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

Key characteristics


CSGPBRK-B
YTD Return3.38%13.53%
1Y Return25.61%26.33%
3Y Return (Ann)-1.08%14.36%
5Y Return (Ann)13.12%13.60%
10Y Return (Ann)19.19%12.25%
Sharpe Ratio1.062.01
Daily Std Dev30.03%12.37%
Max Drawdown-71.10%-53.86%
Current Drawdown-9.42%-3.71%

Fundamentals


CSGPBRK-B
Market Cap$34.41B$875.60B
EPS$0.92$44.28
PE Ratio91.599.15
PEG Ratio8.6410.06
Revenue (TTM)$2.46B$364.48B
Gross Profit (TTM)$1.77B-$28.09B
EBITDA (TTM)$389.80M$135.68B

Correlation

-0.50.00.51.00.3

The correlation between CSGP and BRK-B is 0.27, 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.

Performance

CSGP vs. BRK-B - Performance Comparison

In the year-to-date period, CSGP achieves a 3.38% return, which is significantly lower than BRK-B's 13.53% return. Over the past 10 years, CSGP has outperformed BRK-B with an annualized return of 19.19%, while BRK-B has yielded a comparatively lower 12.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
27.49%
20.45%
CSGP
BRK-B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CoStar Group, Inc.

Berkshire Hathaway Inc.

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for CoStar Group, Inc. (CSGP) 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.


CSGP
Sharpe ratio
The chart of Sharpe ratio for CSGP, currently valued at 1.06, compared to the broader market-2.00-1.000.001.002.003.004.001.06
Sortino ratio
The chart of Sortino ratio for CSGP, currently valued at 1.64, compared to the broader market-4.00-2.000.002.004.006.001.64
Omega ratio
The chart of Omega ratio for CSGP, currently valued at 1.21, compared to the broader market0.501.001.501.21
Calmar ratio
The chart of Calmar ratio for CSGP, currently valued at 1.09, compared to the broader market0.002.004.006.001.09
Martin ratio
The chart of Martin ratio for CSGP, currently valued at 3.31, compared to the broader market0.0010.0020.0030.003.31
BRK-B
Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 2.01, compared to the broader market-2.00-1.000.001.002.003.004.002.01
Sortino ratio
The chart of Sortino ratio for BRK-B, currently valued at 2.94, compared to the broader market-4.00-2.000.002.004.006.002.94
Omega ratio
The chart of Omega ratio for BRK-B, currently valued at 1.34, compared to the broader market0.501.001.501.34
Calmar ratio
The chart of Calmar ratio for BRK-B, currently valued at 2.20, compared to the broader market0.002.004.006.002.20
Martin ratio
The chart of Martin ratio for BRK-B, currently valued at 7.57, compared to the broader market0.0010.0020.0030.007.57

CSGP vs. BRK-B - Sharpe Ratio Comparison

The current CSGP Sharpe Ratio is 1.06, which is lower than the BRK-B Sharpe Ratio of 2.01. The chart below compares the 12-month rolling Sharpe Ratio of CSGP and BRK-B.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
1.06
2.01
CSGP
BRK-B

Dividends

CSGP vs. BRK-B - Dividend Comparison

Neither CSGP nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CSGP vs. BRK-B - Drawdown Comparison

The maximum CSGP drawdown since its inception was -71.10%, 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 CSGP and BRK-B. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-9.42%
-3.71%
CSGP
BRK-B

Volatility

CSGP vs. BRK-B - Volatility Comparison

CoStar Group, Inc. (CSGP) has a higher volatility of 12.71% compared to Berkshire Hathaway Inc. (BRK-B) at 3.66%. This indicates that CSGP'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
12.71%
3.66%
CSGP
BRK-B

Financials

CSGP vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between CoStar Group, Inc. 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



Values in USD except per share items