Correlation
The correlation between SDZNY and BRK-B is 0.44, 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.
SDZNY vs. BRK-B
Compare and contrast key facts about Sandoz Group AG (SDZNY) and Berkshire Hathaway Inc. (BRK-B).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDZNY or BRK-B.
Performance
SDZNY vs. BRK-B - Performance Comparison
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Key characteristics
SDZNY:
1.58
BRK-B:
1.19
SDZNY:
2.00
BRK-B:
1.77
SDZNY:
1.27
BRK-B:
1.25
SDZNY:
1.69
BRK-B:
2.81
SDZNY:
4.91
BRK-B:
6.66
SDZNY:
8.73%
BRK-B:
3.72%
SDZNY:
28.36%
BRK-B:
19.76%
SDZNY:
-25.34%
BRK-B:
-53.86%
SDZNY:
0.00%
BRK-B:
-6.64%
Fundamentals
SDZNY:
$21.86B
BRK-B:
$1.09T
SDZNY:
$0.00
BRK-B:
$37.49
SDZNY:
0.00
BRK-B:
13.44
SDZNY:
0.13
BRK-B:
10.06
SDZNY:
2.11
BRK-B:
2.93
SDZNY:
2.67
BRK-B:
1.66
Returns By Period
In the year-to-date period, SDZNY achieves a 25.04% return, which is significantly higher than BRK-B's 11.18% return.
SDZNY
25.04%
17.41%
11.07%
42.69%
N/A
N/A
N/A
BRK-B
11.18%
-4.95%
4.34%
21.61%
16.84%
22.12%
13.42%
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Risk-Adjusted Performance
SDZNY vs. BRK-B — Risk-Adjusted Performance Rank
SDZNY
BRK-B
SDZNY vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sandoz Group AG (SDZNY) 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.
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Dividends
SDZNY vs. BRK-B - Dividend Comparison
Neither SDZNY nor BRK-B has paid dividends to shareholders.
TTM | 2024 | |
---|---|---|
SDZNY Sandoz Group AG | 0.00% | 1.23% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% |
Drawdowns
SDZNY vs. BRK-B - Drawdown Comparison
The maximum SDZNY drawdown since its inception was -25.34%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for SDZNY and BRK-B.
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Volatility
SDZNY vs. BRK-B - Volatility Comparison
The current volatility for Sandoz Group AG (SDZNY) is 6.06%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.63%. This indicates that SDZNY 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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Financials
SDZNY vs. BRK-B - Financials Comparison
This section allows you to compare key financial metrics between Sandoz Group AG and Berkshire Hathaway Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities