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DSTL vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DSTL and BRK-B is 0.71, 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.


-0.50.00.51.00.7

Performance

DSTL vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate US Fundamental Stability & Value ETF (DSTL) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.58%
9.82%
DSTL
BRK-B

Key characteristics

Sharpe Ratio

DSTL:

1.06

BRK-B:

1.66

Sortino Ratio

DSTL:

1.59

BRK-B:

2.37

Omega Ratio

DSTL:

1.18

BRK-B:

1.30

Calmar Ratio

DSTL:

1.71

BRK-B:

3.19

Martin Ratio

DSTL:

4.55

BRK-B:

7.87

Ulcer Index

DSTL:

2.64%

BRK-B:

3.07%

Daily Std Dev

DSTL:

11.38%

BRK-B:

14.59%

Max Drawdown

DSTL:

-33.10%

BRK-B:

-53.86%

Current Drawdown

DSTL:

-7.03%

BRK-B:

-6.98%

Returns By Period

In the year-to-date period, DSTL achieves a 11.93% return, which is significantly lower than BRK-B's 25.99% return.


DSTL

YTD

11.93%

1M

-2.93%

6M

6.58%

1Y

13.60%

5Y*

13.58%

10Y*

N/A

BRK-B

YTD

25.99%

1M

-4.16%

6M

9.82%

1Y

26.45%

5Y*

14.74%

10Y*

11.48%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

DSTL vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate US Fundamental Stability & Value ETF (DSTL) 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 DSTL, currently valued at 1.06, compared to the broader market0.002.004.001.061.66
The chart of Sortino ratio for DSTL, currently valued at 1.59, compared to the broader market-2.000.002.004.006.008.0010.001.592.37
The chart of Omega ratio for DSTL, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.30
The chart of Calmar ratio for DSTL, currently valued at 1.71, compared to the broader market0.005.0010.0015.001.713.19
The chart of Martin ratio for DSTL, currently valued at 4.55, compared to the broader market0.0020.0040.0060.0080.00100.004.557.87
DSTL
BRK-B

The current DSTL Sharpe Ratio is 1.06, which is lower than the BRK-B Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of DSTL 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.06
1.66
DSTL
BRK-B

Dividends

DSTL vs. BRK-B - Dividend Comparison

DSTL's dividend yield for the trailing twelve months is around 1.32%, while BRK-B has not paid dividends to shareholders.


TTM202320222021202020192018
DSTL
Distillate US Fundamental Stability & Value ETF
1.32%1.30%1.35%1.02%0.83%0.97%0.45%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DSTL vs. BRK-B - Drawdown Comparison

The maximum DSTL drawdown since its inception was -33.10%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for DSTL and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.03%
-6.98%
DSTL
BRK-B

Volatility

DSTL vs. BRK-B - Volatility Comparison

Distillate US Fundamental Stability & Value ETF (DSTL) and Berkshire Hathaway Inc. (BRK-B) have volatilities of 3.61% and 3.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
3.61%
3.68%
DSTL
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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