DGAGX vs. BRK-B

In the year-to-date period, DGAGX achieves a -7.50% return, which is significantly lower than BRK-B's 17.14% return. Over the past 10 years, DGAGX has underperformed BRK-B with an annualized return of 10.28%, while BRK-B has yielded a comparatively higher 14.09% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Appreciation Fund, Inc. (DGAGX) 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 DGAGX Sharpe Ratio is -0.01, which is lower than the BRK-B Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of DGAGX 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.

DGAGX's dividend yield for the trailing twelve months is around 15.90%, while BRK-B has not paid dividends to shareholders.

The maximum DGAGX drawdown since its inception was -53.00%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for DGAGX and BRK-B. For additional features, visit the drawdowns tool.

BNY Mellon Appreciation Fund, Inc. (DGAGX) has a higher volatility of 13.71% compared to Berkshire Hathaway Inc. (BRK-B) at 10.99%. This indicates that DGAGX'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.