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NDJI vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NDJI and BRK-B is 0.48, 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.


-0.50.00.51.00.5

Performance

NDJI vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide Dow Jones Risk-Managed Income ETF (NDJI) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember20250
2.54%
NDJI
BRK-B

Key characteristics

Returns By Period


NDJI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BRK-B

YTD

-0.72%

1M

-1.72%

6M

2.54%

1Y

23.76%

5Y*

14.46%

10Y*

11.71%

*Annualized

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Risk-Adjusted Performance

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

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

NDJI

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8989
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8888
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.

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

This table presents a comparison of risk-adjusted performance metrics for Nationwide Dow Jones Risk-Managed Income ETF (NDJI) 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 NDJI, currently valued at 0.97, compared to the broader market0.002.004.000.971.64
The chart of Sortino ratio for NDJI, currently valued at 1.65, compared to the broader market-2.000.002.004.006.008.0010.001.652.33
The chart of Omega ratio for NDJI, currently valued at 1.65, compared to the broader market0.501.001.502.002.503.001.651.30
The chart of Calmar ratio for NDJI, currently valued at 0.41, compared to the broader market0.005.0010.0015.000.412.85
The chart of Martin ratio for NDJI, currently valued at 22.65, compared to the broader market0.0020.0040.0060.0080.00100.0022.656.93
NDJI
BRK-B


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.97
1.64
NDJI
BRK-B

Dividends

NDJI vs. BRK-B - Dividend Comparison

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


TTM2024202320222021
NDJI
Nationwide Dow Jones Risk-Managed Income ETF
0.58%0.58%6.74%7.69%0.57%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%

Drawdowns

NDJI vs. BRK-B - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.70%
-6.84%
NDJI
BRK-B

Volatility

NDJI vs. BRK-B - Volatility Comparison

The current volatility for Nationwide Dow Jones Risk-Managed Income ETF (NDJI) is 0.00%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.96%. This indicates that NDJI 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%AugustSeptemberOctoberNovemberDecember20250
3.96%
NDJI
BRK-B
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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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