HVPE.L vs. BRK-B
HVPE.L (HarbourVest Global Private Equity Ltd) and BRK-B (Berkshire Hathaway Inc.) are both stocks. Both are in the Financial Services sector — HVPE.L in Investment Banking & Investment Services, BRK-B in Insurance - Diversified. Over the past 10 years, HVPE.L returned 13.97%/yr vs 13.69%/yr for BRK-B. At a 0.10 correlation, their price movements are largely independent.
Performance
HVPE.L vs. BRK-B - Performance Comparison
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Different Trading Currencies
HVPE.L is traded in GBp, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, HVPE.L achieves a 9.09% return, which is significantly higher than BRK-B's -5.08% return. Both investments have delivered pretty close results over the past 10 years, with HVPE.L having a 13.97% annualized return and BRK-B not far behind at 13.69%.
HVPE.L
- 1D
- 1.79%
- 1M
- 5.56%
- YTD
- 9.09%
- 6M
- 10.50%
- 1Y
- 43.70%
- 3Y*
- 15.58%
- 5Y*
- 10.51%
- 10Y*
- 13.97%
BRK-B
- 1D
- 0.00%
- 1M
- 3.02%
- YTD
- -5.08%
- 6M
- -6.22%
- 1Y
- -2.28%
- 3Y*
- 10.25%
- 5Y*
- 11.38%
- 10Y*
- 13.69%
HVPE.L vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HVPE.L HarbourVest Global Private Equity Ltd | 9.09% | 18.08% | 12.50% | 4.66% | -21.43% | 47.48% | 8.23% | 33.38% | 8.36% | 7.71% |
BRK-B Berkshire Hathaway Inc. | -4.39% | 2.99% | 29.31% | 9.69% | 15.59% | 30.17% | -0.64% | 6.71% | 9.11% | 11.10% |
Correlation
The correlation between HVPE.L and BRK-B is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since May 13, 2010 | 0.10 |
The correlation between HVPE.L and BRK-B shifts across timeframes, from 0.01 (1 year) to 0.13 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
HVPE.L:
£2.50B
BRK-B:
$1.03T
HVPE.L:
£5.29
BRK-B:
$33.62
HVPE.L:
6.47
BRK-B:
14.24
HVPE.L:
0.14
BRK-B:
0.55
HVPE.L:
7.61
BRK-B:
2.75
HVPE.L:
0.79
BRK-B:
1.42
HVPE.L:
£328.01M
BRK-B:
$375.39B
HVPE.L:
£325.07M
BRK-B:
$94.36B
HVPE.L:
£182.43M
BRK-B:
$71.92B
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Return for Risk
HVPE.L vs. BRK-B — Risk / Return Rank
HVPE.L
BRK-B
HVPE.L vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HarbourVest Global Private Equity Ltd (HVPE.L) 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.
| HVPE.L | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.64 | ||
| Sortino ratioReturn per unit of downside risk | +3.42 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.99 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | -0.19 | +4.19 |
| Martin ratioReturn relative to average drawdown | 13.21 | -0.42 | +13.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HVPE.L | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | -0.15 | +2.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.68 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.69 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.59 | +0.11 |
Drawdowns
HVPE.L vs. BRK-B - Drawdown Comparison
The maximum HVPE.L drawdown since its inception was -50.70%, which is greater than BRK-B's maximum drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for HVPE.L and BRK-B.
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Drawdown Indicators
| HVPE.L | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -37.92% | -12.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -11.88% | +1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -18.64% | -17.26% | -1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -34.35% | -20.84% | -13.51% |
Max Drawdown (10Y)Largest decline over 10 years | -50.70% | -21.44% | -29.26% |
Current DrawdownCurrent decline from peak | -0.87% | -14.52% | +13.65% |
Average DrawdownAverage peak-to-trough decline | -7.58% | -7.39% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 5.50% | -2.20% |
Volatility
HVPE.L vs. BRK-B - Volatility Comparison
HarbourVest Global Private Equity Ltd (HVPE.L) has a higher volatility of 5.90% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. This indicates that HVPE.L'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
| HVPE.L | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 3.82% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 11.92% | +1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.49% | 15.39% | +2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.18% | 16.89% | +7.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.91% | 19.85% | +5.06% |
Dividends
HVPE.L vs. BRK-B - Dividend Comparison
Neither HVPE.L nor BRK-B has paid dividends to shareholders.
Financials
HVPE.L vs. BRK-B - Financials Comparison
This section allows you to compare key financial metrics between HarbourVest Global Private Equity Ltd 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
HVPE.L and BRK-B have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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