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LTL vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LTL and BRK-B is 0.69, 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

LTL vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Telecommunications (LTL) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LTL:

0.79

BRK-B:

1.31

Sortino Ratio

LTL:

1.26

BRK-B:

1.87

Omega Ratio

LTL:

1.18

BRK-B:

1.27

Calmar Ratio

LTL:

0.90

BRK-B:

3.01

Martin Ratio

LTL:

3.08

BRK-B:

7.59

Ulcer Index

LTL:

10.00%

BRK-B:

3.49%

Daily Std Dev

LTL:

38.62%

BRK-B:

19.71%

Max Drawdown

LTL:

-80.20%

BRK-B:

-53.86%

Current Drawdown

LTL:

-17.80%

BRK-B:

-4.83%

Returns By Period

In the year-to-date period, LTL achieves a -3.39% return, which is significantly lower than BRK-B's 13.34% return. Over the past 10 years, LTL has underperformed BRK-B with an annualized return of 8.48%, while BRK-B has yielded a comparatively higher 13.54% annualized return.


LTL

YTD

-3.39%

1M

6.25%

6M

-2.95%

1Y

30.12%

5Y*

21.49%

10Y*

8.48%

BRK-B

YTD

13.34%

1M

-1.47%

6M

10.86%

1Y

25.66%

5Y*

23.84%

10Y*

13.54%

*Annualized

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Risk-Adjusted Performance

LTL vs. BRK-B — Risk-Adjusted Performance Rank

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

LTL
The Risk-Adjusted Performance Rank of LTL is 7878
Overall Rank
The Sharpe Ratio Rank of LTL is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of LTL is 7777
Sortino Ratio Rank
The Omega Ratio Rank of LTL is 7979
Omega Ratio Rank
The Calmar Ratio Rank of LTL is 8181
Calmar Ratio Rank
The Martin Ratio Rank of LTL is 7676
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8989
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B 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.

LTL vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Telecommunications (LTL) 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.


The current LTL Sharpe Ratio is 0.79, which is lower than the BRK-B Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of LTL and BRK-B, 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

LTL vs. BRK-B - Dividend Comparison

LTL's dividend yield for the trailing twelve months is around 0.35%, while BRK-B has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
LTL
ProShares Ultra Telecommunications
0.35%0.29%0.98%2.01%1.14%1.57%0.83%1.99%1.95%0.93%1.55%0.77%
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%0.00%0.00%

Drawdowns

LTL vs. BRK-B - Drawdown Comparison

The maximum LTL drawdown since its inception was -80.20%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for LTL and BRK-B. For additional features, visit the drawdowns tool.


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Volatility

LTL vs. BRK-B - Volatility Comparison


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