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^BSE500 vs. BRK-B
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^BSE500 and BRK-B is 0.17, 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.


-0.50.00.51.00.2

Performance

^BSE500 vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P BSE-500 (^BSE500) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-0.36%
9.82%
^BSE500
BRK-B

Key characteristics

Sharpe Ratio

^BSE500:

1.16

BRK-B:

1.66

Sortino Ratio

^BSE500:

1.53

BRK-B:

2.37

Omega Ratio

^BSE500:

1.24

BRK-B:

1.30

Calmar Ratio

^BSE500:

1.55

BRK-B:

3.19

Martin Ratio

^BSE500:

4.95

BRK-B:

7.87

Ulcer Index

^BSE500:

3.45%

BRK-B:

3.07%

Daily Std Dev

^BSE500:

14.67%

BRK-B:

14.59%

Max Drawdown

^BSE500:

-38.39%

BRK-B:

-53.86%

Current Drawdown

^BSE500:

-7.54%

BRK-B:

-6.98%

Returns By Period

In the year-to-date period, ^BSE500 achieves a 16.24% return, which is significantly lower than BRK-B's 25.99% return. Over the past 10 years, ^BSE500 has outperformed BRK-B with an annualized return of 13.04%, while BRK-B has yielded a comparatively lower 11.48% annualized return.


^BSE500

YTD

16.24%

1M

3.05%

6M

1.33%

1Y

20.29%

5Y*

17.99%

10Y*

13.04%

BRK-B

YTD

25.99%

1M

-4.16%

6M

9.82%

1Y

26.45%

5Y*

14.74%

10Y*

11.48%

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Risk-Adjusted Performance

^BSE500 vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE-500 (^BSE500) 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 ^BSE500, currently valued at 0.70, compared to the broader market-1.000.001.002.000.701.66
The chart of Sortino ratio for ^BSE500, currently valued at 0.98, compared to the broader market-1.000.001.002.003.000.982.38
The chart of Omega ratio for ^BSE500, currently valued at 1.15, compared to the broader market0.800.901.001.101.201.301.401.151.31
The chart of Calmar ratio for ^BSE500, currently valued at 0.86, compared to the broader market0.001.002.003.004.000.863.11
The chart of Martin ratio for ^BSE500, currently valued at 2.62, compared to the broader market0.005.0010.0015.002.627.50
^BSE500
BRK-B

The current ^BSE500 Sharpe Ratio is 1.16, which is lower than the BRK-B Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of ^BSE500 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.70
1.66
^BSE500
BRK-B

Drawdowns

^BSE500 vs. BRK-B - Drawdown Comparison

The maximum ^BSE500 drawdown since its inception was -38.39%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ^BSE500 and BRK-B. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.08%
-6.98%
^BSE500
BRK-B

Volatility

^BSE500 vs. BRK-B - Volatility Comparison

S&P BSE-500 (^BSE500) has a higher volatility of 4.13% compared to Berkshire Hathaway Inc. (BRK-B) at 3.57%. This indicates that ^BSE500'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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.13%
3.57%
^BSE500
BRK-B
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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.

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