PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MWRD.L vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MWRD.LBRK-B

Correlation

-0.50.00.51.00.4

The correlation between MWRD.L and BRK-B is 0.43, 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

MWRD.L vs. BRK-B - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember0
9.73%
MWRD.L
BRK-B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


MWRD.L
Sharpe ratio
The chart of Sharpe ratio for MWRD.L, currently valued at 0.90, compared to the broader market0.002.004.000.90
Sortino ratio
The chart of Sortino ratio for MWRD.L, currently valued at 1.41, compared to the broader market-2.000.002.004.006.008.0010.0012.001.41
Omega ratio
The chart of Omega ratio for MWRD.L, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for MWRD.L, currently valued at 0.46, compared to the broader market0.005.0010.0015.000.46
Martin ratio
The chart of Martin ratio for MWRD.L, currently valued at 3.56, compared to the broader market0.0020.0040.0060.0080.00100.003.56
BRK-B
Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 1.83, compared to the broader market0.002.004.001.83
Sortino ratio
The chart of Sortino ratio for BRK-B, currently valued at 2.49, compared to the broader market-2.000.002.004.006.008.0010.0012.002.49
Omega ratio
The chart of Omega ratio for BRK-B, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for BRK-B, currently valued at 2.34, compared to the broader market0.005.0010.0015.002.34
Martin ratio
The chart of Martin ratio for BRK-B, currently valued at 8.07, compared to the broader market0.0020.0040.0060.0080.00100.008.07

MWRD.L vs. BRK-B - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
0.90
1.83
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%AprilMayJuneJulyAugustSeptember
-1.73%
-4.59%
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 4.75%. 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%AprilMayJuneJulyAugustSeptember0
4.75%
MWRD.L
BRK-B