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BSGLX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSGLX and BRK-B is 0.35, 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

BSGLX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.27%
9.82%
BSGLX
BRK-B

Key characteristics

Sharpe Ratio

BSGLX:

1.18

BRK-B:

1.66

Sortino Ratio

BSGLX:

1.73

BRK-B:

2.37

Omega Ratio

BSGLX:

1.22

BRK-B:

1.30

Calmar Ratio

BSGLX:

0.59

BRK-B:

3.19

Martin Ratio

BSGLX:

6.95

BRK-B:

7.87

Ulcer Index

BSGLX:

3.72%

BRK-B:

3.07%

Daily Std Dev

BSGLX:

21.91%

BRK-B:

14.59%

Max Drawdown

BSGLX:

-58.76%

BRK-B:

-53.86%

Current Drawdown

BSGLX:

-26.36%

BRK-B:

-6.98%

Returns By Period

The year-to-date returns for both stocks are quite close, with BSGLX having a 26.29% return and BRK-B slightly lower at 25.99%.


BSGLX

YTD

26.29%

1M

-0.06%

6M

11.26%

1Y

29.22%

5Y*

10.20%

10Y*

N/A

BRK-B

YTD

25.99%

1M

-4.16%

6M

9.82%

1Y

26.45%

5Y*

14.74%

10Y*

11.48%

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

BSGLX vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) and Berkshire Hathaway Inc. (BRK-B). 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 BSGLX, currently valued at 1.18, compared to the broader market-1.000.001.002.003.004.001.181.66
The chart of Sortino ratio for BSGLX, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.0010.001.732.37
The chart of Omega ratio for BSGLX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.30
The chart of Calmar ratio for BSGLX, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.0012.0014.000.593.19
The chart of Martin ratio for BSGLX, currently valued at 6.95, compared to the broader market0.0020.0040.0060.006.957.87
BSGLX
BRK-B

The current BSGLX Sharpe Ratio is 1.18, which is comparable to the BRK-B Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of BSGLX and BRK-B, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.18
1.66
BSGLX
BRK-B

Dividends

BSGLX vs. BRK-B - Dividend Comparison

Neither BSGLX nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BSGLX vs. BRK-B - Drawdown Comparison

The maximum BSGLX drawdown since its inception was -58.76%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BSGLX and BRK-B. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.36%
-6.98%
BSGLX
BRK-B

Volatility

BSGLX vs. BRK-B - Volatility Comparison

Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) has a higher volatility of 9.56% compared to Berkshire Hathaway Inc. (BRK-B) at 3.68%. This indicates that BSGLX's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.56%
3.68%
BSGLX
BRK-B
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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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