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

Correlation

The correlation between FLXI.DE and BRK-B is 0.32, 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.


-0.50.00.51.00.3

Performance

FLXI.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE India UCITS ETF (FLXI.DE) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%120.00%130.00%JulyAugustSeptemberOctoberNovemberDecember
75.99%
117.35%
FLXI.DE
BRK-B

Key characteristics

Sharpe Ratio

FLXI.DE:

1.28

BRK-B:

1.90

Sortino Ratio

FLXI.DE:

1.75

BRK-B:

2.69

Omega Ratio

FLXI.DE:

1.26

BRK-B:

1.34

Calmar Ratio

FLXI.DE:

3.15

BRK-B:

3.63

Martin Ratio

FLXI.DE:

8.26

BRK-B:

8.89

Ulcer Index

FLXI.DE:

2.29%

BRK-B:

3.10%

Daily Std Dev

FLXI.DE:

14.76%

BRK-B:

14.48%

Max Drawdown

FLXI.DE:

-40.58%

BRK-B:

-53.86%

Current Drawdown

FLXI.DE:

-3.01%

BRK-B:

-6.19%

Returns By Period

In the year-to-date period, FLXI.DE achieves a 19.25% return, which is significantly lower than BRK-B's 27.07% return.


FLXI.DE

YTD

19.25%

1M

1.61%

6M

1.01%

1Y

20.73%

5Y*

13.14%

10Y*

N/A

BRK-B

YTD

27.07%

1M

-3.33%

6M

10.64%

1Y

27.25%

5Y*

14.92%

10Y*

11.59%

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

FLXI.DE vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India UCITS ETF (FLXI.DE) 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.


Sharpe ratio
The chart of Sharpe ratio for FLXI.DE, currently valued at 0.88, compared to the broader market0.002.004.000.881.74
The chart of Sortino ratio for FLXI.DE, currently valued at 1.23, compared to the broader market-2.000.002.004.006.008.0010.001.232.48
The chart of Omega ratio for FLXI.DE, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.32
The chart of Calmar ratio for FLXI.DE, currently valued at 1.17, compared to the broader market0.005.0010.0015.001.173.30
The chart of Martin ratio for FLXI.DE, currently valued at 3.42, compared to the broader market0.0020.0040.0060.0080.00100.003.428.03
FLXI.DE
BRK-B

The current FLXI.DE Sharpe Ratio is 1.28, which is lower than the BRK-B Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of FLXI.DE 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.88
1.74
FLXI.DE
BRK-B

Dividends

FLXI.DE vs. BRK-B - Dividend Comparison

Neither FLXI.DE nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FLXI.DE vs. BRK-B - Drawdown Comparison

The maximum FLXI.DE drawdown since its inception was -40.58%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for FLXI.DE and BRK-B. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.40%
-6.19%
FLXI.DE
BRK-B

Volatility

FLXI.DE vs. BRK-B - Volatility Comparison

Franklin FTSE India UCITS ETF (FLXI.DE) has a higher volatility of 3.91% compared to Berkshire Hathaway Inc. (BRK-B) at 3.72%. This indicates that FLXI.DE'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%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.91%
3.72%
FLXI.DE
BRK-B
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab