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GIVN.SW vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

GIVN.SW vs. BRK-B

Last updated Jun 5, 2026

GIVN.SW (Givaudan SA) and BRK-B (Berkshire Hathaway Inc.) are both stocks. GIVN.SW operates in Specialty Chemicals (Basic Materials), while BRK-B operates in Insurance - Diversified (Financial Services). Over the past 10 years, GIVN.SW returned 6.53%/yr vs 11.01%/yr for BRK-B. At a 0.21 correlation, their price movements are largely independent.

Performance

GIVN.SW vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in Givaudan SA (GIVN.SW) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GIVN.SW is traded in CHF, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, GIVN.SW achieves a -7.27% return, which is significantly lower than BRK-B's -2.61% return. Over the past 10 years, GIVN.SW has underperformed BRK-B with an annualized return of 6.53%, while BRK-B has yielded a comparatively higher 11.01% annualized return.

GIVN.SW

1D
1.10%
1M
2.16%
YTD
-7.27%
6M
-12.86%
1Y
-30.10%
3Y*
0.26%
5Y*
-5.10%
10Y*
6.53%

BRK-B

1D
0.00%
1M
5.18%
YTD
-2.61%
6M
-3.21%
1Y
-4.25%
3Y*
8.64%
5Y*
8.48%
10Y*
11.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GIVN.SW vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GIVN.SW
Givaudan SA		-7.27%-19.23%15.75%25.84%-39.83%30.78%25.68%36.39%3.86%24.44%
BRK-B
Berkshire Hathaway Inc.		-2.54%-3.11%37.11%5.12%4.73%32.75%-6.26%9.05%4.01%16.46%

Correlation

The correlation between GIVN.SW and BRK-B is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2007

0.21

Compare stocks, funds, or ETFs

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Givaudan SA

Berkshire Hathaway Inc.

Often compared with GIVN.SW:
GIVN.SW vs. SPYGIVN.SW vs. HLMA.LGIVN.SW vs. SK.PAGIVN.SW vs. MAGIVN.SW vs. CAHGIVN.SW vs. ASML.ASGIVN.SW vs. HO.PA
Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

GIVN.SW vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GIVN.SW
GIVN.SW Risk / Return Rank: 55
Overall Rank
GIVN.SW Sharpe Ratio Rank: 11
Sharpe Ratio Rank
GIVN.SW Sortino Ratio Rank: 22
Sortino Ratio Rank
GIVN.SW Omega Ratio Rank: 33
Omega Ratio Rank
GIVN.SW Calmar Ratio Rank: 88
Calmar Ratio Rank
GIVN.SW Martin Ratio Rank: 1111
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 3535
Overall Rank
BRK-B Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3030
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GIVN.SW vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Givaudan SA (GIVN.SW) 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.

GIVN.SWBRK-BDifference
Sharpe ratioReturn per unit of total volatility
-1.44
-0.27

-1.17

Sortino ratioReturn per unit of downside risk
-2.00
-0.27

-1.74

Omega ratioGain probability vs. loss probability

0.75

0.97

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.86

-0.34

-0.52

Martin ratioReturn relative to average drawdown

-1.31

-0.69

-0.62

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GIVN.SW vs. BRK-B - Sharpe Ratio Comparison

The current GIVN.SW Sharpe Ratio is -1.44, which is lower than the BRK-B Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of GIVN.SW and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

GIVN.SWBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.44

-0.27

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.46

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.53

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.33

+0.11

Drawdowns

GIVN.SW vs. BRK-B - Drawdown Comparison

The maximum GIVN.SW drawdown since its inception was -52.28%, smaller than the maximum BRK-B drawdown of -56.34%. Use the drawdown chart below to compare losses from any high point for GIVN.SW and BRK-B.

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Drawdown Indicators

GIVN.SWBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-52.28%

-56.34%

+4.06%

Max Drawdown (1Y)

Largest decline over 1 year

-36.06%

-12.50%

-23.56%

Max Drawdown (3Y)

Largest decline over 3 years

-41.61%

-23.79%

-17.82%

Max Drawdown (5Y)

Largest decline over 5 years

-42.48%

-23.79%

-18.69%

Max Drawdown (10Y)

Largest decline over 10 years

-42.48%

-29.23%

-13.25%

Current Drawdown

Current decline from peak

-36.39%

-18.05%

-18.34%

Average Drawdown

Average peak-to-trough decline

-12.06%

-14.61%

+2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.05%

6.20%

+17.85%

Volatility

GIVN.SW vs. BRK-B - Volatility Comparison

Givaudan SA (GIVN.SW) has a higher volatility of 6.25% compared to Berkshire Hathaway Inc. (BRK-B) at 4.31%. This indicates that GIVN.SW'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.

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Volatility by Period

GIVN.SWBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

4.31%

+1.94%

Volatility (6M)

Calculated over the trailing 6-month period

17.74%

12.32%

+5.42%

Volatility (1Y)

Calculated over the trailing 1-year period

21.89%

15.69%

+6.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.64%

18.34%

+4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.53%

20.96%

-0.43%

Dividends

GIVN.SW vs. BRK-B - Dividend Comparison

GIVN.SW's dividend yield for the trailing twelve months is around 2.54%, while BRK-B has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GIVN.SW
Givaudan SA		2.54%2.23%1.71%1.92%2.33%1.34%1.66%1.98%2.55%2.49%0.56%2.74%

Financials

GIVN.SW vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Givaudan SA 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

Please note, different currencies. GIVN.SW values in CHF, BRK-B values in USD

Frequently Asked Questions

GIVN.SW and BRK-B have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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