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

Key characteristics


FFH.TOBRK-B
YTD Return50.90%24.01%
1Y Return50.78%25.72%
3Y Return (Ann)53.20%15.48%
5Y Return (Ann)27.80%14.83%
10Y Return (Ann)15.32%11.94%
Sharpe Ratio2.232.01
Sortino Ratio2.762.70
Omega Ratio1.421.35
Calmar Ratio4.593.53
Martin Ratio19.289.42
Ulcer Index3.09%2.84%
Daily Std Dev26.20%13.33%
Max Drawdown-88.18%-53.86%
Current Drawdown-3.86%-7.58%

Fundamentals


FFH.TOBRK-B
Market CapCA$43.03B$954.48B
EPSCA$218.73$49.45
PE Ratio8.308.94
PEG Ratio0.2810.06
Total Revenue (TTM)CA$21.10B$276.90B
Gross Profit (TTM)CA$22.66B$57.65B
EBITDA (TTM)CA$2.11B$49.81B

Correlation

-0.50.00.51.00.2

The correlation between FFH.TO and BRK-B is 0.21, 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.

Performance

FFH.TO vs. BRK-B - Performance Comparison

In the year-to-date period, FFH.TO achieves a 50.90% return, which is significantly higher than BRK-B's 24.01% return. Over the past 10 years, FFH.TO has outperformed BRK-B with an annualized return of 15.32%, while BRK-B has yielded a comparatively lower 11.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.01%
9.23%
FFH.TO
BRK-B

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Risk-Adjusted Performance

FFH.TO vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fairfax Financial Holdings Limited (FFH.TO) 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.


FFH.TO
Sharpe ratio
The chart of Sharpe ratio for FFH.TO, currently valued at 1.84, compared to the broader market-4.00-2.000.002.001.84
Sortino ratio
The chart of Sortino ratio for FFH.TO, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.33
Omega ratio
The chart of Omega ratio for FFH.TO, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for FFH.TO, currently valued at 3.62, compared to the broader market0.002.004.006.003.62
Martin ratio
The chart of Martin ratio for FFH.TO, currently valued at 14.91, compared to the broader market-10.000.0010.0020.0030.0014.91
BRK-B
Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 2.05, compared to the broader market-4.00-2.000.002.002.05
Sortino ratio
The chart of Sortino ratio for BRK-B, currently valued at 2.76, compared to the broader market-4.00-2.000.002.004.002.76
Omega ratio
The chart of Omega ratio for BRK-B, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for BRK-B, currently valued at 3.57, compared to the broader market0.002.004.006.003.57
Martin ratio
The chart of Martin ratio for BRK-B, currently valued at 9.47, compared to the broader market-10.000.0010.0020.0030.009.47

FFH.TO vs. BRK-B - Sharpe Ratio Comparison

The current FFH.TO Sharpe Ratio is 2.23, which is comparable to the BRK-B Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of FFH.TO 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.84
2.05
FFH.TO
BRK-B

Dividends

FFH.TO vs. BRK-B - Dividend Comparison

FFH.TO's dividend yield for the trailing twelve months is around 0.83%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FFH.TO
Fairfax Financial Holdings Limited
0.83%0.82%1.25%1.60%2.30%1.64%1.66%1.49%1.54%1.52%1.64%2.33%
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

FFH.TO vs. BRK-B - Drawdown Comparison

The maximum FFH.TO drawdown since its inception was -88.18%, 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 FFH.TO and BRK-B. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.49%
-7.58%
FFH.TO
BRK-B

Volatility

FFH.TO vs. BRK-B - Volatility Comparison

Fairfax Financial Holdings Limited (FFH.TO) has a higher volatility of 11.58% compared to Berkshire Hathaway Inc. (BRK-B) at 3.81%. This indicates that FFH.TO'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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
11.58%
3.81%
FFH.TO
BRK-B

Financials

FFH.TO vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Fairfax Financial Holdings 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.


Quarterly
Annual

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



Please note, different currencies. FFH.TO values in CAD, BRK-B values in USD