JPEF vs. BRK-B
Compare and contrast key facts about JPMorgan Equity Focus ETF (JPEF) and Berkshire Hathaway Inc. (BRK-B).
JPEF is an actively managed fund by JPMorgan. It was launched on Jul 29, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPEF or BRK-B.
Key characteristics
| JPEF | BRK-B | |
|---|---|---|
| YTD Return | 30.84% | 29.93% |
| 1Y Return | 43.46% | 33.09% |
| Sharpe Ratio | 3.28 | 2.35 |
| Sortino Ratio | 4.42 | 3.28 |
| Omega Ratio | 1.61 | 1.42 |
| Calmar Ratio | 5.09 | 4.46 |
| Martin Ratio | 22.62 | 11.72 |
| Ulcer Index | 1.89% | 2.88% |
| Daily Std Dev | 13.02% | 14.37% |
| Max Drawdown | -9.38% | -53.86% |
| Current Drawdown | 0.00% | -3.17% |
Correlation
The correlation between JPEF and BRK-B is 0.45, 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
JPEF vs. BRK-B - Performance Comparison
The year-to-date returns for both stocks are quite close, with JPEF having a 30.84% return and BRK-B slightly lower at 29.93%. 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
JPEF vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Focus ETF (JPEF) 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
JPEF vs. BRK-B - Dividend Comparison
JPEF's dividend yield for the trailing twelve months is around 0.30%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | |
|---|---|---|
JPEF JPMorgan Equity Focus ETF | 0.30% | 0.39% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% |
Drawdowns
JPEF vs. BRK-B - Drawdown Comparison
The maximum JPEF drawdown since its inception was -9.38%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for JPEF and BRK-B. For additional features, visit the drawdowns tool.
Volatility
JPEF vs. BRK-B - Volatility Comparison
The current volatility for JPMorgan Equity Focus ETF (JPEF) is 4.59%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.68%. This indicates that JPEF 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.