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

Performance

RDVI vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.49%
13.95%
RDVI
BRK-B

Returns By Period

In the year-to-date period, RDVI achieves a 19.55% return, which is significantly lower than BRK-B's 32.39% return.


RDVI

YTD

19.55%

1M

2.49%

6M

11.65%

1Y

30.72%

5Y (annualized)

N/A

10Y (annualized)

N/A

BRK-B

YTD

32.39%

1M

1.59%

6M

14.33%

1Y

31.56%

5Y (annualized)

16.83%

10Y (annualized)

12.44%

Key characteristics


RDVIBRK-B
Sharpe Ratio2.182.18
Sortino Ratio3.203.07
Omega Ratio1.401.39
Calmar Ratio4.064.12
Martin Ratio13.6910.75
Ulcer Index2.34%2.90%
Daily Std Dev14.66%14.34%
Max Drawdown-12.56%-53.86%
Current Drawdown-2.21%-1.33%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.6

The correlation between RDVI and BRK-B is 0.65, 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

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

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) 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.


Sharpe ratio
The chart of Sharpe ratio for RDVI, currently valued at 2.18, compared to the broader market0.002.004.002.182.18
The chart of Sortino ratio for RDVI, currently valued at 3.20, compared to the broader market-2.000.002.004.006.008.0010.003.203.07
The chart of Omega ratio for RDVI, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.39
The chart of Calmar ratio for RDVI, currently valued at 4.06, compared to the broader market0.005.0010.0015.004.064.12
The chart of Martin ratio for RDVI, currently valued at 13.69, compared to the broader market0.0020.0040.0060.0080.00100.0013.6910.75
RDVI
BRK-B

The current RDVI Sharpe Ratio is 2.18, which is comparable to the BRK-B Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of RDVI 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.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.18
2.18
RDVI
BRK-B

Dividends

RDVI vs. BRK-B - Dividend Comparison

RDVI's dividend yield for the trailing twelve months is around 7.99%, while BRK-B has not paid dividends to shareholders.


TTM20232022
RDVI
FT Cboe Vest Rising Dividend Achievers Target Income ETF
7.99%8.45%1.53%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%

Drawdowns

RDVI vs. BRK-B - Drawdown Comparison

The maximum RDVI drawdown since its inception was -12.56%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for RDVI and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.21%
-1.33%
RDVI
BRK-B

Volatility

RDVI vs. BRK-B - Volatility Comparison

FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) and Berkshire Hathaway Inc. (BRK-B) have volatilities of 6.96% and 6.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
6.96%
6.63%
RDVI
BRK-B