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

Correlation

The correlation between RYAIX and BRK-B is -0.39. 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.


-0.50.00.51.0-0.4

Performance

RYAIX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
-92.74%
1,045.02%
RYAIX
BRK-B

Key characteristics

Sharpe Ratio

RYAIX:

-1.21

BRK-B:

1.90

Sortino Ratio

RYAIX:

-1.75

BRK-B:

2.69

Omega Ratio

RYAIX:

0.80

BRK-B:

1.34

Calmar Ratio

RYAIX:

-0.23

BRK-B:

3.63

Martin Ratio

RYAIX:

-1.76

BRK-B:

8.89

Ulcer Index

RYAIX:

12.82%

BRK-B:

3.10%

Daily Std Dev

RYAIX:

18.69%

BRK-B:

14.48%

Max Drawdown

RYAIX:

-98.44%

BRK-B:

-53.86%

Current Drawdown

RYAIX:

-98.29%

BRK-B:

-6.19%

Returns By Period

In the year-to-date period, RYAIX achieves a -21.50% return, which is significantly lower than BRK-B's 27.07% return. Over the past 10 years, RYAIX has underperformed BRK-B with an annualized return of -17.96%, while BRK-B has yielded a comparatively higher 11.59% annualized return.


RYAIX

YTD

-21.50%

1M

-7.93%

6M

-10.82%

1Y

-21.63%

5Y*

-20.34%

10Y*

-17.96%

BRK-B

YTD

27.07%

1M

-3.33%

6M

10.64%

1Y

27.25%

5Y*

14.92%

10Y*

11.59%

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) 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 RYAIX, currently valued at -1.21, compared to the broader market-1.000.001.002.003.004.00-1.211.90
The chart of Sortino ratio for RYAIX, currently valued at -1.75, compared to the broader market-2.000.002.004.006.008.0010.00-1.752.69
The chart of Omega ratio for RYAIX, currently valued at 0.80, compared to the broader market0.501.001.502.002.503.003.500.801.34
The chart of Calmar ratio for RYAIX, currently valued at -0.23, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.233.63
The chart of Martin ratio for RYAIX, currently valued at -1.76, compared to the broader market0.0020.0040.0060.00-1.768.89
RYAIX
BRK-B

The current RYAIX Sharpe Ratio is -1.21, which is lower than the BRK-B Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of RYAIX 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.21
1.90
RYAIX
BRK-B

Dividends

RYAIX vs. BRK-B - Dividend Comparison

Neither RYAIX nor BRK-B has paid dividends to shareholders.


TTM20232022202120202019
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
0.00%4.80%0.00%0.00%0.09%0.72%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RYAIX vs. BRK-B - Drawdown Comparison

The maximum RYAIX drawdown since its inception was -98.44%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for RYAIX and BRK-B. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-98.29%
-6.19%
RYAIX
BRK-B

Volatility

RYAIX vs. BRK-B - Volatility Comparison

Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) has a higher volatility of 7.20% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. This indicates that RYAIX'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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
7.20%
3.82%
RYAIX
BRK-B
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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