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CNKY.L vs. BRK-A
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNKY.L vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L) and Berkshire Hathaway Inc. (BRK-A). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CNKY.L is traded in GBp, while BRK-A is traded in USD. To make them comparable, the BRK-A values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CNKY.L achieves a 31.80% return, which is significantly higher than BRK-A's -4.43% return. Over the past 10 years, CNKY.L has underperformed BRK-A with an annualized return of 12.70%, while BRK-A has yielded a comparatively higher 13.88% annualized return.


CNKY.L

1D
-1.22%
1M
7.58%
YTD
31.80%
6M
28.96%
1Y
64.51%
3Y*
20.46%
5Y*
12.16%
10Y*
12.70%

BRK-A

1D
0.00%
1M
3.08%
YTD
-4.43%
6M
-5.57%
1Y
-0.86%
3Y*
9.38%
5Y*
11.54%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNKY.L vs. BRK-A - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNKY.L
iShares Nikkei 225 UCITS ETF (Acc)
31.80%20.64%9.15%15.02%-10.53%-4.18%21.18%16.38%-3.99%14.19%
BRK-A
Berkshire Hathaway Inc.
-1.84%2.95%27.68%9.98%16.37%30.80%-0.59%6.76%8.92%11.36%

Correlation

The correlation between CNKY.L and BRK-A is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2010

0.29

The correlation between CNKY.L and BRK-A shifts across timeframes, from -0.09 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CNKY.L vs. BRK-A — Risk / Return Rank

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

CNKY.L
CNKY.L Risk / Return Rank: 8383
Overall Rank
CNKY.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CNKY.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
CNKY.L Omega Ratio Rank: 7979
Omega Ratio Rank
CNKY.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
CNKY.L Martin Ratio Rank: 7676
Martin Ratio Rank

BRK-A
BRK-A Risk / Return Rank: 3838
Overall Rank
BRK-A Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-A Sortino Ratio Rank: 3333
Sortino Ratio Rank
BRK-A Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-A Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-A Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CNKY.L vs. BRK-A - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L) and Berkshire Hathaway Inc. (BRK-A). 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.


CNKY.LBRK-ADifference
Sharpe ratioReturn per unit of total volatility

+2.87

Sortino ratioReturn per unit of downside risk

+3.88

Omega ratioGain probability vs. loss probability

1.47

1.00

+0.46

Calmar ratioReturn relative to maximum drawdown

4.76

-0.07

+4.83

Martin ratioReturn relative to average drawdown

14.40

-0.16

+14.55

CNKY.L vs. BRK-A - Sharpe Ratio Comparison

The current CNKY.L Sharpe Ratio is 2.81, which is higher than the BRK-A Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of CNKY.L and BRK-A, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CNKY.LBRK-ADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

-0.06

+2.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.68

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.72

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.59

+0.08

Drawdowns

CNKY.L vs. BRK-A - Drawdown Comparison

The maximum CNKY.L drawdown since its inception was -23.61%, smaller than the maximum BRK-A drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for CNKY.L and BRK-A.


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Drawdown Indicators


CNKY.LBRK-ADifference

Max Drawdown

Largest peak-to-trough decline

-23.61%

-36.09%

+12.48%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-11.98%

-1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-19.39%

-17.21%

-2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

-20.59%

-0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-23.61%

-21.87%

-1.74%

Current Drawdown

Current decline from peak

-1.22%

-13.76%

+12.54%

Average Drawdown

Average peak-to-trough decline

-7.33%

-7.34%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

5.53%

-1.12%

Volatility

CNKY.L vs. BRK-A - Volatility Comparison

iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L) has a higher volatility of 6.86% compared to Berkshire Hathaway Inc. (BRK-A) at 3.86%. This indicates that CNKY.L's price experiences larger fluctuations and is considered to be riskier than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNKY.LBRK-ADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

3.86%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

17.88%

11.51%

+6.37%

Volatility (1Y)

Calculated over the trailing 1-year period

22.59%

14.95%

+7.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

16.97%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

19.35%

-2.13%

Dividends

CNKY.L vs. BRK-A - Dividend Comparison

Neither CNKY.L nor BRK-A has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CNKY.L and BRK-A have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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