PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WTW vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WTW and BRK-B is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

WTW vs. BRK-B - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
19.20%
2.54%
WTW
BRK-B

Key characteristics

Sharpe Ratio

WTW:

1.61

BRK-B:

1.64

Sortino Ratio

WTW:

2.49

BRK-B:

2.33

Omega Ratio

WTW:

1.30

BRK-B:

1.30

Calmar Ratio

WTW:

2.91

BRK-B:

2.85

Martin Ratio

WTW:

6.51

BRK-B:

6.93

Ulcer Index

WTW:

4.36%

BRK-B:

3.44%

Daily Std Dev

WTW:

17.60%

BRK-B:

14.60%

Max Drawdown

WTW:

-32.95%

BRK-B:

-53.86%

Current Drawdown

WTW:

-5.54%

BRK-B:

-6.84%

Fundamentals

Market Cap

WTW:

$31.55B

BRK-B:

$970.85B

EPS

WTW:

-$7.20

BRK-B:

$49.46

PEG Ratio

WTW:

1.08

BRK-B:

10.06

Total Revenue (TTM)

WTW:

$6.90B

BRK-B:

$276.52B

Gross Profit (TTM)

WTW:

$4.37B

BRK-B:

$48.42B

EBITDA (TTM)

WTW:

$1.48B

BRK-B:

$98.94B

Returns By Period

In the year-to-date period, WTW achieves a -0.00% return, which is significantly higher than BRK-B's -0.72% return.


WTW

YTD

-0.00%

1M

0.88%

6M

19.20%

1Y

27.67%

5Y*

10.49%

10Y*

N/A

BRK-B

YTD

-0.72%

1M

-1.72%

6M

2.54%

1Y

23.76%

5Y*

14.46%

10Y*

11.71%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

WTW vs. BRK-B — Risk-Adjusted Performance Rank

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

WTW
The Risk-Adjusted Performance Rank of WTW is 8989
Overall Rank
The Sharpe Ratio Rank of WTW is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of WTW is 8888
Sortino Ratio Rank
The Omega Ratio Rank of WTW is 8686
Omega Ratio Rank
The Calmar Ratio Rank of WTW is 9595
Calmar Ratio Rank
The Martin Ratio Rank of WTW is 8787
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8989
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

This table presents a comparison of risk-adjusted performance metrics for Willis Towers Watson Public Limited Company (WTW) 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 WTW, currently valued at 1.61, compared to the broader market-2.000.002.001.611.64
The chart of Sortino ratio for WTW, currently valued at 2.49, compared to the broader market-4.00-2.000.002.004.002.492.33
The chart of Omega ratio for WTW, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.30
The chart of Calmar ratio for WTW, currently valued at 2.91, compared to the broader market0.002.004.006.002.912.85
The chart of Martin ratio for WTW, currently valued at 6.51, compared to the broader market0.0010.0020.006.516.93
WTW
BRK-B

The current WTW Sharpe Ratio is 1.61, which is comparable to the BRK-B Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of WTW 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.61
1.64
WTW
BRK-B

Dividends

WTW vs. BRK-B - Dividend Comparison

WTW's dividend yield for the trailing twelve months is around 1.12%, while BRK-B has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
WTW
Willis Towers Watson Public Limited Company
1.12%1.12%1.39%1.34%1.27%1.31%1.29%1.58%1.41%1.57%
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%

Drawdowns

WTW vs. BRK-B - Drawdown Comparison

The maximum WTW drawdown since its inception was -32.95%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for WTW and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.54%
-6.84%
WTW
BRK-B

Volatility

WTW vs. BRK-B - Volatility Comparison

Willis Towers Watson Public Limited Company (WTW) has a higher volatility of 4.35% compared to Berkshire Hathaway Inc. (BRK-B) at 3.96%. This indicates that WTW'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%AugustSeptemberOctoberNovemberDecember2025
4.35%
3.96%
WTW
BRK-B

Financials

WTW vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Willis Towers Watson Public Limited Company 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab