PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
^BSE100 vs. BRK-B
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^BSE100 and BRK-B is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

^BSE100 vs. BRK-B

Last updated Jun 2, 2025

Compare and contrast key facts about S&P BSE-100 (^BSE100) and Berkshire Hathaway Inc. (BRK-B).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^BSE100 or BRK-B.

Performance

^BSE100 vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P BSE-100 (^BSE100) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

^BSE100:

0.58

BRK-B:

1.19

Sortino Ratio

^BSE100:

0.70

BRK-B:

1.77

Omega Ratio

^BSE100:

1.10

BRK-B:

1.25

Calmar Ratio

^BSE100:

0.41

BRK-B:

2.81

Martin Ratio

^BSE100:

0.85

BRK-B:

6.66

Ulcer Index

^BSE100:

8.23%

BRK-B:

3.72%

Daily Std Dev

^BSE100:

16.15%

BRK-B:

19.76%

Max Drawdown

^BSE100:

-38.32%

BRK-B:

-53.86%

Current Drawdown

^BSE100:

-6.32%

BRK-B:

-6.64%

Returns By Period

In the year-to-date period, ^BSE100 achieves a 3.51% return, which is significantly lower than BRK-B's 11.18% return. Over the past 10 years, ^BSE100 has underperformed BRK-B with an annualized return of 12.01%, while BRK-B has yielded a comparatively higher 13.42% annualized return.

^BSE100

YTD

3.51%

1M

2.17%

6M

1.54%

1Y

9.13%

3Y*

15.38%

5Y*

21.75%

10Y*

12.01%

BRK-B

YTD

11.18%

1M

-6.64%

6M

4.34%

1Y

21.61%

3Y*

16.84%

5Y*

22.12%

10Y*

13.42%

*Annualized

Compare stocks, funds, or ETFs

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

S&P BSE-100

Berkshire Hathaway Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

^BSE100 vs. BRK-B — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^BSE100
The Risk-Adjusted Performance Rank of ^BSE100 is 4444
Overall Rank
The Sharpe Ratio Rank of ^BSE100 is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSE100 is 3939
Sortino Ratio Rank
The Omega Ratio Rank of ^BSE100 is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ^BSE100 is 4949
Calmar Ratio Rank
The Martin Ratio Rank of ^BSE100 is 3737
Martin Ratio Rank
BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8787
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9090
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.

^BSE100 vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE-100 (^BSE100) 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.

The current ^BSE100 Sharpe Ratio is 0.58, which is lower than the BRK-B Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of ^BSE100 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.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

^BSE100 vs. BRK-B - Drawdown Comparison

The maximum ^BSE100 drawdown since its inception was -38.32%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ^BSE100 and BRK-B.

Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^BSE100 vs. BRK-B - Volatility Comparison

The current volatility for S&P BSE-100 (^BSE100) is 5.06%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.63%. This indicates that ^BSE100 experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading data...