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

Key characteristics


SNOWBRK-B
YTD Return-39.25%29.93%
1Y Return-22.68%33.09%
3Y Return (Ann)-31.60%17.46%
Sharpe Ratio-0.552.35
Sortino Ratio-0.503.28
Omega Ratio0.931.42
Calmar Ratio-0.334.46
Martin Ratio-0.6511.72
Ulcer Index36.29%2.88%
Daily Std Dev43.61%14.37%
Max Drawdown-72.99%-53.86%
Current Drawdown-69.92%-3.17%

Fundamentals


SNOWBRK-B
Market Cap$40.52B$999.72B
EPS-$3.00$49.45
PEG Ratio2.0610.06
Total Revenue (TTM)$2.47B$315.76B
Gross Profit (TTM)$1.65B$66.19B
EBITDA (TTM)-$903.78M$7.45B

Correlation

-0.50.00.51.00.2

The correlation between SNOW and BRK-B is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

SNOW vs. BRK-B - Performance Comparison

In the year-to-date period, SNOW achieves a -39.25% return, which is significantly lower than BRK-B's 29.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-23.07%
12.46%
SNOW
BRK-B

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Snowflake Inc. (SNOW) 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.


SNOW
Sharpe ratio
The chart of Sharpe ratio for SNOW, currently valued at -0.55, compared to the broader market-4.00-2.000.002.004.00-0.55
Sortino ratio
The chart of Sortino ratio for SNOW, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.006.00-0.50
Omega ratio
The chart of Omega ratio for SNOW, currently valued at 0.93, compared to the broader market0.501.001.502.000.93
Calmar ratio
The chart of Calmar ratio for SNOW, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.33
Martin ratio
The chart of Martin ratio for SNOW, currently valued at -0.65, compared to the broader market0.0010.0020.0030.00-0.65
BRK-B
Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 2.35, compared to the broader market-4.00-2.000.002.004.002.35
Sortino ratio
The chart of Sortino ratio for BRK-B, currently valued at 3.28, compared to the broader market-4.00-2.000.002.004.006.003.28
Omega ratio
The chart of Omega ratio for BRK-B, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for BRK-B, currently valued at 4.46, compared to the broader market0.002.004.006.004.46
Martin ratio
The chart of Martin ratio for BRK-B, currently valued at 11.72, compared to the broader market0.0010.0020.0030.0011.72

SNOW vs. BRK-B - Sharpe Ratio Comparison

The current SNOW Sharpe Ratio is -0.55, which is lower than the BRK-B Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of SNOW 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.55
2.35
SNOW
BRK-B

Dividends

SNOW vs. BRK-B - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SNOW vs. BRK-B - Drawdown Comparison

The maximum SNOW drawdown since its inception was -72.99%, 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 SNOW and BRK-B. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-69.92%
-3.17%
SNOW
BRK-B

Volatility

SNOW vs. BRK-B - Volatility Comparison

Snowflake Inc. (SNOW) has a higher volatility of 8.92% compared to Berkshire Hathaway Inc. (BRK-B) at 6.68%. This indicates that SNOW'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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.92%
6.68%
SNOW
BRK-B

Financials

SNOW vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Snowflake Inc. 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



Values in USD except per share items