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QMNNX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QMNNX and BRK-B is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

QMNNX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Equity Market Neutral Fund N (QMNNX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

QMNNX:

3.38

BRK-B:

1.27

Sortino Ratio

QMNNX:

4.90

BRK-B:

1.65

Omega Ratio

QMNNX:

1.70

BRK-B:

1.24

Calmar Ratio

QMNNX:

5.17

BRK-B:

2.61

Martin Ratio

QMNNX:

18.98

BRK-B:

6.30

Ulcer Index

QMNNX:

1.22%

BRK-B:

3.65%

Daily Std Dev

QMNNX:

6.51%

BRK-B:

19.77%

Max Drawdown

QMNNX:

-39.22%

BRK-B:

-53.86%

Current Drawdown

QMNNX:

-0.18%

BRK-B:

-5.68%

Returns By Period

In the year-to-date period, QMNNX achieves a 13.89% return, which is significantly higher than BRK-B's 12.33% return. Over the past 10 years, QMNNX has underperformed BRK-B with an annualized return of 6.84%, while BRK-B has yielded a comparatively higher 13.54% annualized return.


QMNNX

YTD

13.89%

1M

2.76%

6M

16.19%

1Y

21.81%

3Y*

18.36%

5Y*

18.04%

10Y*

6.84%

BRK-B

YTD

12.33%

1M

-4.11%

6M

6.39%

1Y

24.97%

3Y*

16.85%

5Y*

22.43%

10Y*

13.54%

*Annualized

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AQR Equity Market Neutral Fund N

Berkshire Hathaway Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

QMNNX vs. BRK-B — Risk-Adjusted Performance Rank

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

QMNNX
The Risk-Adjusted Performance Rank of QMNNX is 9797
Overall Rank
The Sharpe Ratio Rank of QMNNX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of QMNNX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of QMNNX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of QMNNX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of QMNNX is 9797
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8787
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8080
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QMNNX vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Equity Market Neutral Fund N (QMNNX) 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.


The current QMNNX Sharpe Ratio is 3.38, which is higher than the BRK-B Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of QMNNX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

QMNNX vs. BRK-B - Dividend Comparison

QMNNX's dividend yield for the trailing twelve months is around 5.33%, while BRK-B has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
QMNNX
AQR Equity Market Neutral Fund N
5.33%6.07%21.59%5.78%1.41%17.64%3.86%0.49%3.37%1.19%2.50%5.79%
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

QMNNX vs. BRK-B - Drawdown Comparison

The maximum QMNNX drawdown since its inception was -39.22%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for QMNNX and BRK-B.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

QMNNX vs. BRK-B - Volatility Comparison

The current volatility for AQR Equity Market Neutral Fund N (QMNNX) is 1.21%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.57%. This indicates that QMNNX 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.


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