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

Key characteristics


UDRBRK-B
YTD Return5.59%16.90%
1Y Return2.69%26.44%
3Y Return (Ann)-1.57%13.20%
5Y Return (Ann)1.05%15.46%
10Y Return (Ann)7.30%12.73%
Sharpe Ratio0.082.27
Daily Std Dev22.70%12.07%
Max Drawdown-74.67%-53.86%
Current Drawdown-28.48%-0.85%

Fundamentals


UDRBRK-B
Market Cap$14.72B$890.25B
EPS$1.38$33.91
PE Ratio28.2912.15
PEG Ratio-4.5310.06
Revenue (TTM)$1.67B$368.96B
Gross Profit (TTM)$1.01B-$28.09B
EBITDA (TTM)$1.00B$107.05B

Correlation

-0.50.00.51.00.3

The correlation between UDR and BRK-B is 0.28, 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

UDR vs. BRK-B - Performance Comparison

In the year-to-date period, UDR achieves a 5.59% return, which is significantly lower than BRK-B's 16.90% return. Over the past 10 years, UDR has underperformed BRK-B with an annualized return of 7.30%, while BRK-B has yielded a comparatively higher 12.73% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%December2024FebruaryMarchAprilMay
1,169.63%
1,697.16%
UDR
BRK-B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UDR, Inc.

Berkshire Hathaway Inc.

Risk-Adjusted Performance

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

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


UDR
Sharpe ratio
The chart of Sharpe ratio for UDR, currently valued at 0.08, compared to the broader market-2.00-1.000.001.002.003.004.000.08
Sortino ratio
The chart of Sortino ratio for UDR, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.006.000.28
Omega ratio
The chart of Omega ratio for UDR, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for UDR, currently valued at 0.04, compared to the broader market0.002.004.006.000.04
Martin ratio
The chart of Martin ratio for UDR, currently valued at 0.14, compared to the broader market-10.000.0010.0020.0030.000.14
BRK-B
Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 2.27, compared to the broader market-2.00-1.000.001.002.003.004.002.27
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 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for BRK-B, currently valued at 2.43, compared to the broader market0.002.004.006.002.43
Martin ratio
The chart of Martin ratio for BRK-B, currently valued at 8.10, compared to the broader market-10.000.0010.0020.0030.008.10

UDR vs. BRK-B - Sharpe Ratio Comparison

The current UDR Sharpe Ratio is 0.08, which is lower than the BRK-B Sharpe Ratio of 2.27. The chart below compares the 12-month rolling Sharpe Ratio of UDR and BRK-B.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.08
2.27
UDR
BRK-B

Dividends

UDR vs. BRK-B - Dividend Comparison

UDR's dividend yield for the trailing twelve months is around 4.26%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
UDR
UDR, Inc.
4.26%4.28%3.88%2.41%3.70%2.89%3.22%3.18%3.19%2.91%3.29%3.96%
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

UDR vs. BRK-B - Drawdown Comparison

The maximum UDR drawdown since its inception was -74.67%, 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 UDR and BRK-B. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-28.48%
-0.85%
UDR
BRK-B

Volatility

UDR vs. BRK-B - Volatility Comparison

UDR, Inc. (UDR) has a higher volatility of 4.86% compared to Berkshire Hathaway Inc. (BRK-B) at 2.86%. This indicates that UDR'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.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
4.86%
2.86%
UDR
BRK-B

Financials

UDR vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between UDR, 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