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

Key characteristics


SCHWBRK-B
YTD Return2.20%13.07%
1Y Return38.43%26.79%
3Y Return (Ann)3.03%14.74%
5Y Return (Ann)10.70%13.90%
10Y Return (Ann)11.69%12.56%
Sharpe Ratio1.212.29
Daily Std Dev30.87%12.33%
Max Drawdown-86.79%-53.86%
Current Drawdown-24.32%-4.10%

Fundamentals


SCHWBRK-B
Market Cap$131.97B$909.25B
EPS$2.54$44.28
PE Ratio28.489.50
PEG Ratio1.2310.06
Revenue (TTM)$18.84B$364.48B
Gross Profit (TTM)$20.17B-$28.09B
EBITDA (TTM)$1.17B$135.68B

Correlation

0.40
-1.001.00

The correlation between SCHW and BRK-B is 0.40, 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.

Performance

SCHW vs. BRK-B - Performance Comparison

In the year-to-date period, SCHW achieves a 2.20% return, which is significantly lower than BRK-B's 13.07% return. Over the past 10 years, SCHW has underperformed BRK-B with an annualized return of 11.69%, while BRK-B has yielded a comparatively higher 12.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
37.61%
16.86%
SCHW
BRK-B

Compare stocks, funds, or ETFs


The Charles Schwab Corporation

Berkshire Hathaway Inc.

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for The Charles Schwab Corporation (SCHW) 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.


SCHW
Sharpe ratio
The Sharpe ratio of SCHW compared to the broader market-2.00-1.000.001.002.003.001.21
Sortino ratio
The Sortino ratio of SCHW compared to the broader market-4.00-2.000.002.004.006.002.02
Omega ratio
The Omega ratio of SCHW compared to the broader market0.501.001.501.23
Calmar ratio
The Calmar ratio of SCHW compared to the broader market0.001.002.003.004.005.000.75
Martin ratio
The Martin ratio of SCHW compared to the broader market0.0010.0020.0030.003.26
BRK-B
Sharpe ratio
The Sharpe ratio of BRK-B compared to the broader market-2.00-1.000.001.002.003.002.29
Sortino ratio
The Sortino ratio of BRK-B compared to the broader market-4.00-2.000.002.004.006.003.31
Omega ratio
The Omega ratio of BRK-B compared to the broader market0.501.001.501.39
Calmar ratio
The Calmar ratio of BRK-B compared to the broader market0.001.002.003.004.005.002.44
Martin ratio
The Martin ratio of BRK-B compared to the broader market0.0010.0020.0030.008.86

SCHW vs. BRK-B - Sharpe Ratio Comparison

The current SCHW Sharpe Ratio is 1.21, which is lower than the BRK-B Sharpe Ratio of 2.29. The chart below compares the 12-month rolling Sharpe Ratio of SCHW and BRK-B.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
1.21
2.29
SCHW
BRK-B

Dividends

SCHW vs. BRK-B - Dividend Comparison

SCHW's dividend yield for the trailing twelve months is around 1.43%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SCHW
The Charles Schwab Corporation
1.43%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%0.92%
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

SCHW vs. BRK-B - Drawdown Comparison

The maximum SCHW drawdown since its inception was -86.79%, which is greater than BRK-B's maximum drawdown of -53.86%. The drawdown chart below compares losses from any high point along the way for SCHW and BRK-B


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-24.32%
-4.10%
SCHW
BRK-B

Volatility

SCHW vs. BRK-B - Volatility Comparison

The Charles Schwab Corporation (SCHW) has a higher volatility of 5.26% compared to Berkshire Hathaway Inc. (BRK-B) at 3.42%. This indicates that SCHW'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
5.26%
3.42%
SCHW
BRK-B