SPYV vs. BRK-B
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.
Performance
SPYV vs. BRK-B - Performance Comparison
Returns By Period
In the year-to-date period, SPYV achieves a 18.29% return, which is significantly lower than BRK-B's 32.36% return. Over the past 10 years, SPYV has underperformed BRK-B with an annualized return of 10.53%, while BRK-B has yielded a comparatively higher 12.38% annualized return.
SPYV
18.29%
1.88%
11.95%
25.98%
12.49%
10.53%
BRK-B
32.36%
2.30%
16.31%
30.48%
16.76%
12.38%
Key characteristics
| SPYV | BRK-B | |
|---|---|---|
| Sharpe Ratio | 2.67 | 2.15 |
| Sortino Ratio | 3.74 | 3.02 |
| Omega Ratio | 1.48 | 1.39 |
| Calmar Ratio | 4.89 | 4.06 |
| Martin Ratio | 15.72 | 10.57 |
| Ulcer Index | 1.70% | 2.91% |
| Daily Std Dev | 9.98% | 14.33% |
| Max Drawdown | -58.45% | -53.86% |
| Current Drawdown | -0.13% | -1.36% |
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Correlation
The correlation between SPYV and BRK-B is 0.58, 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.
Risk-Adjusted Performance
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.
Dividends
SPYV vs. BRK-B - Dividend Comparison
SPYV's dividend yield for the trailing twelve months is around 1.94%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYV SPDR Portfolio S&P 500 Value ETF | 1.94% | 1.75% | 2.23% | 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% |
Drawdowns
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%. Use the drawdown chart below to compare losses from any high point for SPYV and BRK-B. For additional features, visit the drawdowns tool.
Volatility
SPYV vs. BRK-B - Volatility Comparison
The current volatility for SPDR Portfolio S&P 500 Value ETF (SPYV) is 3.52%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.66%. 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.