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

Correlation

The correlation between FRHC and BRK-B is 0.29, 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

FRHC vs. BRK-B - Performance Comparison

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

0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
55.87%
9.15%
FRHC
BRK-B

Key characteristics

Sharpe Ratio

FRHC:

2.01

BRK-B:

1.66

Sortino Ratio

FRHC:

2.77

BRK-B:

2.36

Omega Ratio

FRHC:

1.34

BRK-B:

1.30

Calmar Ratio

FRHC:

1.67

BRK-B:

3.19

Martin Ratio

FRHC:

6.09

BRK-B:

7.92

Ulcer Index

FRHC:

9.68%

BRK-B:

3.05%

Daily Std Dev

FRHC:

29.36%

BRK-B:

14.58%

Max Drawdown

FRHC:

-45.93%

BRK-B:

-53.86%

Current Drawdown

FRHC:

-5.56%

BRK-B:

-7.55%

Fundamentals

Market Cap

FRHC:

$8.09B

BRK-B:

$982.94B

EPS

FRHC:

$5.70

BRK-B:

$49.48

PE Ratio

FRHC:

23.43

BRK-B:

9.21

Total Revenue (TTM)

FRHC:

$1.82B

BRK-B:

$369.89B

Gross Profit (TTM)

FRHC:

$1.24B

BRK-B:

$66.19B

EBITDA (TTM)

FRHC:

$899.68M

BRK-B:

$149.77B

Returns By Period

In the year-to-date period, FRHC achieves a 56.49% return, which is significantly higher than BRK-B's 25.21% return.


FRHC

YTD

56.49%

1M

8.53%

6M

57.66%

1Y

59.82%

5Y*

54.03%

10Y*

N/A

BRK-B

YTD

25.21%

1M

-5.42%

6M

9.47%

1Y

23.44%

5Y*

14.61%

10Y*

11.44%

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Freedom Holding Corp. (FRHC) 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 FRHC, currently valued at 2.01, compared to the broader market-4.00-2.000.002.002.011.66
The chart of Sortino ratio for FRHC, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.002.772.36
The chart of Omega ratio for FRHC, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.30
The chart of Calmar ratio for FRHC, currently valued at 1.67, compared to the broader market0.002.004.006.001.673.19
The chart of Martin ratio for FRHC, currently valued at 6.09, compared to the broader market0.0010.0020.006.097.92
FRHC
BRK-B

The current FRHC Sharpe Ratio is 2.01, which is comparable to the BRK-B Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of FRHC 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.01
1.66
FRHC
BRK-B

Dividends

FRHC vs. BRK-B - Dividend Comparison

Neither FRHC nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FRHC vs. BRK-B - Drawdown Comparison

The maximum FRHC drawdown since its inception was -45.93%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for FRHC and BRK-B. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.56%
-7.55%
FRHC
BRK-B

Volatility

FRHC vs. BRK-B - Volatility Comparison

Freedom Holding Corp. (FRHC) has a higher volatility of 9.98% compared to Berkshire Hathaway Inc. (BRK-B) at 3.61%. This indicates that FRHC'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%JulyAugustSeptemberOctoberNovemberDecember
9.98%
3.61%
FRHC
BRK-B

Financials

FRHC vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Freedom Holding Corp. 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


Values in USD except per share items
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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.

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