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BRYN.DE vs. SXR8.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRYN.DE and SXR8.DE is 0.64, 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.


-0.50.00.51.00.6

Performance

BRYN.DE vs. SXR8.DE - 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 USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
8.60%
12.36%
BRYN.DE
SXR8.DE

Key characteristics

Sharpe Ratio

BRYN.DE:

1.38

SXR8.DE:

2.12

Sortino Ratio

BRYN.DE:

2.09

SXR8.DE:

2.92

Omega Ratio

BRYN.DE:

1.26

SXR8.DE:

1.42

Calmar Ratio

BRYN.DE:

2.98

SXR8.DE:

3.26

Martin Ratio

BRYN.DE:

6.81

SXR8.DE:

14.16

Ulcer Index

BRYN.DE:

3.43%

SXR8.DE:

1.90%

Daily Std Dev

BRYN.DE:

16.86%

SXR8.DE:

12.70%

Max Drawdown

BRYN.DE:

-48.14%

SXR8.DE:

-33.78%

Current Drawdown

BRYN.DE:

-1.37%

SXR8.DE:

0.00%

Returns By Period

In the year-to-date period, BRYN.DE achieves a 4.39% return, which is significantly higher than SXR8.DE's 3.87% return. Over the past 10 years, BRYN.DE has underperformed SXR8.DE with an annualized return of 13.21%, while SXR8.DE has yielded a comparatively higher 13.95% annualized return.


BRYN.DE

YTD

4.39%

1M

5.40%

6M

15.88%

1Y

22.95%

5Y*

16.59%

10Y*

13.21%

SXR8.DE

YTD

3.87%

1M

3.50%

6M

19.78%

1Y

26.91%

5Y*

14.85%

10Y*

13.95%

*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. SXR8.DE — 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 8585
Overall Rank
The Sharpe Ratio Rank of BRYN.DE is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BRYN.DE is 8080
Sortino Ratio Rank
The Omega Ratio Rank of BRYN.DE is 7878
Omega Ratio Rank
The Calmar Ratio Rank of BRYN.DE is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BRYN.DE is 8585
Martin Ratio Rank

SXR8.DE
The Risk-Adjusted Performance Rank of SXR8.DE is 8686
Overall Rank
The Sharpe Ratio Rank of SXR8.DE is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SXR8.DE is 8585
Sortino Ratio Rank
The Omega Ratio Rank of SXR8.DE is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SXR8.DE is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SXR8.DE is 8888
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. SXR8.DE - 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 USD (Acc) (SXR8.DE). 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 1.15, compared to the broader market-2.000.002.004.001.151.94
The chart of Sortino ratio for BRYN.DE, currently valued at 1.71, compared to the broader market-6.00-4.00-2.000.002.004.001.712.69
The chart of Omega ratio for BRYN.DE, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.36
The chart of Calmar ratio for BRYN.DE, currently valued at 2.02, compared to the broader market0.002.004.006.002.023.01
The chart of Martin ratio for BRYN.DE, currently valued at 4.63, compared to the broader market0.0010.0020.0030.004.6312.00
BRYN.DE
SXR8.DE

The current BRYN.DE Sharpe Ratio is 1.38, which is lower than the SXR8.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of BRYN.DE and SXR8.DE, 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
1.15
1.94
BRYN.DE
SXR8.DE

Dividends

BRYN.DE vs. SXR8.DE - Dividend Comparison

Neither BRYN.DE nor SXR8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BRYN.DE vs. SXR8.DE - Drawdown Comparison

The maximum BRYN.DE drawdown since its inception was -48.14%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for BRYN.DE and SXR8.DE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.83%
-0.78%
BRYN.DE
SXR8.DE

Volatility

BRYN.DE vs. SXR8.DE - Volatility Comparison

Berkshire Hathaway Inc (BRYN.DE) has a higher volatility of 6.22% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 4.51%. This indicates that BRYN.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. 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
6.22%
4.51%
BRYN.DE
SXR8.DE
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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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