PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CAPU.L vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CAPU.L and BRK-B is 0.44, 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

CAPU.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

180.00%200.00%220.00%240.00%260.00%SeptemberOctoberNovemberDecember2025
253.87%
226.37%
CAPU.L
BRK-B

Key characteristics

Sharpe Ratio

CAPU.L:

2.11

BRK-B:

1.42

Sortino Ratio

CAPU.L:

2.96

BRK-B:

2.06

Omega Ratio

CAPU.L:

1.40

BRK-B:

1.26

Calmar Ratio

CAPU.L:

4.49

BRK-B:

2.52

Martin Ratio

CAPU.L:

13.66

BRK-B:

5.97

Ulcer Index

CAPU.L:

1.60%

BRK-B:

3.53%

Daily Std Dev

CAPU.L:

10.69%

BRK-B:

14.83%

Max Drawdown

CAPU.L:

-26.39%

BRK-B:

-53.86%

Current Drawdown

CAPU.L:

0.00%

BRK-B:

-2.98%

Returns By Period

In the year-to-date period, CAPU.L achieves a 5.43% return, which is significantly higher than BRK-B's 3.40% return.


CAPU.L

YTD

5.43%

1M

4.93%

6M

18.21%

1Y

21.91%

5Y*

15.49%

10Y*

N/A

BRK-B

YTD

3.40%

1M

3.33%

6M

9.41%

1Y

19.94%

5Y*

15.87%

10Y*

12.13%

*Annualized

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

CAPU.L vs. BRK-B — Risk-Adjusted Performance Rank

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

CAPU.L
The Risk-Adjusted Performance Rank of CAPU.L is 8787
Overall Rank
The Sharpe Ratio Rank of CAPU.L is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of CAPU.L is 8585
Sortino Ratio Rank
The Omega Ratio Rank of CAPU.L is 8585
Omega Ratio Rank
The Calmar Ratio Rank of CAPU.L is 9393
Calmar Ratio Rank
The Martin Ratio Rank of CAPU.L is 8787
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8585
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8080
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8484
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.

CAPU.L vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) 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 CAPU.L, currently valued at 1.82, compared to the broader market0.002.004.001.821.22
The chart of Sortino ratio for CAPU.L, currently valued at 2.43, compared to the broader market0.005.0010.002.431.80
The chart of Omega ratio for CAPU.L, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.23
The chart of Calmar ratio for CAPU.L, currently valued at 3.05, compared to the broader market0.005.0010.0015.003.052.14
The chart of Martin ratio for CAPU.L, currently valued at 9.11, compared to the broader market0.0020.0040.0060.0080.00100.009.115.02
CAPU.L
BRK-B

The current CAPU.L Sharpe Ratio is 2.11, which is higher than the BRK-B Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of CAPU.L 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025
1.82
1.22
CAPU.L
BRK-B

Dividends

CAPU.L vs. BRK-B - Dividend Comparison

Neither CAPU.L nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CAPU.L vs. BRK-B - Drawdown Comparison

The maximum CAPU.L drawdown since its inception was -26.39%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for CAPU.L and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025
-0.82%
-2.98%
CAPU.L
BRK-B

Volatility

CAPU.L vs. BRK-B - Volatility Comparison

The current volatility for Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) is 2.65%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.96%. This indicates that CAPU.L 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%7.00%SeptemberOctoberNovemberDecember2025
2.65%
4.96%
CAPU.L
BRK-B
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab