PortfoliosLab logoPortfoliosLab logo
WRB vs. STK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WRB vs. STK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in W. R. Berkley Corporation (WRB) and Columbia Seligman Premium Technology Growth Closed Fund (STK). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WRB achieves a -2.51% return, which is significantly lower than STK's 44.26% return. Over the past 10 years, WRB has underperformed STK with an annualized return of 17.92%, while STK has yielded a comparatively higher 23.66% annualized return.


WRB

1D
1.08%
1M
2.74%
YTD
-2.51%
6M
0.17%
1Y
-4.36%
3Y*
24.41%
5Y*
17.90%
10Y*
17.92%

STK

1D
2.32%
1M
4.91%
YTD
44.26%
6M
47.42%
1Y
90.64%
3Y*
30.83%
5Y*
19.37%
10Y*
23.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WRB vs. STK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WRB
W. R. Berkley Corporation
-2.51%23.02%27.19%0.25%33.92%27.39%-3.14%43.80%5.96%10.21%
STK
Columbia Seligman Premium Technology Growth Closed Fund
44.26%24.85%17.74%46.60%-30.36%48.63%25.39%52.73%-14.91%33.52%

Correlation

The correlation between WRB and STK is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.24

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

-0.08

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

0.09

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

0.17

Correlation (All Time)
Calculated using the full available price history since Nov 27, 2009

0.24

The correlation between WRB and STK shifts across timeframes, from -0.24 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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

WRB vs. STK — Risk / Return Rank

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

WRB
WRB Risk / Return Rank: 3131
Overall Rank
WRB Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
WRB Sortino Ratio Rank: 2828
Sortino Ratio Rank
WRB Omega Ratio Rank: 2828
Omega Ratio Rank
WRB Calmar Ratio Rank: 3434
Calmar Ratio Rank
WRB Martin Ratio Rank: 3333
Martin Ratio Rank

STK
STK Risk / Return Rank: 9494
Overall Rank
STK Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
STK Sortino Ratio Rank: 8989
Sortino Ratio Rank
STK Omega Ratio Rank: 8989
Omega Ratio Rank
STK Calmar Ratio Rank: 9696
Calmar Ratio Rank
STK Martin Ratio Rank: 9797
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.

WRB vs. STK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) and Columbia Seligman Premium Technology Growth Closed Fund (STK). 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.


WRBSTKDifference
Sharpe ratioReturn per unit of total volatility

-3.68

Sortino ratioReturn per unit of downside risk

-4.06

Omega ratioGain probability vs. loss probability

0.98

1.57

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.29

5.57

-5.86

Martin ratioReturn relative to average drawdown

-0.54

24.83

-25.37

WRB vs. STK - Sharpe Ratio Comparison

The current WRB Sharpe Ratio is -0.24, which is lower than the STK Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of WRB and STK, 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

WRB vs. STK - Drawdown Comparison

The maximum WRB drawdown since its inception was -69.33%, which is greater than STK's maximum drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for WRB and STK.


Loading charts...

Drawdown Indicators


WRBSTKDifference

Max Drawdown

Largest peak-to-trough decline

-69.33%

-41.74%

-27.59%

Max Drawdown (1Y)

Largest decline over 1 year

-17.62%

-16.05%

-1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-17.62%

-26.59%

+8.97%

Max Drawdown (5Y)

Largest decline over 5 years

-26.29%

-36.27%

+9.98%

Max Drawdown (10Y)

Largest decline over 10 years

-45.35%

-41.74%

-3.61%

Current Drawdown

Current decline from peak

-11.49%

-9.90%

-1.59%

Average Drawdown

Average peak-to-trough decline

-14.58%

-7.41%

-7.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.29%

3.60%

+5.69%

Volatility

WRB vs. STK - Volatility Comparison

The current volatility for W. R. Berkley Corporation (WRB) is 7.63%, while Columbia Seligman Premium Technology Growth Closed Fund (STK) has a volatility of 15.03%. This indicates that WRB experiences smaller price fluctuations and is considered to be less risky than STK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WRBSTKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

15.03%

-7.40%

Volatility (6M)

Calculated over the trailing 6-month period

15.08%

22.75%

-7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

21.37%

26.01%

-4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.83%

25.66%

-2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.56%

26.40%

-1.84%

Dividends

WRB vs. STK - Dividend Comparison

WRB's dividend yield for the trailing twelve months is around 2.72%, less than STK's 5.23% yield.


PositionTTM20252024202320222021202020192018201720162015
STK
Columbia Seligman Premium Technology Growth Closed Fund
5.23%7.38%16.02%6.70%12.62%8.48%6.79%7.86%14.88%11.82%9.87%10.32%
WRB
W. R. Berkley Corporation
2.72%2.64%2.39%2.73%1.22%2.44%0.71%2.43%2.83%2.16%2.27%0.86%

Frequently Asked Questions


WRB and STK have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STK has higher volatility (15.03%) compared to WRB (7.63%). In terms of maximum drawdown, WRB dropped -69.33% vs STK's -41.74%.

STK currently has the higher Sharpe Ratio (3.44 vs -0.24), 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 WRB and STK

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