BRYN.DE vs. ^GSPC
BRYN.DE (Berkshire Hathaway Inc) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, BRYN.DE returned 12.59%/yr vs 13.40%/yr for ^GSPC. At a 0.34 correlation, their price movements are largely independent.
Performance
BRYN.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
BRYN.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, BRYN.DE achieves a -3.74% return, which is significantly lower than ^GSPC's 12.06% return. Over the past 10 years, BRYN.DE has underperformed ^GSPC with an annualized return of 12.59%, while ^GSPC has yielded a comparatively higher 13.40% annualized return.
BRYN.DE
- 1D
- 0.31%
- 1M
- 2.89%
- YTD
- -3.74%
- 6M
- -4.82%
- 1Y
- -5.30%
- 3Y*
- 10.05%
- 5Y*
- 11.30%
- 10Y*
- 12.59%
^GSPC
- 1D
- 0.27%
- 1M
- 5.17%
- YTD
- 12.06%
- 6M
- 10.90%
- 1Y
- 24.89%
- 3Y*
- 17.85%
- 5Y*
- 13.43%
- 10Y*
- 13.40%
BRYN.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRYN.DE Berkshire Hathaway Inc | -3.74% | -2.32% | 34.74% | 12.14% | 8.56% | 41.95% | -7.63% | 15.43% | 5.10% | 8.44% |
^GSPC S&P 500 Index | 12.06% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between BRYN.DE and ^GSPC is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.34 |
Over the past year, the correlation between BRYN.DE and ^GSPC has dropped to 0.03 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
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Return for Risk
BRYN.DE vs. ^GSPC — Risk / Return Rank
BRYN.DE
^GSPC
BRYN.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc (BRYN.DE) and S&P 500 Index (^GSPC). 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.
| BRYN.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.39 | ||
| Sortino ratioReturn per unit of downside risk | -3.06 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.37 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 3.30 | -3.80 |
| Martin ratioReturn relative to average drawdown | -0.97 | 12.34 | -13.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRYN.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | 2.04 | -2.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.80 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.72 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.51 | -0.13 |
Drawdowns
BRYN.DE vs. ^GSPC - Drawdown Comparison
The maximum BRYN.DE drawdown since its inception was -48.14%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for BRYN.DE and ^GSPC.
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Drawdown Indicators
| BRYN.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.14% | -51.62% | +3.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.57% | -7.57% | -3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -19.97% | -23.99% | +4.02% |
Max Drawdown (5Y)Largest decline over 5 years | -22.34% | -23.99% | +1.65% |
Max Drawdown (10Y)Largest decline over 10 years | -28.72% | -33.42% | +4.70% |
Current DrawdownCurrent decline from peak | -17.48% | -0.20% | -17.28% |
Average DrawdownAverage peak-to-trough decline | -10.78% | -9.08% | -1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 2.02% | +3.42% |
Volatility
BRYN.DE vs. ^GSPC - Volatility Comparison
Berkshire Hathaway Inc (BRYN.DE) has a higher volatility of 3.89% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that BRYN.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRYN.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 2.24% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 8.62% | +2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 12.29% | +2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 16.79% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 18.59% | +0.10% |
Frequently Asked Questions
BRYN.DE and ^GSPC have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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