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SDZNY vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


Performance

SDZNY vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sandoz Group AG (SDZNY) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SDZNY:

1.58

BRK-B:

1.19

Sortino Ratio

SDZNY:

2.00

BRK-B:

1.77

Omega Ratio

SDZNY:

1.27

BRK-B:

1.25

Calmar Ratio

SDZNY:

1.69

BRK-B:

2.81

Martin Ratio

SDZNY:

4.91

BRK-B:

6.66

Ulcer Index

SDZNY:

8.73%

BRK-B:

3.72%

Daily Std Dev

SDZNY:

28.36%

BRK-B:

19.76%

Max Drawdown

SDZNY:

-25.34%

BRK-B:

-53.86%

Current Drawdown

SDZNY:

0.00%

BRK-B:

-6.64%

Fundamentals

Market Cap

SDZNY:

$21.86B

BRK-B:

$1.09T

EPS

SDZNY:

$0.00

BRK-B:

$37.49

PE Ratio

SDZNY:

0.00

BRK-B:

13.44

PEG Ratio

SDZNY:

0.13

BRK-B:

10.06

PS Ratio

SDZNY:

2.11

BRK-B:

2.93

PB Ratio

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

YTD

25.04%

1M

17.41%

6M

11.07%

1Y

42.69%

3Y*

N/A

5Y*

N/A

10Y*

N/A

BRK-B

YTD

11.18%

1M

-4.95%

6M

4.34%

1Y

21.61%

3Y*

16.84%

5Y*

22.12%

10Y*

13.42%

*Annualized

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Sandoz Group AG

Berkshire Hathaway Inc.

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Risk-Adjusted Performance

SDZNY vs. BRK-B — Risk-Adjusted Performance Rank

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

SDZNY
The Risk-Adjusted Performance Rank of SDZNY is 8787
Overall Rank
The Sharpe Ratio Rank of SDZNY is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of SDZNY is 8585
Sortino Ratio Rank
The Omega Ratio Rank of SDZNY is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SDZNY is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SDZNY is 8686
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8787
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current SDZNY Sharpe Ratio is 1.58, which is higher than the BRK-B Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of SDZNY 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SDZNY vs. BRK-B - Dividend Comparison

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


TTM2024
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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


40.00B60.00B80.00B100.00B120.00B140.00B160.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
83.29B
(SDZNY) Total Revenue
(BRK-B) Total Revenue
Values in USD except per share items