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

Correlation

The correlation between BTIIX and BRK-B is 0.51, 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.


-0.50.00.51.00.5

Performance

BTIIX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Equity 500 Index Fund (BTIIX) 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%15.00%JulyAugustSeptemberOctoberNovemberDecember
-6.74%
10.64%
BTIIX
BRK-B

Key characteristics

Sharpe Ratio

BTIIX:

0.48

BRK-B:

1.90

Sortino Ratio

BTIIX:

0.64

BRK-B:

2.69

Omega Ratio

BTIIX:

1.14

BRK-B:

1.34

Calmar Ratio

BTIIX:

0.52

BRK-B:

3.63

Martin Ratio

BTIIX:

3.07

BRK-B:

8.89

Ulcer Index

BTIIX:

2.98%

BRK-B:

3.10%

Daily Std Dev

BTIIX:

19.01%

BRK-B:

14.48%

Max Drawdown

BTIIX:

-84.57%

BRK-B:

-53.86%

Current Drawdown

BTIIX:

-16.74%

BRK-B:

-6.19%

Returns By Period

In the year-to-date period, BTIIX achieves a 7.48% return, which is significantly lower than BRK-B's 27.07% return. Both investments have delivered pretty close results over the past 10 years, with BTIIX having a 12.15% annualized return and BRK-B not far behind at 11.59%.


BTIIX

YTD

7.48%

1M

-14.25%

6M

-6.74%

1Y

8.02%

5Y*

10.97%

10Y*

12.15%

BRK-B

YTD

27.07%

1M

-3.33%

6M

10.64%

1Y

27.25%

5Y*

14.92%

10Y*

11.59%

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for DWS Equity 500 Index Fund (BTIIX) 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 BTIIX, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.000.481.90
The chart of Sortino ratio for BTIIX, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.0010.000.642.69
The chart of Omega ratio for BTIIX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.003.501.141.34
The chart of Calmar ratio for BTIIX, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.0014.000.523.63
The chart of Martin ratio for BTIIX, currently valued at 3.07, compared to the broader market0.0020.0040.0060.003.078.89
BTIIX
BRK-B

The current BTIIX Sharpe Ratio is 0.48, which is lower than the BRK-B Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of BTIIX 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.48
1.90
BTIIX
BRK-B

Dividends

BTIIX vs. BRK-B - Dividend Comparison

BTIIX's dividend yield for the trailing twelve months is around 0.99%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BTIIX
DWS Equity 500 Index Fund
0.99%1.67%1.63%1.36%1.66%1.73%2.18%1.80%2.00%1.68%1.90%1.77%
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%0.00%0.00%

Drawdowns

BTIIX vs. BRK-B - Drawdown Comparison

The maximum BTIIX drawdown since its inception was -84.57%, 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 BTIIX and BRK-B. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.74%
-6.19%
BTIIX
BRK-B

Volatility

BTIIX vs. BRK-B - Volatility Comparison

DWS Equity 500 Index Fund (BTIIX) has a higher volatility of 15.77% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. This indicates that BTIIX'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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
15.77%
3.82%
BTIIX
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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