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L vs. BRK-A
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between L and BRK-A 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

L vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loews Corporation (L) and Berkshire Hathaway Inc (BRK-A). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

L:

0.70

BRK-A:

1.23

Sortino Ratio

L:

1.08

BRK-A:

1.85

Omega Ratio

L:

1.15

BRK-A:

1.26

Calmar Ratio

L:

1.30

BRK-A:

3.03

Martin Ratio

L:

4.37

BRK-A:

7.51

Ulcer Index

L:

3.62%

BRK-A:

3.48%

Daily Std Dev

L:

21.53%

BRK-A:

19.86%

Max Drawdown

L:

-65.58%

BRK-A:

-51.47%

Current Drawdown

L:

-3.06%

BRK-A:

-4.60%

Fundamentals

Market Cap

L:

$18.54B

BRK-A:

$1.11T

EPS

L:

$6.10

BRK-A:

$56.28K

PE Ratio

L:

14.49

BRK-A:

13.70

PEG Ratio

L:

2.69

BRK-A:

9.68

PS Ratio

L:

1.04

BRK-A:

2.99

PB Ratio

L:

1.08

BRK-A:

1.71

Total Revenue (TTM)

L:

$13.07B

BRK-A:

$371.29B

Gross Profit (TTM)

L:

$11.18B

BRK-A:

$186.48B

EBITDA (TTM)

L:

$951.00M

BRK-A:

$117.91B

Returns By Period

In the year-to-date period, L achieves a 5.49% return, which is significantly lower than BRK-A's 13.39% return. Over the past 10 years, L has underperformed BRK-A with an annualized return of 8.76%, while BRK-A has yielded a comparatively higher 13.49% annualized return.


L

YTD

5.49%

1M

5.42%

6M

7.44%

1Y

14.84%

5Y*

26.06%

10Y*

8.76%

BRK-A

YTD

13.39%

1M

-1.52%

6M

10.26%

1Y

24.13%

5Y*

24.84%

10Y*

13.49%

*Annualized

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Risk-Adjusted Performance

L vs. BRK-A — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

L
The Risk-Adjusted Performance Rank of L is 7777
Overall Rank
The Sharpe Ratio Rank of L is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of L is 6868
Sortino Ratio Rank
The Omega Ratio Rank of L is 6969
Omega Ratio Rank
The Calmar Ratio Rank of L is 8888
Calmar Ratio Rank
The Martin Ratio Rank of L is 8484
Martin Ratio Rank

BRK-A
The Risk-Adjusted Performance Rank of BRK-A is 8989
Overall Rank
The Sharpe Ratio Rank of BRK-A is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-A is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BRK-A is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BRK-A is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BRK-A is 9292
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.

L vs. BRK-A - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Loews Corporation (L) and Berkshire Hathaway Inc (BRK-A). 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 current L Sharpe Ratio is 0.70, which is lower than the BRK-A Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of L and BRK-A, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

L vs. BRK-A - Dividend Comparison

L's dividend yield for the trailing twelve months is around 0.28%, while BRK-A has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
L
Loews Corporation
0.28%0.30%0.36%0.43%0.44%0.56%0.48%0.55%0.50%0.54%0.66%0.60%
BRK-A
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

L vs. BRK-A - Drawdown Comparison

The maximum L drawdown since its inception was -65.58%, which is greater than BRK-A's maximum drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for L and BRK-A. For additional features, visit the drawdowns tool.


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Volatility

L vs. BRK-A - Volatility Comparison

The current volatility for Loews Corporation (L) is 5.64%, while Berkshire Hathaway Inc (BRK-A) has a volatility of 7.62%. This indicates that L experiences smaller price fluctuations and is considered to be less risky than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

L vs. BRK-A - Financials Comparison

This section allows you to compare key financial metrics between Loews Corporation 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


0.0020.00B40.00B60.00B80.00B100.00B120.00B20212022202320242025
3.63B
89.73B
(L) Total Revenue
(BRK-A) Total Revenue
Values in USD except per share items