EXO.AS vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Exor N.V. (EXO.AS) and Berkshire Hathaway Inc. (BRK-B).

Performance

EXO.AS vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Exor N.V. (EXO.AS) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

EXO.AS vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EXO.AS Exor N.V.	-7.66%	-17.71%	-1.72%	33.25%	3.30%
BRK-B Berkshire Hathaway Inc.	-3.34%	-2.27%	35.48%	12.00%	-1.85%

Different Trading Currencies

EXO.AS is traded in EUR, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXO.AS achieves a -7.66% return, which is significantly lower than BRK-B's -3.15% return.

EXO.AS

• 1D: 1.90%
• 1M: -7.47%
• YTD: -7.66%
• 6M: -20.07%
• 1Y: -19.99%
• 3Y*: -3.59%
• 5Y*: —
• 10Y*: —

BRK-B

• 1D: 0.00%
• 1M: 0.89%
• YTD: -3.15%
• 6M: -2.40%
• 1Y: -16.07%
• 3Y*: 13.32%
• 5Y*: 13.58%
• 10Y*: 12.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EXO.AS vs. BRK-B — Risk / Return Rank

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

EXO.AS

EXO.AS Risk / Return Rank: 17
EXO.AS Sharpe Ratio Rank: 8
EXO.AS Sortino Ratio Rank: 11
EXO.AS Omega Ratio Rank: 11
EXO.AS Calmar Ratio Rank: 28
EXO.AS Martin Ratio Rank: 28

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXO.AS vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exor N.V. (EXO.AS) 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.

	EXO.AS	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	-0.81	-0.82	+0.01
Sortino ratio Return per unit of downside risk	-0.97	-1.02	+0.04
Omega ratio Gain probability vs. loss probability	0.87	0.86	+0.01
Calmar ratio Return relative to maximum drawdown	-0.39	-0.77	+0.38
Martin ratio Return relative to average drawdown	-0.77	-1.10	+0.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXO.AS vs. BRK-B - Sharpe Ratio Comparison

The current EXO.AS Sharpe Ratio is -0.81, which is comparable to the BRK-B Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of EXO.AS 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.

Sharpe Ratios by Period

	EXO.AS	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.81	-0.82	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.78	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	0.51	-0.48

Correlation

The correlation between EXO.AS and BRK-B is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

EXO.AS vs. BRK-B - Dividend Comparison

EXO.AS's dividend yield for the trailing twelve months is around 0.73%, while BRK-B has not paid dividends to shareholders.

	TTM	2025	2024	2023
EXO.AS Exor N.V.	0.73%	0.68%	0.52%	0.49%
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%

Drawdowns

EXO.AS vs. BRK-B - Drawdown Comparison

The maximum EXO.AS drawdown since its inception was -39.28%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for EXO.AS and BRK-B.

Drawdown Indicators

	EXO.AS	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-39.28%	-53.86%	+14.58%
Max Drawdown (1Y) Largest decline over 1 year	-30.69%	-14.95%	-15.74%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-35.87%	-11.36%	-24.51%
Average Drawdown Average peak-to-trough decline	-10.54%	-11.07%	+0.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.37%	8.72%	+6.65%

Volatility

EXO.AS vs. BRK-B - Volatility Comparison

Exor N.V. (EXO.AS) has a higher volatility of 9.13% compared to Berkshire Hathaway Inc. (BRK-B) at 4.41%. This indicates that EXO.AS'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.

Volatility by Period

	EXO.AS	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.13%	4.41%	+4.72%
Volatility (6M) Calculated over the trailing 6-month period	18.30%	11.71%	+6.59%
Volatility (1Y) Calculated over the trailing 1-year period	24.57%	19.78%	+4.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.67%	17.45%	+4.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.67%	20.14%	+1.53%

Financials