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FFSG vs. BRK-A
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FFSGBRK-A

Correlation

-0.50.00.51.00.6

The correlation between FFSG and BRK-A is 0.61, 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

FFSG vs. BRK-A - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember0
12.08%
FFSG
BRK-A

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Risk-Adjusted Performance

FFSG vs. BRK-A - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FormulaFolios Smart Growth ETF (FFSG) and Berkshire Hathaway Inc (BRK-A). 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.


FFSG
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for FFSG, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.00
BRK-A
Sharpe ratio
The chart of Sharpe ratio for BRK-A, currently valued at 2.04, compared to the broader market0.002.004.006.002.04
Sortino ratio
The chart of Sortino ratio for BRK-A, currently valued at 2.87, compared to the broader market-2.000.002.004.006.008.0010.0012.002.87
Omega ratio
The chart of Omega ratio for BRK-A, currently valued at 1.36, compared to the broader market1.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for BRK-A, currently valued at 3.98, compared to the broader market0.005.0010.0015.003.98
Martin ratio
The chart of Martin ratio for BRK-A, currently valued at 10.60, compared to the broader market0.0020.0040.0060.0080.00100.0010.60

FFSG vs. BRK-A - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-1.00
2.04
FFSG
BRK-A

Dividends

FFSG vs. BRK-A - Dividend Comparison

Neither FFSG nor BRK-A has paid dividends to shareholders.


TTM2023202220212020201920182017
FFSG
FormulaFolios Smart Growth ETF
0.00%1.89%0.97%1.60%1.16%1.52%1.71%0.62%
BRK-A
Berkshire Hathaway Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FFSG vs. BRK-A - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.46%
-2.14%
FFSG
BRK-A

Volatility

FFSG vs. BRK-A - Volatility Comparison

The current volatility for FormulaFolios Smart Growth ETF (FFSG) is 0.00%, while Berkshire Hathaway Inc (BRK-A) has a volatility of 6.65%. This indicates that FFSG experiences smaller price fluctuations and is considered to be less risky than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember0
6.65%
FFSG
BRK-A