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

Correlation

The correlation between CSEIX and BRK-B is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

CSEIX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
268.05%
1,402.65%
CSEIX
BRK-B

Key characteristics

Sharpe Ratio

CSEIX:

0.46

BRK-B:

1.90

Sortino Ratio

CSEIX:

0.72

BRK-B:

2.69

Omega Ratio

CSEIX:

1.09

BRK-B:

1.34

Calmar Ratio

CSEIX:

0.26

BRK-B:

3.63

Martin Ratio

CSEIX:

1.86

BRK-B:

8.89

Ulcer Index

CSEIX:

3.86%

BRK-B:

3.10%

Daily Std Dev

CSEIX:

15.49%

BRK-B:

14.48%

Max Drawdown

CSEIX:

-77.49%

BRK-B:

-53.86%

Current Drawdown

CSEIX:

-16.51%

BRK-B:

-6.19%

Returns By Period

In the year-to-date period, CSEIX achieves a 5.15% return, which is significantly lower than BRK-B's 27.07% return. Over the past 10 years, CSEIX has underperformed BRK-B with an annualized return of 2.40%, while BRK-B has yielded a comparatively higher 11.59% annualized return.


CSEIX

YTD

5.15%

1M

-7.26%

6M

5.69%

1Y

6.25%

5Y*

2.05%

10Y*

2.40%

BRK-B

YTD

27.07%

1M

-3.33%

6M

10.64%

1Y

27.25%

5Y*

14.92%

10Y*

11.59%

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) 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 CSEIX, currently valued at 0.46, compared to the broader market-1.000.001.002.003.004.000.461.90
The chart of Sortino ratio for CSEIX, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.0010.000.722.69
The chart of Omega ratio for CSEIX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.003.501.091.34
The chart of Calmar ratio for CSEIX, currently valued at 0.26, compared to the broader market0.002.004.006.008.0010.0012.0014.000.263.63
The chart of Martin ratio for CSEIX, currently valued at 1.86, compared to the broader market0.0020.0040.0060.001.868.89
CSEIX
BRK-B

The current CSEIX Sharpe Ratio is 0.46, which is lower than the BRK-B Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of CSEIX 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.46
1.90
CSEIX
BRK-B

Dividends

CSEIX vs. BRK-B - Dividend Comparison

CSEIX's dividend yield for the trailing twelve months is around 1.96%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CSEIX
Cohen & Steers Real Estate Securities Fund, Inc.
1.96%2.89%3.14%1.51%3.03%2.45%3.51%2.39%2.71%2.42%2.30%2.10%
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

CSEIX vs. BRK-B - Drawdown Comparison

The maximum CSEIX drawdown since its inception was -77.49%, 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 CSEIX and BRK-B. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.51%
-6.19%
CSEIX
BRK-B

Volatility

CSEIX vs. BRK-B - Volatility Comparison

Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) has a higher volatility of 5.16% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. This indicates that CSEIX'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.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.16%
3.82%
CSEIX
BRK-B
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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.

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