CSGP vs. BRK-B

In the year-to-date period, CSGP achieves a 3.46% return, which is significantly lower than BRK-B's 11.67% return. Both investments have delivered pretty close results over the past 10 years, with CSGP having a 13.62% annualized return and BRK-B not far behind at 13.45%.

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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.

The current CSGP Sharpe Ratio is -0.24, which is lower than the BRK-B Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of CSGP 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.

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

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.

CoStar Group, Inc. (CSGP) has a higher volatility of 12.88% compared to Berkshire Hathaway Inc. (BRK-B) at 6.63%. 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.

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.