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GABF vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

GABF vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Financial Services Opportunities ETF (GABF) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
28.93%
15.51%
GABF
BRK-B

Returns By Period

In the year-to-date period, GABF achieves a 48.39% return, which is significantly higher than BRK-B's 31.45% return.


GABF

YTD

48.39%

1M

6.12%

6M

27.07%

1Y

65.68%

5Y (annualized)

N/A

10Y (annualized)

N/A

BRK-B

YTD

31.45%

1M

1.01%

6M

13.25%

1Y

29.87%

5Y (annualized)

16.61%

10Y (annualized)

12.35%

Key characteristics


GABFBRK-B
Sharpe Ratio3.912.08
Sortino Ratio5.192.94
Omega Ratio1.711.38
Calmar Ratio6.683.92
Martin Ratio31.7310.23
Ulcer Index2.06%2.91%
Daily Std Dev16.67%14.32%
Max Drawdown-17.14%-53.86%
Current Drawdown-1.78%-2.04%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.7

The correlation between GABF and BRK-B is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Gabelli Financial Services Opportunities ETF (GABF) 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 GABF, currently valued at 3.91, compared to the broader market0.002.004.003.912.08
The chart of Sortino ratio for GABF, currently valued at 5.19, compared to the broader market-2.000.002.004.006.008.0010.0012.005.192.94
The chart of Omega ratio for GABF, currently valued at 1.71, compared to the broader market0.501.001.502.002.503.001.711.38
The chart of Calmar ratio for GABF, currently valued at 6.68, compared to the broader market0.005.0010.0015.006.683.92
The chart of Martin ratio for GABF, currently valued at 31.73, compared to the broader market0.0020.0040.0060.0080.00100.0031.7310.23
GABF
BRK-B

The current GABF Sharpe Ratio is 3.91, which is higher than the BRK-B Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of GABF 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.91
2.08
GABF
BRK-B

Dividends

GABF vs. BRK-B - Dividend Comparison

GABF's dividend yield for the trailing twelve months is around 3.33%, while BRK-B has not paid dividends to shareholders.


TTM20232022
GABF
Gabelli Financial Services Opportunities ETF
3.33%4.95%1.31%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%

Drawdowns

GABF vs. BRK-B - Drawdown Comparison

The maximum GABF drawdown since its inception was -17.14%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for GABF and BRK-B. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.78%
-2.04%
GABF
BRK-B

Volatility

GABF vs. BRK-B - Volatility Comparison

Gabelli Financial Services Opportunities ETF (GABF) has a higher volatility of 7.67% compared to Berkshire Hathaway Inc. (BRK-B) at 6.64%. This indicates that GABF'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.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.67%
6.64%
GABF
BRK-B