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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 0.30, 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.


-0.50.00.51.0
Correlation: 0.3

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%2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
6,552.06%
179.10%
FRHC
BRK-B

Key characteristics

Sharpe Ratio

FRHC:

2.50

BRK-B:

1.64

Sortino Ratio

FRHC:

3.03

BRK-B:

2.29

Omega Ratio

FRHC:

1.40

BRK-B:

1.33

Calmar Ratio

FRHC:

2.67

BRK-B:

3.47

Martin Ratio

FRHC:

12.45

BRK-B:

8.96

Ulcer Index

FRHC:

7.55%

BRK-B:

3.41%

Daily Std Dev

FRHC:

37.69%

BRK-B:

18.59%

Max Drawdown

FRHC:

-45.93%

BRK-B:

-53.86%

Current Drawdown

FRHC:

-19.83%

BRK-B:

-3.63%

Fundamentals

Market Cap

FRHC:

$7.81B

BRK-B:

$1.11T

EPS

FRHC:

$5.36

BRK-B:

$41.26

PE Ratio

FRHC:

23.51

BRK-B:

12.52

PS Ratio

FRHC:

4.95

BRK-B:

3.00

PB Ratio

FRHC:

6.20

BRK-B:

1.75

Total Revenue (TTM)

FRHC:

$1.60B

BRK-B:

$311.97B

Gross Profit (TTM)

FRHC:

$1.23B

BRK-B:

$227.52B

EBITDA (TTM)

FRHC:

$423.97M

BRK-B:

$105.57B

Returns By Period

In the year-to-date period, FRHC achieves a -1.25% return, which is significantly lower than BRK-B's 14.32% return.


FRHC

YTD

-1.25%

1M

-2.70%

6M

22.47%

1Y

97.26%

5Y*

53.61%

10Y*

N/A

BRK-B

YTD

14.32%

1M

-0.94%

6M

11.24%

1Y

30.29%

5Y*

22.13%

10Y*

13.84%

*Annualized

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Risk-Adjusted Performance

FRHC vs. BRK-B — Risk-Adjusted Performance Rank

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

FRHC
The Risk-Adjusted Performance Rank of FRHC is 9696
Overall Rank
The Sharpe Ratio Rank of FRHC is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of FRHC is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FRHC is 9494
Omega Ratio Rank
The Calmar Ratio Rank of FRHC is 9696
Calmar Ratio Rank
The Martin Ratio Rank of FRHC is 9797
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9393
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 9090
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9898
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 2.50, compared to the broader market-2.00-1.000.001.002.003.00
FRHC: 2.50
BRK-B: 1.64
The chart of Sortino ratio for FRHC, currently valued at 3.03, compared to the broader market-6.00-4.00-2.000.002.004.00
FRHC: 3.03
BRK-B: 2.29
The chart of Omega ratio for FRHC, currently valued at 1.40, compared to the broader market0.501.001.502.00
FRHC: 1.40
BRK-B: 1.33
The chart of Calmar ratio for FRHC, currently valued at 2.67, compared to the broader market0.001.002.003.004.00
FRHC: 2.67
BRK-B: 3.47
The chart of Martin ratio for FRHC, currently valued at 12.45, compared to the broader market-5.000.005.0010.0015.0020.00
FRHC: 12.45
BRK-B: 8.96

The current FRHC Sharpe Ratio is 2.50, which is higher than the BRK-B Sharpe Ratio of 1.64. 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 Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
2.50
1.64
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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.83%
-3.63%
FRHC
BRK-B

Volatility

FRHC vs. BRK-B - Volatility Comparison

Freedom Holding Corp. (FRHC) has a higher volatility of 20.55% compared to Berkshire Hathaway Inc. (BRK-B) at 10.46%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.55%
10.46%
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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