HVPE.L vs. BRK-B
Compare and contrast key facts about HarbourVest Global Private Equity Ltd (HVPE.L) and Berkshire Hathaway Inc. (BRK-B).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HVPE.L or BRK-B.
Key characteristics
| HVPE.L | BRK-B | |
|---|---|---|
| YTD Return | 2.97% | 29.93% |
| 1Y Return | 9.71% | 33.09% |
| 3Y Return (Ann) | -2.66% | 17.46% |
| 5Y Return (Ann) | 7.57% | 15.96% |
| 10Y Return (Ann) | 12.24% | 12.35% |
| Sharpe Ratio | 0.46 | 2.35 |
| Sortino Ratio | 0.86 | 3.28 |
| Omega Ratio | 1.09 | 1.42 |
| Calmar Ratio | 0.40 | 4.46 |
| Martin Ratio | 1.35 | 11.72 |
| Ulcer Index | 7.19% | 2.88% |
| Daily Std Dev | 20.85% | 14.37% |
| Max Drawdown | -50.70% | -53.86% |
| Current Drawdown | -17.35% | -3.17% |
Fundamentals
| HVPE.L | BRK-B | |
|---|---|---|
| Market Cap | £1.79B | $959.23B |
| EPS | £0.96 | $49.45 |
| PE Ratio | 24.64 | 9.00 |
| Total Revenue (TTM) | £13.57M | $315.76B |
| Gross Profit (TTM) | £13.57M | $66.19B |
| EBITDA (TTM) | -£5.68M | $7.45B |
Correlation
The correlation between HVPE.L and BRK-B is 0.16, 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.
Performance
HVPE.L vs. BRK-B - Performance Comparison
In the year-to-date period, HVPE.L achieves a 2.97% return, which is significantly lower than BRK-B's 29.93% return. Both investments have delivered pretty close results over the past 10 years, with HVPE.L having a 12.24% annualized return and BRK-B not far ahead at 12.35%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HVPE.L vs. BRK-B - Risk-Adjusted Performance 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.
Dividends
HVPE.L vs. BRK-B - Dividend Comparison
Neither HVPE.L nor BRK-B has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HVPE.L HarbourVest Global Private Equity Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.92% | 2.43% |
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% |
Drawdowns
HVPE.L vs. BRK-B - Drawdown Comparison
The maximum HVPE.L drawdown since its inception was -50.70%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for HVPE.L and BRK-B. For additional features, visit the drawdowns tool.
Volatility
HVPE.L vs. BRK-B - Volatility Comparison
HarbourVest Global Private Equity Ltd (HVPE.L) and Berkshire Hathaway Inc. (BRK-B) have volatilities of 6.89% and 6.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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