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GERD.DE vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GERD.DE and BRK-B is 0.53, 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

GERD.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GERD.DE:

0.38

BRK-B:

1.23

Sortino Ratio

GERD.DE:

0.59

BRK-B:

1.56

Omega Ratio

GERD.DE:

1.08

BRK-B:

1.22

Calmar Ratio

GERD.DE:

0.32

BRK-B:

2.44

Martin Ratio

GERD.DE:

1.20

BRK-B:

5.90

Ulcer Index

GERD.DE:

5.07%

BRK-B:

3.64%

Daily Std Dev

GERD.DE:

16.24%

BRK-B:

19.81%

Max Drawdown

GERD.DE:

-19.22%

BRK-B:

-53.86%

Current Drawdown

GERD.DE:

-7.48%

BRK-B:

-6.73%

Returns By Period

In the year-to-date period, GERD.DE achieves a -1.55% return, which is significantly lower than BRK-B's 11.07% return.


GERD.DE

YTD

-1.55%

1M

5.18%

6M

-4.17%

1Y

6.11%

3Y*

N/A

5Y*

N/A

10Y*

N/A

BRK-B

YTD

11.07%

1M

-5.30%

6M

5.64%

1Y

23.58%

3Y*

17.65%

5Y*

23.54%

10Y*

13.36%

*Annualized

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Berkshire Hathaway Inc.

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Risk-Adjusted Performance

GERD.DE vs. BRK-B — Risk-Adjusted Performance Rank

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

GERD.DE
The Risk-Adjusted Performance Rank of GERD.DE is 4343
Overall Rank
The Sharpe Ratio Rank of GERD.DE is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of GERD.DE is 4141
Sortino Ratio Rank
The Omega Ratio Rank of GERD.DE is 4242
Omega Ratio Rank
The Calmar Ratio Rank of GERD.DE is 4545
Calmar Ratio Rank
The Martin Ratio Rank of GERD.DE is 4444
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8686
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8080
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8989
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.

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

This table presents a comparison of risk-adjusted performance metrics for L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.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.


The current GERD.DE Sharpe Ratio is 0.38, which is lower than the BRK-B Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of GERD.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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

GERD.DE vs. BRK-B - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

GERD.DE vs. BRK-B - Drawdown Comparison

The maximum GERD.DE drawdown since its inception was -19.22%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for GERD.DE and BRK-B.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GERD.DE vs. BRK-B - Volatility Comparison

The current volatility for L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) is 4.44%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.42%. This indicates that GERD.DE experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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