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BRYN.DE vs. CSPX.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRYN.DE and CSPX.AS is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

BRYN.DE vs. CSPX.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc (BRYN.DE) and iShares Core S&P 500 UCITS ETF (CSPX.AS). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.85%
8.68%
BRYN.DE
CSPX.AS

Key characteristics

Sharpe Ratio

BRYN.DE:

1.15

CSPX.AS:

2.09

Sortino Ratio

BRYN.DE:

1.78

CSPX.AS:

2.87

Omega Ratio

BRYN.DE:

1.22

CSPX.AS:

1.42

Calmar Ratio

BRYN.DE:

2.50

CSPX.AS:

3.14

Martin Ratio

BRYN.DE:

5.81

CSPX.AS:

13.71

Ulcer Index

BRYN.DE:

3.37%

CSPX.AS:

1.90%

Daily Std Dev

BRYN.DE:

16.96%

CSPX.AS:

12.49%

Max Drawdown

BRYN.DE:

-48.14%

CSPX.AS:

-33.65%

Current Drawdown

BRYN.DE:

-0.74%

CSPX.AS:

-1.10%

Returns By Period

In the year-to-date period, BRYN.DE achieves a 5.92% return, which is significantly higher than CSPX.AS's 2.30% return. Both investments have delivered pretty close results over the past 10 years, with BRYN.DE having a 13.32% annualized return and CSPX.AS not far ahead at 13.48%.


BRYN.DE

YTD

5.92%

1M

5.03%

6M

14.34%

1Y

20.89%

5Y*

16.85%

10Y*

13.32%

CSPX.AS

YTD

2.30%

1M

-0.41%

6M

16.31%

1Y

25.58%

5Y*

14.74%

10Y*

13.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BRYN.DE vs. CSPX.AS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRYN.DE
The Risk-Adjusted Performance Rank of BRYN.DE is 8181
Overall Rank
The Sharpe Ratio Rank of BRYN.DE is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of BRYN.DE is 7676
Sortino Ratio Rank
The Omega Ratio Rank of BRYN.DE is 7474
Omega Ratio Rank
The Calmar Ratio Rank of BRYN.DE is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BRYN.DE is 8383
Martin Ratio Rank

CSPX.AS
The Risk-Adjusted Performance Rank of CSPX.AS is 8686
Overall Rank
The Sharpe Ratio Rank of CSPX.AS is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of CSPX.AS is 8484
Sortino Ratio Rank
The Omega Ratio Rank of CSPX.AS is 8787
Omega Ratio Rank
The Calmar Ratio Rank of CSPX.AS is 8484
Calmar Ratio Rank
The Martin Ratio Rank of CSPX.AS is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BRYN.DE vs. CSPX.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc (BRYN.DE) and iShares Core S&P 500 UCITS ETF (CSPX.AS). 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 BRYN.DE, currently valued at 1.26, compared to the broader market-2.000.002.001.261.85
The chart of Sortino ratio for BRYN.DE, currently valued at 1.87, compared to the broader market-4.00-2.000.002.004.006.001.872.56
The chart of Omega ratio for BRYN.DE, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.34
The chart of Calmar ratio for BRYN.DE, currently valued at 2.14, compared to the broader market0.002.004.006.002.142.74
The chart of Martin ratio for BRYN.DE, currently valued at 4.89, compared to the broader market-10.000.0010.0020.0030.004.8910.99
BRYN.DE
CSPX.AS

The current BRYN.DE Sharpe Ratio is 1.15, which is lower than the CSPX.AS Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of BRYN.DE and CSPX.AS, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.26
1.85
BRYN.DE
CSPX.AS

Dividends

BRYN.DE vs. CSPX.AS - Dividend Comparison

Neither BRYN.DE nor CSPX.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BRYN.DE vs. CSPX.AS - Drawdown Comparison

The maximum BRYN.DE drawdown since its inception was -48.14%, which is greater than CSPX.AS's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for BRYN.DE and CSPX.AS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.95%
-0.76%
BRYN.DE
CSPX.AS

Volatility

BRYN.DE vs. CSPX.AS - Volatility Comparison

Berkshire Hathaway Inc (BRYN.DE) and iShares Core S&P 500 UCITS ETF (CSPX.AS) have volatilities of 3.56% and 3.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.56%
3.49%
BRYN.DE
CSPX.AS
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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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