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MKL vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MKL and BRK-B is 0.44, 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

MKL vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Markel Corporation (MKL) 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

MKL:

0.65

BRK-B:

1.16

Sortino Ratio

MKL:

1.25

BRK-B:

1.72

Omega Ratio

MKL:

1.17

BRK-B:

1.25

Calmar Ratio

MKL:

0.93

BRK-B:

2.74

Martin Ratio

MKL:

2.47

BRK-B:

6.73

Ulcer Index

MKL:

6.95%

BRK-B:

3.59%

Daily Std Dev

MKL:

23.77%

BRK-B:

19.84%

Max Drawdown

MKL:

-61.32%

BRK-B:

-53.86%

Current Drawdown

MKL:

-6.86%

BRK-B:

-5.08%

Fundamentals

Market Cap

MKL:

$24.30B

BRK-B:

$1.11T

EPS

MKL:

$136.03

BRK-B:

$37.49

PE Ratio

MKL:

14.08

BRK-B:

13.72

PEG Ratio

MKL:

4.43

BRK-B:

10.06

PS Ratio

MKL:

1.56

BRK-B:

2.99

PB Ratio

MKL:

1.47

BRK-B:

1.70

Total Revenue (TTM)

MKL:

$15.48B

BRK-B:

$395.26B

Gross Profit (TTM)

MKL:

$15.48B

BRK-B:

$317.24B

EBITDA (TTM)

MKL:

$2.80B

BRK-B:

$115.24B

Returns By Period

In the year-to-date period, MKL achieves a 11.14% return, which is significantly lower than BRK-B's 13.04% return. Over the past 10 years, MKL has underperformed BRK-B with an annualized return of 9.54%, while BRK-B has yielded a comparatively higher 13.49% annualized return.


MKL

YTD

11.14%

1M

8.48%

6M

12.44%

1Y

15.35%

3Y*

12.90%

5Y*

17.41%

10Y*

9.54%

BRK-B

YTD

13.04%

1M

-1.12%

6M

8.51%

1Y

22.89%

3Y*

19.00%

5Y*

23.82%

10Y*

13.49%

*Annualized

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Markel Corporation

Berkshire Hathaway Inc.

Risk-Adjusted Performance

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

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

MKL
The Risk-Adjusted Performance Rank of MKL is 7575
Overall Rank
The Sharpe Ratio Rank of MKL is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of MKL is 7171
Sortino Ratio Rank
The Omega Ratio Rank of MKL is 7171
Omega Ratio Rank
The Calmar Ratio Rank of MKL is 8282
Calmar Ratio Rank
The Martin Ratio Rank of MKL is 7676
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8787
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9090
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.

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

This table presents a comparison of risk-adjusted performance metrics for Markel Corporation (MKL) 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 MKL Sharpe Ratio is 0.65, which is lower than the BRK-B Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of MKL 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

MKL vs. BRK-B - Dividend Comparison

Neither MKL nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MKL vs. BRK-B - Drawdown Comparison

The maximum MKL drawdown since its inception was -61.32%, 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 MKL and BRK-B. For additional features, visit the drawdowns tool.


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Volatility

MKL vs. BRK-B - Volatility Comparison

The current volatility for Markel Corporation (MKL) is 6.62%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 7.52%. This indicates that MKL 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.


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Financials

MKL vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Markel 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


0.0050.00B100.00B150.00B20212022202320242025
3.33B
83.29B
(MKL) Total Revenue
(BRK-B) Total Revenue
Values in USD except per share items