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

Key characteristics


BTIIXBRK-B
YTD Return22.54%27.82%
1Y Return34.55%30.80%
3Y Return (Ann)11.03%17.12%
5Y Return (Ann)18.26%17.04%
10Y Return (Ann)14.68%12.82%
Sharpe Ratio2.812.39
Sortino Ratio3.753.18
Omega Ratio1.511.41
Calmar Ratio2.833.06
Martin Ratio17.4012.02
Ulcer Index2.03%2.66%
Daily Std Dev12.53%13.40%
Max Drawdown-84.57%-53.86%
Current Drawdown0.00%-4.74%

Correlation

-0.50.00.51.00.5

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.

Performance

BTIIX vs. BRK-B - Performance Comparison

In the year-to-date period, BTIIX achieves a 22.54% return, which is significantly lower than BRK-B's 27.82% return. Over the past 10 years, BTIIX has outperformed BRK-B with an annualized return of 14.68%, while BRK-B has yielded a comparatively lower 12.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
12.88%
11.44%
BTIIX
BRK-B

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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.


BTIIX
Sharpe ratio
The chart of Sharpe ratio for BTIIX, currently valued at 2.81, compared to the broader market0.002.004.002.81
Sortino ratio
The chart of Sortino ratio for BTIIX, currently valued at 3.75, compared to the broader market0.005.0010.003.75
Omega ratio
The chart of Omega ratio for BTIIX, currently valued at 1.51, compared to the broader market1.002.003.004.001.51
Calmar ratio
The chart of Calmar ratio for BTIIX, currently valued at 2.83, compared to the broader market0.005.0010.0015.0020.0025.002.83
Martin ratio
The chart of Martin ratio for BTIIX, currently valued at 17.40, compared to the broader market0.0020.0040.0060.0080.00100.0017.40
BRK-B
Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 2.39, compared to the broader market0.002.004.002.39
Sortino ratio
The chart of Sortino ratio for BRK-B, currently valued at 3.18, compared to the broader market0.005.0010.003.18
Omega ratio
The chart of Omega ratio for BRK-B, currently valued at 1.41, compared to the broader market1.002.003.004.001.41
Calmar ratio
The chart of Calmar ratio for BRK-B, currently valued at 3.06, compared to the broader market0.005.0010.0015.0020.0025.003.06
Martin ratio
The chart of Martin ratio for BRK-B, currently valued at 12.02, compared to the broader market0.0020.0040.0060.0080.00100.0012.02

BTIIX vs. BRK-B - Sharpe Ratio Comparison

The current BTIIX Sharpe Ratio is 2.81, which roughly equals the BRK-B Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of BTIIX and BRK-B, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.81
2.39
BTIIX
BRK-B

Dividends

BTIIX vs. BRK-B - Dividend Comparison

BTIIX's dividend yield for the trailing twelve months is around 22.94%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BTIIX
DWS Equity 500 Index Fund
22.94%26.16%14.49%15.07%20.31%23.22%22.74%15.17%11.52%8.32%5.09%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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober0
-4.74%
BTIIX
BRK-B

Volatility

BTIIX vs. BRK-B - Volatility Comparison

The current volatility for DWS Equity 500 Index Fund (BTIIX) is 2.95%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.06%. This indicates that BTIIX 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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.95%
4.06%
BTIIX
BRK-B