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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 0.37, 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.


-0.50.00.51.00.4

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.

1,600.00%1,700.00%1,800.00%1,900.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,896.98%
1,824.96%
MKL
BRK-B

Key characteristics

Sharpe Ratio

MKL:

0.97

BRK-B:

1.66

Sortino Ratio

MKL:

1.42

BRK-B:

2.36

Omega Ratio

MKL:

1.20

BRK-B:

1.30

Calmar Ratio

MKL:

1.86

BRK-B:

3.19

Martin Ratio

MKL:

4.36

BRK-B:

7.92

Ulcer Index

MKL:

4.38%

BRK-B:

3.05%

Daily Std Dev

MKL:

19.77%

BRK-B:

14.58%

Max Drawdown

MKL:

-61.32%

BRK-B:

-53.86%

Current Drawdown

MKL:

-6.03%

BRK-B:

-7.55%

Fundamentals

Market Cap

MKL:

$22.00B

BRK-B:

$982.94B

EPS

MKL:

$216.77

BRK-B:

$49.48

PE Ratio

MKL:

7.89

BRK-B:

9.21

PEG Ratio

MKL:

7.20

BRK-B:

10.06

Total Revenue (TTM)

MKL:

$17.42B

BRK-B:

$369.89B

Gross Profit (TTM)

MKL:

$17.91B

BRK-B:

$66.19B

EBITDA (TTM)

MKL:

$4.30B

BRK-B:

$149.77B

Returns By Period

In the year-to-date period, MKL achieves a 18.14% return, which is significantly lower than BRK-B's 25.21% return. Over the past 10 years, MKL has underperformed BRK-B with an annualized return of 9.38%, while BRK-B has yielded a comparatively higher 11.44% annualized return.


MKL

YTD

18.14%

1M

-1.69%

6M

7.63%

1Y

18.95%

5Y*

8.09%

10Y*

9.38%

BRK-B

YTD

25.21%

1M

-5.42%

6M

9.47%

1Y

23.44%

5Y*

14.61%

10Y*

11.44%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for MKL, currently valued at 0.97, compared to the broader market-4.00-2.000.002.000.971.66
The chart of Sortino ratio for MKL, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.422.36
The chart of Omega ratio for MKL, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.30
The chart of Calmar ratio for MKL, currently valued at 1.86, compared to the broader market0.002.004.006.001.863.19
The chart of Martin ratio for MKL, currently valued at 4.36, compared to the broader market0.0010.0020.004.367.92
MKL
BRK-B

The current MKL Sharpe Ratio is 0.97, which is lower than the BRK-B Sharpe Ratio of 1.66. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.97
1.66
MKL
BRK-B

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.03%
-7.55%
MKL
BRK-B

Volatility

MKL vs. BRK-B - Volatility Comparison

Markel Corporation (MKL) has a higher volatility of 4.76% compared to Berkshire Hathaway Inc. (BRK-B) at 3.61%. This indicates that MKL's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.76%
3.61%
MKL
BRK-B

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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