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.
Key characteristics
| KSA | BRK-B | |
|---|---|---|
| YTD Return | 0.78% | 24.01% |
| 1Y Return | 10.19% | 25.72% |
| 3Y Return (Ann) | 1.23% | 15.48% |
| 5Y Return (Ann) | 9.85% | 14.83% |
| Sharpe Ratio | 0.84 | 2.01 |
| Sortino Ratio | 1.23 | 2.70 |
| Omega Ratio | 1.16 | 1.35 |
| Calmar Ratio | 0.50 | 3.53 |
| Martin Ratio | 2.21 | 9.42 |
| Ulcer Index | 5.05% | 2.84% |
| Daily Std Dev | 13.36% | 13.33% |
| Max Drawdown | -40.56% | -53.86% |
| Current Drawdown | -12.71% | -7.58% |
Correlation
The correlation between KSA and BRK-B is 0.31, 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
KSA vs. BRK-B - Performance Comparison
In the year-to-date period, KSA achieves a 0.78% return, which is significantly lower than BRK-B's 24.01% 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
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 2.75%, 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 | 2.75% | 2.44% | 1.93% | 1.58% | 1.76% | 2.15% | 2.51% | 2.30% | 3.05% | 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 2.96%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.81%. 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.