JREU.L vs. BRK-B
Compare and contrast key facts about JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) and Berkshire Hathaway Inc. (BRK-B).
JREU.L is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 10, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JREU.L or BRK-B.
Key characteristics
| JREU.L | BRK-B | |
|---|---|---|
| YTD Return | 27.09% | 29.93% |
| 1Y Return | 38.97% | 33.09% |
| 3Y Return (Ann) | 10.63% | 17.46% |
| 5Y Return (Ann) | 16.98% | 15.96% |
| Sharpe Ratio | 3.32 | 2.35 |
| Sortino Ratio | 4.60 | 3.28 |
| Omega Ratio | 1.63 | 1.42 |
| Calmar Ratio | 5.06 | 4.46 |
| Martin Ratio | 22.28 | 11.72 |
| Ulcer Index | 1.76% | 2.88% |
| Daily Std Dev | 11.75% | 14.37% |
| Max Drawdown | -34.56% | -53.86% |
| Current Drawdown | 0.00% | -3.17% |
Correlation
The correlation between JREU.L and BRK-B is 0.43, 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
JREU.L vs. BRK-B - Performance Comparison
In the year-to-date period, JREU.L achieves a 27.09% return, which is significantly lower than BRK-B's 29.93% return. 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
JREU.L vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.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
JREU.L vs. BRK-B - Dividend Comparison
Neither JREU.L nor BRK-B has paid dividends to shareholders.
Drawdowns
JREU.L vs. BRK-B - Drawdown Comparison
The maximum JREU.L drawdown since its inception was -34.56%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for JREU.L and BRK-B. For additional features, visit the drawdowns tool.
Volatility
JREU.L vs. BRK-B - Volatility Comparison
The current volatility for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) is 3.75%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.68%. This indicates that JREU.L 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.