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OMXS.L vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OMXS.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares OMX Stockholm Capped UCITS ETF (OMXS.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OMXS.L vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

OMXS.L
OMXS.L Risk / Return Rank: 4646
Overall Rank
OMXS.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
OMXS.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
OMXS.L Omega Ratio Rank: 4747
Omega Ratio Rank
OMXS.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
OMXS.L Martin Ratio Rank: 4444
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4141
Overall Rank
BRK-B Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3636
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4444
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LBRK-BDifference
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

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

The current OMXS.L Sharpe Ratio is 1.47, which is higher than the BRK-B Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of OMXS.L and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.LBRK-BDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.88%

-10.78%

+5.90%

Average Drawdown

Average peak-to-trough decline

-8.60%

-7.41%

-1.19%

Ulcer Index

Depth 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.LBRK-BDifference

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.


Tickers have no history of dividend payments

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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