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

Correlation

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.


-0.50.00.51.00.3

Performance

UDR vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UDR, Inc. (UDR) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,323.89%
1,853.45%
UDR
BRK-B

Key characteristics

Sharpe Ratio

UDR:

1.19

BRK-B:

1.90

Sortino Ratio

UDR:

1.72

BRK-B:

2.69

Omega Ratio

UDR:

1.20

BRK-B:

1.34

Calmar Ratio

UDR:

0.59

BRK-B:

3.63

Martin Ratio

UDR:

5.43

BRK-B:

8.89

Ulcer Index

UDR:

4.13%

BRK-B:

3.10%

Daily Std Dev

UDR:

18.87%

BRK-B:

14.48%

Max Drawdown

UDR:

-74.67%

BRK-B:

-53.86%

Current Drawdown

UDR:

-19.79%

BRK-B:

-6.19%

Fundamentals

Market Cap

UDR:

$16.68B

BRK-B:

$982.94B

EPS

UDR:

$0.38

BRK-B:

$49.48

PE Ratio

UDR:

116.87

BRK-B:

9.21

PEG Ratio

UDR:

-4.53

BRK-B:

10.06

Total Revenue (TTM)

UDR:

$1.66B

BRK-B:

$369.89B

Gross Profit (TTM)

UDR:

$547.56M

BRK-B:

$66.19B

EBITDA (TTM)

UDR:

$977.57M

BRK-B:

$149.77B

Returns By Period

In the year-to-date period, UDR achieves a 18.42% return, which is significantly lower than BRK-B's 27.07% return. Over the past 10 years, UDR has underperformed BRK-B with an annualized return of 6.94%, while BRK-B has yielded a comparatively higher 11.59% annualized return.


UDR

YTD

18.42%

1M

-3.01%

6M

8.90%

1Y

20.44%

5Y*

2.66%

10Y*

6.94%

BRK-B

YTD

27.07%

1M

-3.33%

6M

10.64%

1Y

27.25%

5Y*

14.92%

10Y*

11.59%

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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.


Sharpe ratio
The chart of Sharpe ratio for UDR, currently valued at 1.19, compared to the broader market-4.00-2.000.002.001.191.90
The chart of Sortino ratio for UDR, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.001.722.69
The chart of Omega ratio for UDR, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.34
The chart of Calmar ratio for UDR, currently valued at 0.59, compared to the broader market0.002.004.006.000.593.63
The chart of Martin ratio for UDR, currently valued at 5.43, compared to the broader market-5.000.005.0010.0015.0020.0025.005.438.89
UDR
BRK-B

The current UDR Sharpe Ratio is 1.19, which is lower than the BRK-B Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of UDR 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.19
1.90
UDR
BRK-B

Dividends

UDR vs. BRK-B - Dividend Comparison

UDR's dividend yield for the trailing twelve months is around 3.90%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
UDR
UDR, Inc.
3.90%4.28%3.88%2.42%3.70%2.90%3.23%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.79%
-6.19%
UDR
BRK-B

Volatility

UDR vs. BRK-B - Volatility Comparison

UDR, Inc. (UDR) has a higher volatility of 5.67% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. 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.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.67%
3.82%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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