OMXS.L vs. BRK-B
OMXS.L (iShares OMX Stockholm Capped UCITS ETF) is Europe Equities fund tracking the MSCI Sweden NR SEK, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, OMXS.L returned 5.52%/yr vs 13.00%/yr for BRK-B. At a 0.28 correlation, their price movements are largely independent.
Performance
OMXS.L vs. BRK-B - Performance Comparison
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Different Trading Currencies
OMXS.L is traded in GBp, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, OMXS.L achieves a 6.63% return, which is significantly higher than BRK-B's -0.93% return.
OMXS.L
- 1D
- 1.38%
- 1M
- -2.16%
- YTD
- 6.63%
- 6M
- 7.54%
- 1Y
- 26.75%
- 3Y*
- 15.88%
- 5Y*
- 5.52%
- 10Y*
- —
BRK-B
- 1D
- -1.63%
- 1M
- 2.78%
- YTD
- -0.93%
- 6M
- -0.42%
- 1Y
- 3.85%
- 3Y*
- 12.04%
- 5Y*
- 13.00%
- 10Y*
- 13.44%
OMXS.L vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OMXS.L iShares OMX Stockholm Capped UCITS ETF | 6.63% | 26.09% | -0.34% | 14.97% | -21.16% | 24.41% | 24.04% | 20.97% | -7.16% | 10.84% |
BRK-B Berkshire Hathaway Inc. | -0.93% | 2.99% | 29.31% | 9.69% | 15.59% | 30.17% | -0.64% | 6.71% | 9.11% | 11.10% |
Correlation
The correlation between OMXS.L and BRK-B is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2016 | 0.28 |
The correlation between OMXS.L and BRK-B shifts across timeframes, from -0.03 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
OMXS.L vs. BRK-B — Risk / Return Rank
OMXS.L
BRK-B
OMXS.L vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares OMX Stockholm Capped UCITS ETF (OMXS.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OMXS.L | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.06 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 0.33 | +1.58 |
| Martin ratioReturn relative to average drawdown | 6.56 | 0.70 | +5.86 |
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Drawdowns
OMXS.L vs. BRK-B - Drawdown Comparison
The maximum OMXS.L drawdown since its inception was -32.75%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for OMXS.L and BRK-B.
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Drawdown Indicators
| OMXS.L | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.75% | -37.92% | +5.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.98% | -11.88% | -2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -17.14% | -17.26% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -32.75% | -20.84% | -11.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.44% | — |
Current DrawdownCurrent decline from peak | -4.88% | -10.78% | +5.90% |
Average DrawdownAverage peak-to-trough decline | -8.60% | -7.41% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 5.54% | -1.47% |
Volatility
OMXS.L vs. BRK-B - Volatility Comparison
iShares OMX Stockholm Capped UCITS ETF (OMXS.L) has a higher volatility of 4.77% compared to Berkshire Hathaway Inc. (BRK-B) at 4.40%. This indicates that OMXS.L's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OMXS.L | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 4.40% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 15.46% | 11.86% | +3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 15.68% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.83% | 16.92% | +3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 19.79% | +0.31% |
Dividends
OMXS.L vs. BRK-B - Dividend Comparison
Neither OMXS.L nor BRK-B has paid dividends to shareholders.
Frequently Asked Questions
OMXS.L and BRK-B have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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