PKW vs. BRK-B
Compare and contrast key facts about Invesco BuyBack Achievers™ ETF (PKW) and Berkshire Hathaway Inc. (BRK-B).
PKW is a passively managed fund by Invesco that tracks the performance of the Share BuyBack Achievers Index. It was launched on Dec 20, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PKW or BRK-B.
Performance
PKW vs. BRK-B - Performance Comparison
Returns By Period
In the year-to-date period, PKW achieves a 25.87% return, which is significantly lower than BRK-B's 33.62% return. Over the past 10 years, PKW has underperformed BRK-B with an annualized return of 11.47%, while BRK-B has yielded a comparatively higher 12.45% annualized return.
PKW
25.87%
7.20%
19.52%
36.73%
14.60%
11.47%
BRK-B
33.62%
3.46%
16.98%
31.72%
16.97%
12.45%
Key characteristics
| PKW | BRK-B | |
|---|---|---|
| Sharpe Ratio | 3.04 | 2.21 |
| Sortino Ratio | 4.33 | 3.10 |
| Omega Ratio | 1.54 | 1.40 |
| Calmar Ratio | 5.93 | 4.18 |
| Martin Ratio | 14.73 | 10.90 |
| Ulcer Index | 2.49% | 2.91% |
| Daily Std Dev | 12.09% | 14.36% |
| Max Drawdown | -54.59% | -53.86% |
| Current Drawdown | 0.00% | -0.42% |
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Correlation
The correlation between PKW and BRK-B is 0.67, 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.
Risk-Adjusted Performance
PKW vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BuyBack Achievers™ ETF (PKW) 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.
Dividends
PKW vs. BRK-B - Dividend Comparison
PKW's dividend yield for the trailing twelve months is around 0.93%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PKW Invesco BuyBack Achievers™ ETF | 0.93% | 1.17% | 1.22% | 0.72% | 1.48% | 1.30% | 1.30% | 0.65% | 1.59% | 1.14% | 1.03% | 0.62% |
BRK-B 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
PKW vs. BRK-B - Drawdown Comparison
The maximum PKW drawdown since its inception was -54.59%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for PKW and BRK-B. For additional features, visit the drawdowns tool.
Volatility
PKW vs. BRK-B - Volatility Comparison
The current volatility for Invesco BuyBack Achievers™ ETF (PKW) is 4.79%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.66%. This indicates that PKW 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.