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SPYV vs. BRK-B

Last updated Feb 29, 2024

Compare and contrast key facts about SPDR Portfolio S&P 500 Value ETF (SPYV) and Berkshire Hathaway Inc. (BRK-B).

SPYV is a passively managed fund by State Street that tracks the performance of the S&P 500 Value. It was launched on Sep 25, 2000.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPYV or BRK-B.

Key characteristics


SPYVBRK-B
YTD Return3.15%15.56%
1Y Return21.47%35.05%
3Y Return (Ann)12.67%19.69%
5Y Return (Ann)12.30%15.24%
10Y Return (Ann)10.33%13.56%
Sharpe Ratio1.732.63
Daily Std Dev12.29%13.43%
Max Drawdown-58.45%-53.86%
Current Drawdown-0.25%-1.22%

Correlation

0.57
-1.001.00

The correlation between SPYV and BRK-B is 0.57, 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.

SPYV vs. BRK-B - Performance Comparison

In the year-to-date period, SPYV achieves a 3.15% return, which is significantly lower than BRK-B's 15.56% return. Over the past 10 years, SPYV has underperformed BRK-B with an annualized return of 10.33%, while BRK-B has yielded a comparatively higher 13.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%400.00%500.00%600.00%700.00%800.00%900.00%SeptemberOctoberNovemberDecember2024February
420.19%
895.51%
SPYV
BRK-B

Compare stocks, funds, or ETFs


SPDR Portfolio S&P 500 Value ETF

Berkshire Hathaway Inc.

SPYV vs. BRK-B - Dividend Comparison

SPYV's dividend yield for the trailing twelve months is around 1.69%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SPYV
SPDR Portfolio S&P 500 Value ETF
1.69%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%2.19%1.96%
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%

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

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 Value ETF (SPYV) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SPYV
SPDR Portfolio S&P 500 Value ETF
1.73
BRK-B
Berkshire Hathaway Inc.
2.63

SPYV vs. BRK-B - Sharpe Ratio Comparison

The current SPYV Sharpe Ratio is 1.73, which is lower than the BRK-B Sharpe Ratio of 2.63. The chart below compares the 12-month rolling Sharpe Ratio of SPYV and BRK-B.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
1.73
2.63
SPYV
BRK-B

SPYV vs. BRK-B - Drawdown Comparison

The maximum SPYV drawdown since its inception was -58.45%, which is greater than BRK-B's maximum drawdown of -53.86%. The drawdown chart below compares losses from any high point along the way for SPYV and BRK-B


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.25%
-1.22%
SPYV
BRK-B

SPYV vs. BRK-B - Volatility Comparison

The current volatility for SPDR Portfolio S&P 500 Value ETF (SPYV) is 2.96%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.70%. This indicates that SPYV 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.96%
3.70%
SPYV
BRK-B