^AW01 vs. BRK-A
Compare and contrast key facts about FTSE All World (^AW01) and Berkshire Hathaway Inc (BRK-A).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW01 or BRK-A.
Key characteristics
| ^AW01 | BRK-A | |
|---|---|---|
| YTD Return | 8.97% | 14.78% |
| 1Y Return | 22.07% | 24.91% |
| 3Y Return (Ann) | 4.10% | 12.53% |
| 5Y Return (Ann) | 9.02% | 15.29% |
| 10Y Return (Ann) | 6.48% | 12.61% |
| Sharpe Ratio | 2.18 | 2.02 |
| Daily Std Dev | 9.74% | 12.69% |
| Max Drawdown | -59.48% | -51.47% |
| Current Drawdown | 0.00% | -1.83% |
Correlation
The correlation between ^AW01 and BRK-A is 0.45, 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.
Performance
^AW01 vs. BRK-A - Performance Comparison
In the year-to-date period, ^AW01 achieves a 8.97% return, which is significantly lower than BRK-A's 14.78% return. Over the past 10 years, ^AW01 has underperformed BRK-A with an annualized return of 6.48%, while BRK-A has yielded a comparatively higher 12.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
^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.
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.
Volatility
^AW01 vs. BRK-A - Volatility Comparison
FTSE All World (^AW01) and Berkshire Hathaway Inc (BRK-A) have volatilities of 2.91% and 2.88%, 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.