KSA vs. BRK-B
Compare and contrast key facts about iShares MSCI Saudi Arabia ETF (KSA) and Berkshire Hathaway Inc. (BRK-B).
KSA is a passively managed fund by iShares that tracks the performance of the MSCI Saudi Arabia Investable Market Index (IMI) 25/50 Index. It was launched on Sep 16, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KSA or BRK-B.
Performance
KSA vs. BRK-B - Performance Comparison
Returns By Period
In the year-to-date period, KSA achieves a -2.32% return, which is significantly lower than BRK-B's 31.86% return.
KSA
-2.32%
-3.05%
-2.82%
6.05%
8.66%
N/A
BRK-B
31.86%
1.18%
12.79%
31.02%
16.57%
12.47%
Key characteristics
| KSA | BRK-B | |
|---|---|---|
| Sharpe Ratio | 0.44 | 2.22 |
| Sortino Ratio | 0.69 | 3.12 |
| Omega Ratio | 1.09 | 1.40 |
| Calmar Ratio | 0.28 | 4.20 |
| Martin Ratio | 1.12 | 10.96 |
| Ulcer Index | 5.18% | 2.90% |
| Daily Std Dev | 13.22% | 14.33% |
| Max Drawdown | -40.56% | -53.86% |
| Current Drawdown | -15.39% | -1.73% |
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Correlation
The correlation between KSA and BRK-B is 0.30, 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.
Risk-Adjusted Performance
KSA vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia ETF (KSA) 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
KSA vs. BRK-B - Dividend Comparison
KSA's dividend yield for the trailing twelve months is around 2.84%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
KSA iShares MSCI Saudi Arabia ETF | 2.84% | 2.44% | 1.93% | 1.58% | 1.76% | 2.15% | 2.51% | 2.30% | 3.06% | 0.04% |
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% |
Drawdowns
KSA vs. BRK-B - Drawdown Comparison
The maximum KSA drawdown since its inception was -40.56%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for KSA and BRK-B. For additional features, visit the drawdowns tool.
Volatility
KSA vs. BRK-B - Volatility Comparison
The current volatility for iShares MSCI Saudi Arabia ETF (KSA) is 2.94%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.62%. This indicates that KSA 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.