CSM vs. BRK-B
Compare and contrast key facts about Proshares Large Cap Core Plus (CSM) and Berkshire Hathaway Inc. (BRK-B).
CSM is a passively managed fund by ProShares that tracks the performance of the Credit Suisse 130/30 Large-Cap Index. It was launched on Jul 13, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSM or BRK-B.
Key characteristics
| CSM | BRK-B | |
|---|---|---|
| YTD Return | 25.28% | 31.25% |
| 1Y Return | 35.03% | 32.14% |
| 3Y Return (Ann) | 9.17% | 17.90% |
| 5Y Return (Ann) | 14.17% | 16.38% |
| 10Y Return (Ann) | 12.09% | 12.42% |
| Sharpe Ratio | 2.99 | 2.35 |
| Sortino Ratio | 3.97 | 3.28 |
| Omega Ratio | 1.55 | 1.42 |
| Calmar Ratio | 4.30 | 4.45 |
| Martin Ratio | 17.84 | 11.65 |
| Ulcer Index | 2.13% | 2.90% |
| Daily Std Dev | 12.71% | 14.38% |
| Max Drawdown | -36.12% | -53.86% |
| Current Drawdown | -0.28% | -2.19% |
Correlation
The correlation between CSM and BRK-B is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CSM vs. BRK-B - Performance Comparison
In the year-to-date period, CSM achieves a 25.28% return, which is significantly lower than BRK-B's 31.25% return. Both investments have delivered pretty close results over the past 10 years, with CSM having a 12.09% annualized return and BRK-B not far ahead at 12.42%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CSM vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Proshares Large Cap Core Plus (CSM) 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.
Dividends
CSM vs. BRK-B - Dividend Comparison
CSM's dividend yield for the trailing twelve months is around 1.02%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSM Proshares Large Cap Core Plus | 1.02% | 1.17% | 1.37% | 0.78% | 1.21% | 1.41% | 1.54% | 1.28% | 1.49% | 1.67% | 1.39% | 1.22% |
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
CSM vs. BRK-B - Drawdown Comparison
The maximum CSM drawdown since its inception was -36.12%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for CSM and BRK-B. For additional features, visit the drawdowns tool.
Volatility
CSM vs. BRK-B - Volatility Comparison
The current volatility for Proshares Large Cap Core Plus (CSM) is 4.09%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.63%. This indicates that CSM experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.