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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 40.32% return, which is significantly higher than BRK-A's -0.81% return. Both investments have delivered pretty close results over the past 10 years, with CNKY.L having a 12.83% annualized return and BRK-A not far ahead at 13.45%.


CNKY.L

1D
2.04%
1M
9.44%
YTD
40.32%
6M
40.20%
1Y
71.55%
3Y*
24.51%
5Y*
13.44%
10Y*
12.83%

BRK-A

1D
-1.50%
1M
3.15%
YTD
-0.81%
6M
-0.09%
1Y
3.99%
3Y*
11.69%
5Y*
12.97%
10Y*
13.45%
*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)
40.32%20.64%9.15%15.02%-10.53%-4.18%21.18%16.38%-3.99%14.19%
BRK-A
Berkshire Hathaway Inc.
-0.81%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 -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.10

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 Jan 26, 2010

0.31

The correlation between CNKY.L and BRK-A shifts across timeframes, from -0.10 (1 year) to 0.31 (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: 9090
Overall Rank
CNKY.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CNKY.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
CNKY.L Omega Ratio Rank: 8888
Omega Ratio Rank
CNKY.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
CNKY.L Martin Ratio Rank: 8686
Martin Ratio Rank

BRK-A
BRK-A Risk / Return Rank: 4141
Overall Rank
BRK-A Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRK-A Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-A Omega Ratio Rank: 3636
Omega Ratio Rank
BRK-A Calmar Ratio Rank: 4545
Calmar Ratio Rank
BRK-A Martin Ratio Rank: 4545
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+2.69

Sortino ratioReturn per unit of downside risk

+3.42

Omega ratioGain probability vs. loss probability

1.48

1.06

+0.42

Calmar ratioReturn relative to maximum drawdown

5.34

0.33

+5.01

Martin ratioReturn relative to average drawdown

15.91

0.72

+15.19

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

The current CNKY.L Sharpe Ratio is 2.95, which is higher than the BRK-A Sharpe Ratio of 0.26. 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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Drawdowns

CNKY.L vs. BRK-A - Drawdown Comparison

The maximum CNKY.L drawdown since its inception was -99.40%, which is greater than BRK-A's maximum 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

-99.40%

-36.09%

-63.31%

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

-96.44%

-10.48%

-85.96%

Average Drawdown

Average peak-to-trough decline

-95.11%

-7.36%

-87.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

5.58%

-1.10%

Volatility

CNKY.L vs. BRK-A - Volatility Comparison

iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L) has a higher volatility of 9.49% compared to Berkshire Hathaway Inc. (BRK-A) at 4.43%. 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

9.49%

4.43%

+5.06%

Volatility (6M)

Calculated over the trailing 6-month period

19.72%

11.62%

+8.10%

Volatility (1Y)

Calculated over the trailing 1-year period

24.14%

15.31%

+8.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.18%

17.00%

+1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

19.28%

-1.92%

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 -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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