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OAKLX vs. BRK-A
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OAKLX and BRK-A is 0.50, 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

OAKLX vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark Select Fund (OAKLX) and Berkshire Hathaway Inc (BRK-A). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.26%
9.28%
OAKLX
BRK-A

Key characteristics

Sharpe Ratio

OAKLX:

1.04

BRK-A:

1.75

Sortino Ratio

OAKLX:

1.55

BRK-A:

2.49

Omega Ratio

OAKLX:

1.19

BRK-A:

1.31

Calmar Ratio

OAKLX:

1.86

BRK-A:

3.41

Martin Ratio

OAKLX:

4.43

BRK-A:

8.48

Ulcer Index

OAKLX:

3.43%

BRK-A:

3.07%

Daily Std Dev

OAKLX:

14.56%

BRK-A:

14.94%

Max Drawdown

OAKLX:

-65.99%

BRK-A:

-51.47%

Current Drawdown

OAKLX:

-5.14%

BRK-A:

-5.81%

Returns By Period

In the year-to-date period, OAKLX achieves a 14.34% return, which is significantly lower than BRK-A's 25.69% return. Over the past 10 years, OAKLX has underperformed BRK-A with an annualized return of 7.25%, while BRK-A has yielded a comparatively higher 11.68% annualized return.


OAKLX

YTD

14.34%

1M

-4.29%

6M

15.26%

1Y

14.95%

5Y*

13.38%

10Y*

7.25%

BRK-A

YTD

25.69%

1M

-4.52%

6M

9.28%

1Y

25.69%

5Y*

15.08%

10Y*

11.68%

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Risk-Adjusted Performance

OAKLX vs. BRK-A - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark Select Fund (OAKLX) and Berkshire Hathaway Inc (BRK-A). 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 OAKLX, currently valued at 1.04, compared to the broader market-1.000.001.002.003.004.001.041.75
The chart of Sortino ratio for OAKLX, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.0010.001.552.49
The chart of Omega ratio for OAKLX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.31
The chart of Calmar ratio for OAKLX, currently valued at 1.86, compared to the broader market0.002.004.006.008.0010.0012.0014.001.863.41
The chart of Martin ratio for OAKLX, currently valued at 4.43, compared to the broader market0.0020.0040.0060.004.438.48
OAKLX
BRK-A

The current OAKLX Sharpe Ratio is 1.04, which is lower than the BRK-A Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of OAKLX and BRK-A, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.04
1.75
OAKLX
BRK-A

Dividends

OAKLX vs. BRK-A - Dividend Comparison

Neither OAKLX nor BRK-A has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
OAKLX
Oakmark Select Fund
0.00%0.51%0.31%0.04%0.00%0.67%0.18%0.28%0.94%0.30%0.00%0.10%
BRK-A
Berkshire Hathaway Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OAKLX vs. BRK-A - Drawdown Comparison

The maximum OAKLX drawdown since its inception was -65.99%, which is greater than BRK-A's maximum drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for OAKLX and BRK-A. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.14%
-5.81%
OAKLX
BRK-A

Volatility

OAKLX vs. BRK-A - Volatility Comparison

Oakmark Select Fund (OAKLX) has a higher volatility of 4.67% compared to Berkshire Hathaway Inc (BRK-A) at 3.73%. This indicates that OAKLX's price experiences larger fluctuations and is considered to be riskier than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.67%
3.73%
OAKLX
BRK-A
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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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