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JEF vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

JEF vs. BRK-B

Last updated Apr 27, 2025

Compare and contrast key facts about Jefferies Financial Group Inc. (JEF) and Berkshire Hathaway Inc. (BRK-B).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEF or BRK-B.

Correlation

The correlation between JEF and BRK-B is 0.51, 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.

-0.50.00.51.0
Correlation: 0.5

Performance

JEF vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jefferies Financial Group Inc. (JEF) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.
1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,003.28%
2,188.62%
JEF
BRK-B

Key characteristics

Sharpe Ratio

JEF:

0.18

BRK-B:

1.58

Sortino Ratio

JEF:

0.51

BRK-B:

2.22

Omega Ratio

JEF:

1.08

BRK-B:

1.31

Calmar Ratio

JEF:

0.15

BRK-B:

3.40

Martin Ratio

JEF:

0.47

BRK-B:

8.72

Ulcer Index

JEF:

15.55%

BRK-B:

3.43%

Daily Std Dev

JEF:

41.97%

BRK-B:

18.92%

Max Drawdown

JEF:

-80.74%

BRK-B:

-53.86%

Current Drawdown

JEF:

-42.43%

BRK-B:

-1.26%

Fundamentals

Market Cap

JEF:

$9.65B

BRK-B:

$1.15T

EPS

JEF:

$2.84

BRK-B:

$41.26

PE Ratio

JEF:

16.48

BRK-B:

12.87

PS Ratio

JEF:

1.41

BRK-B:

3.09

PB Ratio

JEF:

0.95

BRK-B:

1.76

Total Revenue (TTM)

JEF:

$10.30B

BRK-B:

$311.97B

Gross Profit (TTM)

JEF:

$6.08B

BRK-B:

$227.52B

EBITDA (TTM)

JEF:

$4.65B

BRK-B:

$105.57B

Returns By Period

In the year-to-date period, JEF achieves a -39.97% return, which is significantly lower than BRK-B's 17.14% return. Over the past 10 years, JEF has underperformed BRK-B with an annualized return of 12.25%, while BRK-B has yielded a comparatively higher 14.11% annualized return.

JEF

YTD

-39.97%

1M

-13.89%

6M

-26.13%

1Y

9.92%

5Y*

37.45%

10Y*

12.25%

BRK-B

YTD

17.14%

1M

-0.67%

6M

16.95%

1Y

32.05%

5Y*

23.23%

10Y*

14.11%

*Annualized

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Risk-Adjusted Performance

JEF vs. BRK-B — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JEF
The Risk-Adjusted Performance Rank of JEF is 5757
Overall Rank
The Sharpe Ratio Rank of JEF is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of JEF is 5353
Sortino Ratio Rank
The Omega Ratio Rank of JEF is 5555
Omega Ratio Rank
The Calmar Ratio Rank of JEF is 6060
Calmar Ratio Rank
The Martin Ratio Rank of JEF is 5858
Martin Ratio Rank
BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9292
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9494
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.

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

This table presents a comparison of risk-adjusted performance metrics for Jefferies Financial Group Inc. (JEF) 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 chart of Sharpe ratio for JEF, currently valued at 0.18, compared to the broader market-2.00-1.000.001.002.003.00
JEF: 0.18
BRK-B: 1.58
The chart of Sortino ratio for JEF, currently valued at 0.51, compared to the broader market-6.00-4.00-2.000.002.004.00
JEF: 0.51
BRK-B: 2.22
The chart of Omega ratio for JEF, currently valued at 1.08, compared to the broader market0.501.001.502.00
JEF: 1.08
BRK-B: 1.31
The chart of Calmar ratio for JEF, currently valued at 0.15, compared to the broader market0.001.002.003.004.005.00
JEF: 0.15
BRK-B: 3.40
The chart of Martin ratio for JEF, currently valued at 0.47, compared to the broader market-5.000.005.0010.0015.0020.00
JEF: 0.47
BRK-B: 8.72

The current JEF Sharpe Ratio is 0.18, which is lower than the BRK-B Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of JEF 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.18
1.58
JEF
BRK-B

Dividends

JEF vs. BRK-B - Dividend Comparison

JEF's dividend yield for the trailing twelve months is around 2.99%, while BRK-B has not paid dividends to shareholders.

TTM20242023202220212020201920182017201620152014
JEF
Jefferies Financial Group Inc.		2.99%1.66%7.42%3.67%2.43%1.72%3.94%0.00%0.00%0.00%0.00%0.00%
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

JEF vs. BRK-B - Drawdown Comparison

The maximum JEF drawdown since its inception was -80.74%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for JEF and BRK-B. For additional features, visit the drawdowns tool.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.43%
-1.26%
JEF
BRK-B

Volatility

JEF vs. BRK-B - Volatility Comparison

Jefferies Financial Group Inc. (JEF) has a higher volatility of 29.07% compared to Berkshire Hathaway Inc. (BRK-B) at 10.99%. This indicates that JEF'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.

5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
29.07%
10.99%
JEF
BRK-B

Financials

JEF vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Jefferies Financial Group Inc. 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

Values in USD except per share items