DRD vs. BRK-B

In the year-to-date period, DRD achieves a 75.96% return, which is significantly higher than BRK-B's 11.18% return. Over the past 10 years, DRD has outperformed BRK-B with an annualized return of 30.35%, while BRK-B has yielded a comparatively lower 13.42% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for DRDGOLD Limited (DRD) 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 DRD Sharpe Ratio is 1.50, which is comparable to the BRK-B Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of DRD 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.

DRD's dividend yield for the trailing twelve months is around 1.84%, while BRK-B has not paid dividends to shareholders.

The maximum DRD drawdown since its inception was -98.54%, 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 DRD and BRK-B.

DRDGOLD Limited (DRD) has a higher volatility of 18.61% compared to Berkshire Hathaway Inc. (BRK-B) at 6.63%. This indicates that DRD'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 DRDGOLD Limited 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.