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^AW01 vs. BRK-A
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^AW01 and BRK-A is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

^AW01 vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FTSE All World (^AW01) and Berkshire Hathaway Inc (BRK-A). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
480.68%
4,774.49%
^AW01
BRK-A

Key characteristics

Sharpe Ratio

^AW01:

0.44

BRK-A:

1.54

Sortino Ratio

^AW01:

0.68

BRK-A:

2.16

Omega Ratio

^AW01:

1.10

BRK-A:

1.30

Calmar Ratio

^AW01:

0.40

BRK-A:

3.40

Martin Ratio

^AW01:

1.71

BRK-A:

8.60

Ulcer Index

^AW01:

3.71%

BRK-A:

3.41%

Daily Std Dev

^AW01:

14.20%

BRK-A:

19.13%

Max Drawdown

^AW01:

-59.48%

BRK-A:

-51.47%

Current Drawdown

^AW01:

-6.76%

BRK-A:

-1.35%

Returns By Period

In the year-to-date period, ^AW01 achieves a -1.70% return, which is significantly lower than BRK-A's 16.87% return. Over the past 10 years, ^AW01 has underperformed BRK-A with an annualized return of 6.20%, while BRK-A has yielded a comparatively higher 14.01% annualized return.


^AW01

YTD

-1.70%

1M

-2.45%

6M

-2.20%

1Y

9.29%

5Y*

11.38%

10Y*

6.20%

BRK-A

YTD

16.87%

1M

-0.40%

6M

16.68%

1Y

30.12%

5Y*

23.34%

10Y*

14.01%

*Annualized

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Risk-Adjusted Performance

^AW01 vs. BRK-A — Risk-Adjusted Performance Rank

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

^AW01
The Risk-Adjusted Performance Rank of ^AW01 is 6262
Overall Rank
The Sharpe Ratio Rank of ^AW01 is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AW01 is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ^AW01 is 5959
Omega Ratio Rank
The Calmar Ratio Rank of ^AW01 is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ^AW01 is 6969
Martin Ratio Rank

BRK-A
The Risk-Adjusted Performance Rank of BRK-A is 9292
Overall Rank
The Sharpe Ratio Rank of BRK-A is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-A is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BRK-A is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BRK-A is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BRK-A is 9494
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.

^AW01 vs. BRK-A - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FTSE All World (^AW01) and Berkshire Hathaway Inc (BRK-A). 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.


The chart of Sharpe ratio for ^AW01, currently valued at 0.44, compared to the broader market-0.500.000.501.001.50
^AW01: 0.44
BRK-A: 1.58
The chart of Sortino ratio for ^AW01, currently valued at 0.68, compared to the broader market-1.00-0.500.000.501.001.502.00
^AW01: 0.68
BRK-A: 2.22
The chart of Omega ratio for ^AW01, currently valued at 1.10, compared to the broader market0.901.001.101.201.30
^AW01: 1.10
BRK-A: 1.31
The chart of Calmar ratio for ^AW01, currently valued at 0.40, compared to the broader market-0.500.000.501.00
^AW01: 0.40
BRK-A: 3.47
The chart of Martin ratio for ^AW01, currently valued at 1.71, compared to the broader market0.002.004.006.00
^AW01: 1.71
BRK-A: 8.61

The current ^AW01 Sharpe Ratio is 0.44, which is lower than the BRK-A Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of ^AW01 and BRK-A, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.44
1.58
^AW01
BRK-A

Drawdowns

^AW01 vs. BRK-A - Drawdown Comparison

The maximum ^AW01 drawdown since its inception was -59.48%, which is greater than BRK-A's maximum drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for ^AW01 and BRK-A. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.76%
-1.35%
^AW01
BRK-A

Volatility

^AW01 vs. BRK-A - Volatility Comparison

FTSE All World (^AW01) and Berkshire Hathaway Inc (BRK-A) have volatilities of 9.90% and 10.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.90%
10.41%
^AW01
BRK-A