BSJO vs. BRK-B
Compare and contrast key facts about Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) and Berkshire Hathaway Inc. (BRK-B).
BSJO is a passively managed fund by Invesco that tracks the performance of the NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index. It was launched on Sep 14, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSJO or BRK-B.
Performance
BSJO vs. BRK-B - Performance Comparison
Returns By Period
In the year-to-date period, BSJO achieves a 5.04% return, which is significantly lower than BRK-B's 32.36% return.
BSJO
5.04%
0.42%
2.46%
6.42%
3.12%
N/A
BRK-B
32.36%
2.30%
16.31%
30.48%
16.76%
12.38%
Key characteristics
| BSJO | BRK-B | |
|---|---|---|
| Sharpe Ratio | 5.47 | 2.15 |
| Sortino Ratio | 10.86 | 3.02 |
| Omega Ratio | 2.66 | 1.39 |
| Calmar Ratio | 19.63 | 4.06 |
| Martin Ratio | 104.00 | 10.57 |
| Ulcer Index | 0.06% | 2.91% |
| Daily Std Dev | 1.18% | 14.33% |
| Max Drawdown | -21.99% | -53.86% |
| Current Drawdown | -0.04% | -1.36% |
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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.
Risk-Adjusted Performance
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.
Dividends
BSJO vs. BRK-B - Dividend Comparison
BSJO's dividend yield for the trailing twelve months is around 5.90%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF | 5.90% | 6.05% | 4.89% | 4.06% | 4.51% | 5.10% | 5.68% | 4.87% | 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% |
Drawdowns
BSJO vs. BRK-B - Drawdown Comparison
The maximum BSJO drawdown since its inception was -21.99%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BSJO and BRK-B. For additional features, visit the drawdowns tool.
Volatility
BSJO vs. BRK-B - Volatility Comparison
The current volatility for Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) is 0.15%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.66%. 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.