SP5L.L vs. BRK-B
Compare and contrast key facts about Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and Berkshire Hathaway Inc. (BRK-B).
SP5L.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 TR USD. It was launched on Dec 9, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SP5L.L or BRK-B.
Key characteristics
| SP5L.L | BRK-B | |
|---|---|---|
| YTD Return | 23.66% | 29.01% |
| 1Y Return | 30.81% | 32.87% |
| 3Y Return (Ann) | 11.43% | 16.84% |
| 5Y Return (Ann) | 15.53% | 15.81% |
| Sharpe Ratio | 2.73 | 2.29 |
| Sortino Ratio | 3.89 | 3.21 |
| Omega Ratio | 1.53 | 1.41 |
| Calmar Ratio | 4.73 | 4.34 |
| Martin Ratio | 19.24 | 11.44 |
| Ulcer Index | 1.58% | 2.88% |
| Daily Std Dev | 11.09% | 14.36% |
| Max Drawdown | -25.47% | -53.86% |
| Current Drawdown | 0.00% | -3.85% |
Correlation
The correlation between SP5L.L 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
SP5L.L vs. BRK-B - Performance Comparison
In the year-to-date period, SP5L.L achieves a 23.66% return, which is significantly lower than BRK-B's 29.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SP5L.L vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) 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.
Dividends
SP5L.L vs. BRK-B - Dividend Comparison
Neither SP5L.L nor BRK-B has paid dividends to shareholders.
Drawdowns
SP5L.L vs. BRK-B - Drawdown Comparison
The maximum SP5L.L drawdown since its inception was -25.47%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for SP5L.L and BRK-B. For additional features, visit the drawdowns tool.
Volatility
SP5L.L vs. BRK-B - Volatility Comparison
The current volatility for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) is 3.30%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.66%. This indicates that SP5L.L 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.