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

Correlation

The correlation between BSJO and BRK-B is 0.45, 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.


-0.50.00.51.00.4

Performance

BSJO vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.19%
7.96%
BSJO
BRK-B

Key characteristics

Returns By Period


BSJO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BRK-B

YTD

3.37%

1M

3.39%

6M

7.96%

1Y

27.31%

5Y*

15.42%

10Y*

12.17%

*Annualized

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Risk-Adjusted Performance

BSJO vs. BRK-B — Risk-Adjusted Performance Rank

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

BSJO
The Risk-Adjusted Performance Rank of BSJO is 9999
Overall Rank
The Sharpe Ratio Rank of BSJO is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJO is 9999
Sortino Ratio Rank
The Omega Ratio Rank of BSJO is 9999
Omega Ratio Rank
The Calmar Ratio Rank of BSJO is 9999
Calmar Ratio Rank
The Martin Ratio Rank of BSJO is 9999
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9191
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8989
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) 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 BSJO, currently valued at 5.88, compared to the broader market0.002.004.005.882.00
The chart of Sortino ratio for BSJO, currently valued at 11.20, compared to the broader market0.005.0010.0011.202.79
The chart of Omega ratio for BSJO, currently valued at 2.77, compared to the broader market1.002.003.002.771.36
The chart of Calmar ratio for BSJO, currently valued at 19.70, compared to the broader market0.005.0010.0015.0020.0019.703.50
The chart of Martin ratio for BSJO, currently valued at 108.24, compared to the broader market0.0020.0040.0060.0080.00100.00108.248.43
BSJO
BRK-B


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00AugustSeptemberOctoberNovemberDecember2025
5.88
2.00
BSJO
BRK-B

Dividends

BSJO vs. BRK-B - Dividend Comparison

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


TTM202420232022202120202019201820172016
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
4.88%5.38%6.05%4.89%4.05%4.51%5.11%5.69%4.69%1.39%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BSJO vs. BRK-B - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-3.00%
BSJO
BRK-B

Volatility

BSJO vs. BRK-B - Volatility Comparison

The current volatility for Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) is 0.00%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.55%. This indicates that BSJO experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember20250
4.55%
BSJO
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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