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CHT vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CHT and BRK-B is 0.42, 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

CHT vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chunghwa Telecom Co., Ltd. (CHT) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CHT:

1.00

BRK-B:

1.19

Sortino Ratio

CHT:

1.50

BRK-B:

1.77

Omega Ratio

CHT:

1.19

BRK-B:

1.25

Calmar Ratio

CHT:

1.52

BRK-B:

2.81

Martin Ratio

CHT:

3.35

BRK-B:

6.66

Ulcer Index

CHT:

4.46%

BRK-B:

3.72%

Daily Std Dev

CHT:

15.93%

BRK-B:

19.76%

Max Drawdown

CHT:

-33.58%

BRK-B:

-53.86%

Current Drawdown

CHT:

-2.09%

BRK-B:

-6.64%

Fundamentals

Market Cap

CHT:

$33.89B

BRK-B:

$1.09T

EPS

CHT:

$1.61

BRK-B:

$37.51

PE Ratio

CHT:

27.14

BRK-B:

13.49

PEG Ratio

CHT:

0.00

BRK-B:

10.06

PS Ratio

CHT:

0.15

BRK-B:

2.94

PB Ratio

CHT:

2.57

BRK-B:

1.67

Total Revenue (TTM)

CHT:

$229.89B

BRK-B:

$395.26B

Gross Profit (TTM)

CHT:

$83.56B

BRK-B:

$317.24B

EBITDA (TTM)

CHT:

$86.90B

BRK-B:

$115.24B

Returns By Period

In the year-to-date period, CHT achieves a 15.48% return, which is significantly higher than BRK-B's 11.18% return. Over the past 10 years, CHT has underperformed BRK-B with an annualized return of 7.64%, while BRK-B has yielded a comparatively higher 13.42% annualized return.


CHT

YTD

15.48%

1M

7.52%

6M

14.15%

1Y

15.86%

3Y*

4.32%

5Y*

7.26%

10Y*

7.64%

BRK-B

YTD

11.18%

1M

-5.49%

6M

4.34%

1Y

23.34%

3Y*

16.84%

5Y*

22.12%

10Y*

13.42%

*Annualized

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Chunghwa Telecom Co., Ltd.

Berkshire Hathaway Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

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

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

CHT
The Risk-Adjusted Performance Rank of CHT is 8080
Overall Rank
The Sharpe Ratio Rank of CHT is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of CHT is 7676
Sortino Ratio Rank
The Omega Ratio Rank of CHT is 7373
Omega Ratio Rank
The Calmar Ratio Rank of CHT is 8989
Calmar Ratio Rank
The Martin Ratio Rank of CHT is 8080
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8787
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9090
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.

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

This table presents a comparison of risk-adjusted performance metrics for Chunghwa Telecom Co., Ltd. (CHT) 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.


The current CHT Sharpe Ratio is 1.00, which is comparable to the BRK-B Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of CHT 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CHT vs. BRK-B - Dividend Comparison

CHT's dividend yield for the trailing twelve months is around 3.39%, while BRK-B has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CHT
Chunghwa Telecom Co., Ltd.
3.39%3.91%3.91%4.35%3.67%3.67%3.91%4.44%4.60%5.36%5.24%5.13%
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

CHT vs. BRK-B - Drawdown Comparison

The maximum CHT drawdown since its inception was -33.58%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for CHT and BRK-B.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CHT vs. BRK-B - Volatility Comparison

Chunghwa Telecom Co., Ltd. (CHT) has a higher volatility of 8.10% compared to Berkshire Hathaway Inc. (BRK-B) at 6.63%. This indicates that CHT'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.


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Financials

CHT vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Chunghwa Telecom Co., Ltd. and Berkshire Hathaway Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


40.00B60.00B80.00B100.00B120.00B140.00B160.00B20212022202320242025
55.43B
83.29B
(CHT) Total Revenue
(BRK-B) Total Revenue
Values in USD except per share items