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

Correlation

The correlation between SPY and BRK-B is 0.51, 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

SPY vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 500 ETF (SPY) 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

SPY:

0.57

BRK-B:

1.23

Sortino Ratio

SPY:

0.87

BRK-B:

1.56

Omega Ratio

SPY:

1.13

BRK-B:

1.22

Calmar Ratio

SPY:

0.55

BRK-B:

2.44

Martin Ratio

SPY:

2.11

BRK-B:

5.90

Ulcer Index

SPY:

4.91%

BRK-B:

3.64%

Daily Std Dev

SPY:

20.35%

BRK-B:

19.81%

Max Drawdown

SPY:

-55.19%

BRK-B:

-53.86%

Current Drawdown

SPY:

-5.23%

BRK-B:

-6.73%

Returns By Period

In the year-to-date period, SPY achieves a -0.89% return, which is significantly lower than BRK-B's 11.07% return. Over the past 10 years, SPY has underperformed BRK-B with an annualized return of 12.57%, while BRK-B has yielded a comparatively higher 13.36% annualized return.


SPY

YTD

-0.89%

1M

5.17%

6M

-2.46%

1Y

10.77%

3Y*

15.38%

5Y*

16.09%

10Y*

12.57%

BRK-B

YTD

11.07%

1M

-5.18%

6M

5.45%

1Y

23.58%

3Y*

17.65%

5Y*

23.54%

10Y*

13.36%

*Annualized

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SPDR S&P 500 ETF

Berkshire Hathaway Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

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

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

SPY
The Risk-Adjusted Performance Rank of SPY is 6262
Overall Rank
The Sharpe Ratio Rank of SPY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8686
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8080
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8989
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 ETF (SPY) 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 SPY Sharpe Ratio is 0.57, which is lower than the BRK-B Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of SPY 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

SPY vs. BRK-B - Dividend Comparison

SPY's dividend yield for the trailing twelve months is around 1.24%, while BRK-B has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SPY
SPDR S&P 500 ETF
1.24%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%
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

SPY vs. BRK-B - Drawdown Comparison

The maximum SPY drawdown since its inception was -55.19%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for SPY and BRK-B.


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

Volatility

SPY vs. BRK-B - Volatility Comparison

The current volatility for SPDR S&P 500 ETF (SPY) is 4.45%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.42%. This indicates that SPY 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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