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

OMXS.L vs. BRK-B

Last updated Jun 5, 2026

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 5.61%/yr vs 11.38%/yr for BRK-B. At a 0.28 correlation, their price movements are largely independent.

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 7.63% return, which is significantly higher than BRK-B's -5.08% return.

OMXS.L

1D
-0.06%
1M
2.48%
YTD
7.63%
6M
11.31%
1Y
25.52%
3Y*
14.59%
5Y*
5.61%
10Y*
—

BRK-B

1D
0.00%
1M
3.02%
YTD
-5.08%
6M
-6.22%
1Y
-2.28%
3Y*
10.25%
5Y*
11.38%
10Y*
13.69%
*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		7.63%26.09%-0.34%14.97%-21.16%24.41%24.04%20.97%-7.16%10.84%
BRK-B
Berkshire Hathaway Inc.		-4.39%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 -0.00, 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

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2016

0.28

The correlation between OMXS.L and BRK-B shifts across timeframes, from -0.00 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares OMX Stockholm Capped UCITS ETF

Berkshire Hathaway Inc.

Often compared with OMXS.L:
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Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

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: 4141
Overall Rank
OMXS.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
OMXS.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
OMXS.L Omega Ratio Rank: 4141
Omega Ratio Rank
OMXS.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
OMXS.L Martin Ratio Rank: 4242
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 3131
Overall Rank
BRK-B Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 2828
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3333
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3232
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.

OMXS.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility
1.42
-0.15

+1.57

Sortino ratioReturn per unit of downside risk
2.10
-0.10

+2.20

Omega ratioGain probability vs. loss probability

1.26

0.99

+0.27

Calmar ratioReturn relative to maximum drawdown

1.82

-0.19

+2.01

Martin ratioReturn relative to average drawdown

6.54

-0.42

+6.95

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current OMXS.L Sharpe Ratio is 1.42, which is higher than the BRK-B Sharpe Ratio of -0.15. 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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Sharpe Ratios by Period

OMXS.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

-0.15

+1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.68

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.69

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.59

-0.10

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

-3.99%

-14.52%

+10.53%

Average Drawdown

Average peak-to-trough decline

-8.64%

-7.39%

-1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

5.50%

-1.61%

Volatility

OMXS.L vs. BRK-B - Volatility Comparison

iShares OMX Stockholm Capped UCITS ETF (OMXS.L) has a higher volatility of 6.36% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. 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

6.36%

3.82%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

15.07%

11.92%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.95%

15.39%

+2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.80%

16.89%

+3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

19.85%

+0.30%

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 -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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