which is comparable to the ^NDX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of BRK-B and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.66
1.48
BRK-B
^NDX

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.55%
-4.02%
BRK-B
^NDX

Volatility

BRK-B vs. ^NDX - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.61%, while NASDAQ 100 (^NDX) has a volatility of 5.30%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
3.61%
5.30%
BRK-B
^NDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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