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EG vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EG and BRK-B is 0.51, 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

EG vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Everest Group Ltd (EG) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EG:

-0.44

BRK-B:

1.23

Sortino Ratio

EG:

-0.50

BRK-B:

1.56

Omega Ratio

EG:

0.93

BRK-B:

1.22

Calmar Ratio

EG:

-0.68

BRK-B:

2.44

Martin Ratio

EG:

-1.32

BRK-B:

5.90

Ulcer Index

EG:

9.80%

BRK-B:

3.64%

Daily Std Dev

EG:

26.37%

BRK-B:

19.81%

Max Drawdown

EG:

-52.96%

BRK-B:

-53.86%

Current Drawdown

EG:

-16.57%

BRK-B:

-6.73%

Fundamentals

Market Cap

EG:

$14.29B

BRK-B:

$1.09T

EPS

EG:

$19.82

BRK-B:

$37.51

PE Ratio

EG:

16.95

BRK-B:

13.42

PEG Ratio

EG:

-50.00

BRK-B:

10.06

PS Ratio

EG:

0.82

BRK-B:

2.92

PB Ratio

EG:

1.01

BRK-B:

1.66

Total Revenue (TTM)

EG:

$17.39B

BRK-B:

$395.26B

Gross Profit (TTM)

EG:

$17.39B

BRK-B:

$317.24B

EBITDA (TTM)

EG:

$697.00M

BRK-B:

$115.24B

Returns By Period

In the year-to-date period, EG achieves a -6.80% return, which is significantly lower than BRK-B's 11.07% return. Over the past 10 years, EG has underperformed BRK-B with an annualized return of 8.71%, while BRK-B has yielded a comparatively higher 13.36% annualized return.


EG

YTD

-6.80%

1M

-5.42%

6M

-12.71%

1Y

-12.42%

3Y*

9.02%

5Y*

12.80%

10Y*

8.71%

BRK-B

YTD

11.07%

1M

-5.30%

6M

5.64%

1Y

23.58%

3Y*

17.65%

5Y*

23.54%

10Y*

13.36%

*Annualized

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Everest Group Ltd

Berkshire Hathaway Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

EG vs. BRK-B — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EG
The Risk-Adjusted Performance Rank of EG is 1919
Overall Rank
The Sharpe Ratio Rank of EG is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of EG is 2323
Sortino Ratio Rank
The Omega Ratio Rank of EG is 2323
Omega Ratio Rank
The Calmar Ratio Rank of EG is 99
Calmar Ratio Rank
The Martin Ratio Rank of EG is 1313
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8686
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8080
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

This table presents a comparison of risk-adjusted performance metrics for Everest Group Ltd (EG) 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 EG Sharpe Ratio is -0.44, which is lower than the BRK-B Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of EG 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

EG vs. BRK-B - Dividend Comparison

EG's dividend yield for the trailing twelve months is around 2.38%, while BRK-B has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
EG
Everest Group Ltd
2.38%2.14%1.92%1.96%2.26%2.65%2.08%2.43%2.28%2.17%2.18%1.88%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EG vs. BRK-B - Drawdown Comparison

The maximum EG drawdown since its inception was -52.96%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for EG and BRK-B.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

EG vs. BRK-B - Volatility Comparison

Everest Group Ltd (EG) has a higher volatility of 8.12% compared to Berkshire Hathaway Inc. (BRK-B) at 6.42%. This indicates that EG'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.


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Financials

EG vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Everest Group Ltd 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


0.0050.00B100.00B150.00B20212022202320242025
4.26B
83.29B
(EG) Total Revenue
(BRK-B) Total Revenue
Values in USD except per share items