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MWRD.L vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

MWRD.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Index MSCI World (MWRD.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%JuneJulyAugustSeptemberOctoberNovember
79.91%
177.78%
MWRD.L
BRK-B

Returns By Period


MWRD.L

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

BRK-B

YTD

31.86%

1M

1.18%

6M

12.79%

1Y

31.02%

5Y (annualized)

16.57%

10Y (annualized)

12.47%

Key characteristics


MWRD.LBRK-B

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Correlation

-0.50.00.51.00.4

The correlation between MWRD.L and BRK-B is 0.42, 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.

Risk-Adjusted Performance

MWRD.L vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI World (MWRD.L) 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 MWRD.L, currently valued at 1.48, compared to the broader market0.002.004.001.482.17
The chart of Sortino ratio for MWRD.L, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.0010.0012.002.573.05
The chart of Omega ratio for MWRD.L, currently valued at 1.90, compared to the broader market0.501.001.502.002.503.001.901.39
The chart of Calmar ratio for MWRD.L, currently valued at 0.89, compared to the broader market0.005.0010.0015.000.894.09
The chart of Martin ratio for MWRD.L, currently valued at 2.90, compared to the broader market0.0020.0040.0060.0080.00100.002.9010.69
MWRD.L
BRK-B

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.48
2.17
MWRD.L
BRK-B

Dividends

MWRD.L vs. BRK-B - Dividend Comparison

Neither MWRD.L nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MWRD.L vs. BRK-B - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.71%
-1.73%
MWRD.L
BRK-B

Volatility

MWRD.L vs. BRK-B - Volatility Comparison

The current volatility for Amundi Index MSCI World (MWRD.L) is 0.00%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.62%. This indicates that MWRD.L 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember0
6.62%
MWRD.L
BRK-B