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CW8G.L vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CW8G.L and BRK-B is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

CW8G.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI World UCITS USD (CW8G.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.41%
11.80%
CW8G.L
BRK-B

Key characteristics

Sharpe Ratio

CW8G.L:

2.14

BRK-B:

1.98

Sortino Ratio

CW8G.L:

3.00

BRK-B:

2.78

Omega Ratio

CW8G.L:

1.41

BRK-B:

1.36

Calmar Ratio

CW8G.L:

3.54

BRK-B:

3.78

Martin Ratio

CW8G.L:

15.55

BRK-B:

9.14

Ulcer Index

CW8G.L:

1.43%

BRK-B:

3.14%

Daily Std Dev

CW8G.L:

10.34%

BRK-B:

14.51%

Max Drawdown

CW8G.L:

-25.60%

BRK-B:

-53.86%

Current Drawdown

CW8G.L:

-1.09%

BRK-B:

-5.06%

Returns By Period

In the year-to-date period, CW8G.L achieves a 21.40% return, which is significantly lower than BRK-B's 28.60% return.


CW8G.L

YTD

21.40%

1M

-0.42%

6M

8.28%

1Y

22.41%

5Y*

12.22%

10Y*

N/A

BRK-B

YTD

28.60%

1M

-3.76%

6M

11.60%

1Y

28.67%

5Y*

15.20%

10Y*

11.75%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CW8G.L vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS USD (CW8G.L) 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 CW8G.L, currently valued at 1.95, compared to the broader market0.002.004.001.951.74
The chart of Sortino ratio for CW8G.L, currently valued at 2.69, compared to the broader market-2.000.002.004.006.008.0010.002.692.48
The chart of Omega ratio for CW8G.L, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.32
The chart of Calmar ratio for CW8G.L, currently valued at 2.81, compared to the broader market0.005.0010.0015.002.813.31
The chart of Martin ratio for CW8G.L, currently valued at 11.85, compared to the broader market0.0020.0040.0060.0080.00100.0011.857.95
CW8G.L
BRK-B

The current CW8G.L Sharpe Ratio is 2.14, which is comparable to the BRK-B Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of CW8G.L 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.95
1.74
CW8G.L
BRK-B

Dividends

CW8G.L vs. BRK-B - Dividend Comparison

Neither CW8G.L nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CW8G.L vs. BRK-B - Drawdown Comparison

The maximum CW8G.L drawdown since its inception was -25.60%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for CW8G.L and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.69%
-5.06%
CW8G.L
BRK-B

Volatility

CW8G.L vs. BRK-B - Volatility Comparison

The current volatility for Amundi MSCI World UCITS USD (CW8G.L) is 2.83%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.73%. This indicates that CW8G.L 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
2.83%
3.73%
CW8G.L
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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