PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DXC vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


DXCBRK-B
YTD Return-0.17%30.74%
1Y Return5.40%33.22%
3Y Return (Ann)-11.90%17.77%
5Y Return (Ann)-8.18%16.33%
Sharpe Ratio0.112.30
Sortino Ratio0.423.22
Omega Ratio1.061.41
Calmar Ratio0.054.35
Martin Ratio0.2311.41
Ulcer Index19.09%2.89%
Daily Std Dev39.99%14.38%
Max Drawdown-90.12%-53.86%
Current Drawdown-75.28%-2.57%

Fundamentals


DXCBRK-B
Market Cap$4.13B$1.01T
EPS$0.18$49.47
PE Ratio126.839.43
PEG Ratio0.2810.06
Total Revenue (TTM)$13.26B$315.76B
Gross Profit (TTM)$4.84B$66.19B
EBITDA (TTM)$4.09B$7.45B

Correlation

-0.50.00.51.00.5

The correlation between DXC and BRK-B is 0.47, 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.

Performance

DXC vs. BRK-B - Performance Comparison

In the year-to-date period, DXC achieves a -0.17% return, which is significantly lower than BRK-B's 30.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.30%
13.66%
DXC
BRK-B

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

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

This table presents a comparison of risk-adjusted performance metrics for DXC Technology Company (DXC) 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.


DXC
Sharpe ratio
The chart of Sharpe ratio for DXC, currently valued at 0.11, compared to the broader market-4.00-2.000.002.004.000.11
Sortino ratio
The chart of Sortino ratio for DXC, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.006.000.42
Omega ratio
The chart of Omega ratio for DXC, currently valued at 1.06, compared to the broader market0.501.001.502.001.06
Calmar ratio
The chart of Calmar ratio for DXC, currently valued at 0.05, compared to the broader market0.002.004.006.000.05
Martin ratio
The chart of Martin ratio for DXC, currently valued at 0.23, compared to the broader market0.0010.0020.0030.000.23
BRK-B
Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.002.30
Sortino ratio
The chart of Sortino ratio for BRK-B, currently valued at 3.22, compared to the broader market-4.00-2.000.002.004.006.003.22
Omega ratio
The chart of Omega ratio for BRK-B, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for BRK-B, currently valued at 4.35, compared to the broader market0.002.004.006.004.35
Martin ratio
The chart of Martin ratio for BRK-B, currently valued at 11.41, compared to the broader market0.0010.0020.0030.0011.41

DXC vs. BRK-B - Sharpe Ratio Comparison

The current DXC Sharpe Ratio is 0.11, which is lower than the BRK-B Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of DXC 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.11
2.30
DXC
BRK-B

Dividends

DXC vs. BRK-B - Dividend Comparison

Neither DXC nor BRK-B has paid dividends to shareholders.


TTM2023202220212020201920182017
DXC
DXC Technology Company
0.00%0.00%0.00%0.00%0.82%2.18%24.67%0.54%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DXC vs. BRK-B - Drawdown Comparison

The maximum DXC drawdown since its inception was -90.12%, 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 DXC and BRK-B. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-75.28%
-2.57%
DXC
BRK-B

Volatility

DXC vs. BRK-B - Volatility Comparison

DXC Technology Company (DXC) has a higher volatility of 11.97% compared to Berkshire Hathaway Inc. (BRK-B) at 6.64%. This indicates that DXC'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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
11.97%
6.64%
DXC
BRK-B

Financials

DXC vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between DXC Technology Company 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items