SAB.MC vs. BRK-B

Last updated Jun 4, 2026

SAB.MC (Banco de Sabadell S.A) and BRK-B (Berkshire Hathaway Inc.) are both stocks. Both are in the Financial Services sector — SAB.MC in Banks - Diversified, BRK-B in Insurance - Diversified. Over the past 10 years, SAB.MC returned 11.81%/yr vs 12.56%/yr for BRK-B. At a 0.23 correlation, their price movements are largely independent.

Performance

SAB.MC vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Banco de Sabadell S.A (SAB.MC) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SAB.MC is traded in EUR, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SAB.MC achieves a -4.89% return, which is significantly higher than BRK-B's -5.24% return. Over the past 10 years, SAB.MC has underperformed BRK-B with an annualized return of 11.81%, while BRK-B has yielded a comparatively higher 12.56% annualized return.

SAB.MC

• 1D: 0.50%
• 1M: -1.55%
• YTD: -4.89%
• 6M: 0.96%
• 1Y: 19.00%
• 3Y*: 54.69%
• 5Y*: 44.05%
• 10Y*: 11.81%

BRK-B

• 1D: 0.00%
• 1M: 1.18%
• YTD: -5.24%
• 6M: -6.02%
• 1Y: -7.33%
• 3Y*: 9.64%
• 5Y*: 11.02%
• 10Y*: 12.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SAB.MC vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SAB.MC Banco de Sabadell S.A	-4.89%	92.34%	77.23%	31.30%	56.27%	67.18%	-64.74%	8.42%	-37.11%	28.28%
BRK-B Berkshire Hathaway Inc.	-4.29%	-2.27%	35.48%	12.00%	9.71%	38.60%	-6.07%	13.44%	7.84%	6.68%

Correlation

The correlation between SAB.MC and BRK-B is 0.03, 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	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007	0.23

Over the past year, the correlation between SAB.MC and BRK-B has dropped to 0.03 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.

Return for Risk

SAB.MC vs. BRK-B — Risk / Return Rank

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

SAB.MC

SAB.MC Risk / Return Rank: 61
SAB.MC Sharpe Ratio Rank: 62
SAB.MC Sortino Ratio Rank: 55
SAB.MC Omega Ratio Rank: 54
SAB.MC Calmar Ratio Rank: 67
SAB.MC Martin Ratio Rank: 67

BRK-B

BRK-B Risk / Return Rank: 23
BRK-B Sharpe Ratio Rank: 27
BRK-B Sortino Ratio Rank: 22
BRK-B Omega Ratio Rank: 23
BRK-B Calmar Ratio Rank: 24
BRK-B Martin Ratio Rank: 20

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.

SAB.MC vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco de Sabadell S.A (SAB.MC) 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.

	SAB.MC	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	0.66	-0.49	+1.15
Sortino ratio Return per unit of downside risk	1.07	-0.58	+1.65
Omega ratio Gain probability vs. loss probability	1.13	0.93	+0.20
Calmar ratio Return relative to maximum drawdown	1.37	-0.67	+2.04
Martin ratio Return relative to average drawdown	3.24	-1.39	+4.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAB.MC vs. BRK-B - Sharpe Ratio Comparison

The current SAB.MC Sharpe Ratio is 0.66, which is higher than the BRK-B Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of SAB.MC 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.

Sharpe Ratios by Period

	SAB.MC	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.66	-0.49	+1.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.20	0.64	+0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	0.63	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.49	-0.40

Drawdowns

SAB.MC vs. BRK-B - Drawdown Comparison

The maximum SAB.MC drawdown since its inception was -93.84%, which is greater than BRK-B's maximum drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for SAB.MC and BRK-B.

Drawdown Indicators

	SAB.MC	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-93.84%	-45.91%	-47.93%
Max Drawdown (1Y) Largest decline over 1 year	-13.67%	-11.04%	-2.63%
Max Drawdown (3Y) Largest decline over 3 years	-19.45%	-20.62%	+1.17%
Max Drawdown (5Y) Largest decline over 5 years	-37.02%	-22.31%	-14.71%
Max Drawdown (10Y) Largest decline over 10 years	-85.19%	-28.74%	-56.45%
Current Drawdown Current decline from peak	-8.16%	-18.33%	+10.17%
Average Drawdown Average peak-to-trough decline	-48.98%	-9.72%	-39.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.82%	5.55%	+0.27%

Volatility

SAB.MC vs. BRK-B - Volatility Comparison

Banco de Sabadell S.A (SAB.MC) has a higher volatility of 8.40% compared to Berkshire Hathaway Inc. (BRK-B) at 3.64%. This indicates that SAB.MC'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.

Volatility by Period

	SAB.MC	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.40%	3.64%	+4.76%
Volatility (6M) Calculated over the trailing 6-month period	20.70%	11.18%	+9.52%
Volatility (1Y) Calculated over the trailing 1-year period	28.52%	14.99%	+13.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.19%	17.37%	+18.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.60%	20.09%	+21.51%

Dividends

SAB.MC vs. BRK-B - Dividend Comparison

SAB.MC's dividend yield for the trailing twelve months is around 18.36%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SAB.MC Banco de Sabadell S.A	18.36%	6.36%	4.75%	3.64%	4.60%	0.00%	4.58%	2.69%	5.67%	2.45%	4.13%	1.90%

Financials

Frequently Asked Questions

Can I hold both SAB.MC and BRK-B in my portfolio?

SAB.MC and BRK-B have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.