^BSE100 vs. BRK-B
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.
Key characteristics
| ^BSE100 | BRK-B | |
|---|---|---|
| YTD Return | 20.05% | 25.50% |
| 1Y Return | 30.60% | 21.14% |
| 3Y Return (Ann) | 15.05% | 17.37% |
| 5Y Return (Ann) | 19.32% | 15.97% |
| 10Y Return (Ann) | 13.10% | 12.46% |
| Sharpe Ratio | 2.25 | 1.62 |
| Daily Std Dev | 13.46% | 13.37% |
| Max Drawdown | -38.32% | -53.86% |
| Current Drawdown | -0.11% | -6.47% |
Correlation
The correlation between ^BSE100 and BRK-B is 0.18, 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.
Performance
^BSE100 vs. BRK-B - Performance Comparison
In the year-to-date period, ^BSE100 achieves a 20.05% return, which is significantly lower than BRK-B's 25.50% return. Both investments have delivered pretty close results over the past 10 years, with ^BSE100 having a 13.10% annualized return and BRK-B not far behind at 12.46%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^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.
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. For additional features, visit the drawdowns tool.
Volatility
^BSE100 vs. BRK-B - Volatility Comparison
The current volatility for S&P BSE-100 (^BSE100) is 2.87%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.70%. 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.