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

Correlation

The correlation between BRYN.DE and VT 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

BRYN.DE vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc (BRYN.DE) and Vanguard Total World Stock ETF (VT). 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%SeptemberOctoberNovemberDecember2025February
7.24%
9.25%
BRYN.DE
VT

Key characteristics

Sharpe Ratio

BRYN.DE:

1.38

VT:

1.54

Sortino Ratio

BRYN.DE:

2.09

VT:

2.10

Omega Ratio

BRYN.DE:

1.26

VT:

1.28

Calmar Ratio

BRYN.DE:

2.98

VT:

2.28

Martin Ratio

BRYN.DE:

6.81

VT:

9.06

Ulcer Index

BRYN.DE:

3.43%

VT:

2.05%

Daily Std Dev

BRYN.DE:

16.86%

VT:

12.09%

Max Drawdown

BRYN.DE:

-48.14%

VT:

-50.27%

Current Drawdown

BRYN.DE:

-1.37%

VT:

-0.10%

Returns By Period

In the year-to-date period, BRYN.DE achieves a 4.39% return, which is significantly higher than VT's 3.98% return. Over the past 10 years, BRYN.DE has outperformed VT with an annualized return of 13.21%, while VT has yielded a comparatively lower 9.43% annualized return.


BRYN.DE

YTD

4.39%

1M

5.40%

6M

15.88%

1Y

22.95%

5Y*

16.59%

10Y*

13.21%

VT

YTD

3.98%

1M

5.17%

6M

9.52%

1Y

17.75%

5Y*

10.35%

10Y*

9.43%

*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. VT — 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

VT
The Risk-Adjusted Performance Rank of VT is 6666
Overall Rank
The Sharpe Ratio Rank of VT is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VT is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7171
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. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc (BRYN.DE) and Vanguard Total World Stock ETF (VT). 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 0.90, compared to the broader market-2.000.002.004.000.901.51
The chart of Sortino ratio for BRYN.DE, currently valued at 1.37, compared to the broader market-6.00-4.00-2.000.002.004.001.372.07
The chart of Omega ratio for BRYN.DE, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.28
The chart of Calmar ratio for BRYN.DE, currently valued at 1.56, compared to the broader market0.002.004.006.001.562.20
The chart of Martin ratio for BRYN.DE, currently valued at 3.49, compared to the broader market0.0010.0020.0030.003.498.70
BRYN.DE
VT

The current BRYN.DE Sharpe Ratio is 1.38, which is comparable to the VT Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of BRYN.DE and VT, 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.90
1.51
BRYN.DE
VT

Dividends

BRYN.DE vs. VT - Dividend Comparison

BRYN.DE has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.88%.


TTM20242023202220212020201920182017201620152014
BRYN.DE
Berkshire Hathaway Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.88%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

BRYN.DE vs. VT - Drawdown Comparison

The maximum BRYN.DE drawdown since its inception was -48.14%, roughly equal to the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for BRYN.DE and VT. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.83%
-0.10%
BRYN.DE
VT

Volatility

BRYN.DE vs. VT - Volatility Comparison

Berkshire Hathaway Inc (BRYN.DE) has a higher volatility of 6.22% compared to Vanguard Total World Stock ETF (VT) at 3.20%. This indicates that BRYN.DE's price experiences larger fluctuations and is considered to be riskier than VT 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%
3.20%
BRYN.DE
VT
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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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