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 12.60%/yr vs 12.65%/yr for ^GSPC. At a 0.35 correlation, their price movements are largely independent.
Performance
BRYN.DE vs. ^GSPC - Performance Comparison
Loading charts...
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 1.10% return, which is significantly lower than ^GSPC's 11.89% return. Both investments have delivered pretty close results over the past 10 years, with BRYN.DE having a 12.60% annualized return and ^GSPC not far ahead at 12.65%.
BRYN.DE
- 1D
- -1.10%
- 1M
- 1.13%
- 6M
- 2.45%
- YTD
- 1.10%
- 1Y
- 5.41%
- 3Y*
- 11.24%
- 5Y*
- 12.68%
- 10Y*
- 12.60%
- ALL TIME*
- 10.89%
^GSPC
- 1D
- 0.01%
- 1M
- -0.35%
- 6M
- 8.98%
- YTD
- 11.89%
- 1Y
- 20.36%
- 3Y*
- 16.94%
- 5Y*
- 12.03%
- 10Y*
- 12.65%
- ALL TIME*
- 10.08%
BRYN.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRYN.DE Berkshire Hathaway Inc | 1.10% | -2.32% | 34.74% | 12.14% | 8.56% | 41.95% | -7.63% | 15.43% | 5.10% | 8.44% |
^GSPC S&P 500 Index | 11.89% | 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 -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007 | 0.35 |
The correlation between BRYN.DE and ^GSPC shifts across timeframes, from -0.04 (1 year) to 0.36 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BRYN.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.30 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 2.70 | -2.19 |
| Martin ratioReturn relative to average drawdown | 1.07 | 9.96 | -8.89 |
Loading charts...
Drawdowns
BRYN.DE vs. ^GSPC - Drawdown Comparison
The maximum BRYN.DE drawdown since its inception was -98.01%, which is greater than ^GSPC's maximum drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for BRYN.DE and ^GSPC.
Loading charts...
Drawdown Indicators
| BRYN.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.01% | -50.14% | -47.87% |
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 | -81.96% | -1.73% | -80.23% |
Average DrawdownAverage peak-to-trough decline | -83.06% | -8.49% | -74.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.07% | 2.05% | +3.02% |
Volatility
BRYN.DE vs. ^GSPC - Volatility Comparison
Berkshire Hathaway Inc (BRYN.DE) has a higher volatility of 4.33% compared to S&P 500 Index (^GSPC) at 2.79%. 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.
Loading charts...
Volatility by Period
| BRYN.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 2.79% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 9.21% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.39% | 12.64% | +2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.28% | 16.83% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.74% | 18.61% | +0.13% |
Frequently Asked Questions
BRYN.DE and ^GSPC have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for BRYN.DE and ^GSPC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer