PortfoliosLab logoPortfoliosLab logo
WFAFY vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WFAFY vs. BRK-B - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, WFAFY achieves a 12.38% return, which is significantly higher than BRK-B's -1.96% return. Over the past 10 years, WFAFY has outperformed BRK-B with an annualized return of 16.10%, while BRK-B has yielded a comparatively lower 13.43% annualized return.


WFAFY

1D
-0.86%
1M
12.64%
YTD
12.38%
6M
10.25%
1Y
14.38%
3Y*
26.90%
5Y*
10.57%
10Y*
16.10%

BRK-B

1D
0.84%
1M
1.32%
YTD
-1.96%
6M
-1.54%
1Y
1.03%
3Y*
13.70%
5Y*
12.33%
10Y*
13.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFAFY vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFAFY
Wesfarmers Ltd ADR
12.38%26.07%17.23%29.33%-25.76%19.24%39.05%39.12%-9.30%23.61%
BRK-B
Berkshire Hathaway Inc.
-1.96%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between WFAFY and BRK-B is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.17

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

0.29

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

0.27

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2009

0.29

The correlation between WFAFY and BRK-B shifts across timeframes, from -0.02 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WFAFY:

$67.75B

BRK-B:

$1.06T

EPS

WFAFY:

A$2.48

BRK-B:

$33.62

PE Ratio

WFAFY:

17.41

BRK-B:

14.66

PEG Ratio

WFAFY:

3.21

BRK-B:

0.57

PS Ratio

WFAFY:

1.08

BRK-B:

2.83

PB Ratio

WFAFY:

12.49

BRK-B:

1.46

Total Revenue (TTM)

WFAFY:

A$90.85B

BRK-B:

$375.39B

Gross Profit (TTM)

WFAFY:

A$22.33B

BRK-B:

$94.36B

EBITDA (TTM)

WFAFY:

A$10.56B

BRK-B:

$71.92B

Compare stocks, funds, or ETFs

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


Return for Risk

WFAFY vs. BRK-B — Risk / Return Rank

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

WFAFY
WFAFY Risk / Return Rank: 5757
Overall Rank
WFAFY Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
WFAFY Sortino Ratio Rank: 5454
Sortino Ratio Rank
WFAFY Omega Ratio Rank: 5454
Omega Ratio Rank
WFAFY Calmar Ratio Rank: 5858
Calmar Ratio Rank
WFAFY Martin Ratio Rank: 5757
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4141
Overall Rank
BRK-B Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3636
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4545
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4545
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.

WFAFY vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wesfarmers Ltd ADR (WFAFY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WFAFYBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.12

1.02

+0.09

Calmar ratioReturn relative to maximum drawdown

0.70

0.11

+0.59

Martin ratioReturn relative to average drawdown

1.30

0.23

+1.07

WFAFY vs. BRK-B - Sharpe Ratio Comparison

The current WFAFY Sharpe Ratio is 0.57, which is higher than the BRK-B Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of WFAFY and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

WFAFY vs. BRK-B - Drawdown Comparison

The maximum WFAFY drawdown since its inception was -54.49%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for WFAFY and BRK-B.


Loading charts...

Drawdown Indicators


WFAFYBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-54.49%

-53.86%

-0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-20.49%

-9.42%

-11.07%

Max Drawdown (3Y)

Largest decline over 3 years

-20.49%

-14.95%

-5.54%

Max Drawdown (5Y)

Largest decline over 5 years

-38.42%

-26.58%

-11.84%

Max Drawdown (10Y)

Largest decline over 10 years

-42.96%

-29.57%

-13.39%

Current Drawdown

Current decline from peak

-4.81%

-8.71%

+3.90%

Average Drawdown

Average peak-to-trough decline

-12.41%

-11.07%

-1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.11%

4.57%

+6.54%

Volatility

WFAFY vs. BRK-B - Volatility Comparison

Wesfarmers Ltd ADR (WFAFY) has a higher volatility of 8.01% compared to Berkshire Hathaway Inc. (BRK-B) at 3.75%. This indicates that WFAFY'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.


Loading charts...

Volatility by Period


WFAFYBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.01%

3.75%

+4.26%

Volatility (6M)

Calculated over the trailing 6-month period

19.43%

10.63%

+8.80%

Volatility (1Y)

Calculated over the trailing 1-year period

25.65%

14.39%

+11.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.85%

17.10%

+8.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.34%

19.39%

+9.95%

Dividends

WFAFY vs. BRK-B - Dividend Comparison

WFAFY's dividend yield for the trailing twelve months is around 2.85%, while BRK-B has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
WFAFY
Wesfarmers Ltd ADR
2.85%2.95%2.99%3.28%4.11%6.43%2.89%4.04%49.65%6.76%9.10%4.20%

Financials

WFAFY vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Wesfarmers Ltd ADR 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


20.00B40.00B60.00B80.00B100.00B202120222023202420252026
23.70B
93.68B
(WFAFY) Total Revenue
(BRK-B) Total Revenue
Please note, different currencies. WFAFY values in AUD, BRK-B values in USD

WFAFY vs. BRK-B - Profitability Comparison

The chart below illustrates the profitability comparison between Wesfarmers Ltd ADR and Berkshire Hathaway Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%30.0%35.0%202120222023202420252026
16.0%
28.8%
Portfolio components
WFAFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wesfarmers Ltd ADR reported a gross profit of 3.78B and revenue of 23.70B. Therefore, the gross margin over that period was 16.0%.

BRK-B - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Berkshire Hathaway Inc. reported a gross profit of 26.98B and revenue of 93.68B. Therefore, the gross margin over that period was 28.8%.

WFAFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wesfarmers Ltd ADR reported an operating income of 2.23B and revenue of 23.70B, resulting in an operating margin of 9.4%.

BRK-B - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Berkshire Hathaway Inc. reported an operating income of 15.05B and revenue of 93.68B, resulting in an operating margin of 16.1%.

WFAFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wesfarmers Ltd ADR reported a net income of 1.57B and revenue of 23.70B, resulting in a net margin of 6.6%.

BRK-B - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Berkshire Hathaway Inc. reported a net income of 10.18B and revenue of 93.68B, resulting in a net margin of 10.9%.


Frequently Asked Questions


WFAFY and BRK-B have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WFAFY has higher volatility (8.01%) compared to BRK-B (3.75%). In terms of maximum drawdown, WFAFY dropped -54.49% vs BRK-B's -53.86%.

WFAFY currently has the higher Sharpe Ratio (0.57 vs 0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for WFAFY and BRK-B

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer