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UNH.DE vs. BRYN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UNH.DE vs. BRYN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UnitedHealth Group Incorporated (UNH.DE) and Berkshire Hathaway Inc (BRYN.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNH.DE achieves a 22.89% return, which is significantly higher than BRYN.DE's -3.74% return. Both investments have delivered pretty close results over the past 10 years, with UNH.DE having a 12.23% annualized return and BRYN.DE not far ahead at 12.59%.


UNH.DE

1D
3.63%
1M
9.39%
YTD
22.89%
6M
21.90%
1Y
33.89%
3Y*
-8.39%
5Y*
1.94%
10Y*
12.23%

BRYN.DE

1D
0.31%
1M
2.49%
YTD
-3.74%
6M
-5.25%
1Y
-4.05%
3Y*
10.05%
5Y*
11.30%
10Y*
12.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNH.DE vs. BRYN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNH.DE
UnitedHealth Group Incorporated
22.89%-40.99%3.02%-2.33%12.13%59.72%7.48%24.00%15.80%23.04%
BRYN.DE
Berkshire Hathaway Inc
-3.74%-2.32%34.74%12.14%8.56%41.95%-7.63%15.43%5.10%8.44%

Correlation

The correlation between UNH.DE and BRYN.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2001

0.25

The correlation between UNH.DE and BRYN.DE shifts across timeframes, from 0.21 (1 year) to 0.36 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

UNH.DE vs. BRYN.DE — Risk / Return Rank

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

UNH.DE
UNH.DE Risk / Return Rank: 6464
Overall Rank
UNH.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
UNH.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
UNH.DE Omega Ratio Rank: 6464
Omega Ratio Rank
UNH.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
UNH.DE Martin Ratio Rank: 6363
Martin Ratio Rank

BRYN.DE
BRYN.DE Risk / Return Rank: 2424
Overall Rank
BRYN.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BRYN.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
BRYN.DE Omega Ratio Rank: 2323
Omega Ratio Rank
BRYN.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
BRYN.DE Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UNH.DE vs. BRYN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UnitedHealth Group Incorporated (UNH.DE) and Berkshire Hathaway Inc (BRYN.DE). 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.


UNH.DEBRYN.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.19

0.95

+0.24

Calmar ratioReturn relative to maximum drawdown

1.08

-0.50

+1.58

Martin ratioReturn relative to average drawdown

2.33

-0.97

+3.30

UNH.DE vs. BRYN.DE - Sharpe Ratio Comparison

The current UNH.DE Sharpe Ratio is 0.81, which is higher than the BRYN.DE Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of UNH.DE and BRYN.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UNH.DEBRYN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

-0.36

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.65

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.67

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.38

-0.13

Drawdowns

UNH.DE vs. BRYN.DE - Drawdown Comparison

The maximum UNH.DE drawdown since its inception was -88.31%, which is greater than BRYN.DE's maximum drawdown of -48.14%. Use the drawdown chart below to compare losses from any high point for UNH.DE and BRYN.DE.


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Drawdown Indicators


UNH.DEBRYN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-88.31%

-48.14%

-40.17%

Max Drawdown (1Y)

Largest decline over 1 year

-30.00%

-10.57%

-19.43%

Max Drawdown (3Y)

Largest decline over 3 years

-64.33%

-19.97%

-44.36%

Max Drawdown (5Y)

Largest decline over 5 years

-64.33%

-22.34%

-41.99%

Max Drawdown (10Y)

Largest decline over 10 years

-64.33%

-28.72%

-35.61%

Current Drawdown

Current decline from peak

-40.14%

-17.48%

-22.66%

Average Drawdown

Average peak-to-trough decline

-29.65%

-10.78%

-18.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.95%

5.44%

+8.51%

Volatility

UNH.DE vs. BRYN.DE - Volatility Comparison

UnitedHealth Group Incorporated (UNH.DE) has a higher volatility of 8.58% compared to Berkshire Hathaway Inc (BRYN.DE) at 3.89%. This indicates that UNH.DE's price experiences larger fluctuations and is considered to be riskier than BRYN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNH.DEBRYN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

3.89%

+4.69%

Volatility (6M)

Calculated over the trailing 6-month period

31.83%

10.82%

+21.01%

Volatility (1Y)

Calculated over the trailing 1-year period

40.16%

14.92%

+25.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.10%

17.21%

+15.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.59%

18.69%

+11.90%

Dividends

UNH.DE vs. BRYN.DE - Dividend Comparison

UNH.DE's dividend yield for the trailing twelve months is around 1.91%, while BRYN.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BRYN.DE
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%
UNH.DE
UnitedHealth Group Incorporated
1.91%2.34%1.34%1.22%1.06%0.92%1.27%0.31%0.00%1.16%1.21%1.33%

Financials

UNH.DE vs. BRYN.DE - Financials Comparison

This section allows you to compare key financial metrics between UnitedHealth Group Incorporated 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 EUR except per share items

Frequently Asked Questions


UNH.DE and BRYN.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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