N1ES.DE vs. BRK-B
Compare and contrast key facts about Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) and Berkshire Hathaway Inc. (BRK-B).
N1ES.DE is a passively managed fund by Invesco that tracks the performance of the Nasdaq 100® ESG. It was launched on Oct 25, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: N1ES.DE or BRK-B.
Key characteristics
| N1ES.DE | BRK-B | |
|---|---|---|
| YTD Return | 29.75% | 29.93% |
| 1Y Return | 38.10% | 33.09% |
| 3Y Return (Ann) | 13.25% | 17.46% |
| Sharpe Ratio | 2.09 | 2.35 |
| Sortino Ratio | 2.77 | 3.28 |
| Omega Ratio | 1.38 | 1.42 |
| Calmar Ratio | 2.57 | 4.46 |
| Martin Ratio | 8.34 | 11.72 |
| Ulcer Index | 4.32% | 2.88% |
| Daily Std Dev | 17.17% | 14.37% |
| Max Drawdown | -33.10% | -53.86% |
| Current Drawdown | 0.00% | -3.17% |
Correlation
The correlation between N1ES.DE and BRK-B is 0.31, 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.
Performance
N1ES.DE vs. BRK-B - Performance Comparison
The year-to-date returns for both investments are quite close, with N1ES.DE having a 29.75% return and BRK-B slightly higher at 29.93%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
N1ES.DE vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) 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.
Dividends
N1ES.DE vs. BRK-B - Dividend Comparison
Neither N1ES.DE nor BRK-B has paid dividends to shareholders.
Drawdowns
N1ES.DE vs. BRK-B - Drawdown Comparison
The maximum N1ES.DE drawdown since its inception was -33.10%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for N1ES.DE and BRK-B. For additional features, visit the drawdowns tool.
Volatility
N1ES.DE vs. BRK-B - Volatility Comparison
The current volatility for Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) is 4.78%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.68%. This indicates that N1ES.DE 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.