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

Correlation

The correlation between ^BSE500 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.


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.

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Key characteristics

Sharpe Ratio

^BSE500:

0.52

BRK-B:

1.24

Sortino Ratio

^BSE500:

0.97

BRK-B:

1.80

Omega Ratio

^BSE500:

1.14

BRK-B:

1.26

Calmar Ratio

^BSE500:

0.59

BRK-B:

2.88

Martin Ratio

^BSE500:

1.27

BRK-B:

7.10

Ulcer Index

^BSE500:

8.84%

BRK-B:

3.57%

Daily Std Dev

^BSE500:

17.07%

BRK-B:

19.82%

Max Drawdown

^BSE500:

-38.39%

BRK-B:

-53.86%

Current Drawdown

^BSE500:

-6.89%

BRK-B:

-4.72%

Returns By Period

In the year-to-date period, ^BSE500 achieves a 2.18% return, which is significantly lower than BRK-B's 13.46% return. Both investments have delivered pretty close results over the past 10 years, with ^BSE500 having a 12.82% annualized return and BRK-B not far ahead at 13.46%.


^BSE500

YTD

2.18%

1M

5.42%

6M

3.92%

1Y

8.09%

5Y*

26.02%

10Y*

12.82%

BRK-B

YTD

13.46%

1M

-0.75%

6M

9.36%

1Y

23.35%

5Y*

24.08%

10Y*

13.46%

*Annualized

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Risk-Adjusted Performance

^BSE500 vs. BRK-B — Risk-Adjusted Performance Rank

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

^BSE500
The Risk-Adjusted Performance Rank of ^BSE500 is 5353
Overall Rank
The Sharpe Ratio Rank of ^BSE500 is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSE500 is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ^BSE500 is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ^BSE500 is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ^BSE500 is 3939
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8888
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9191
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.

^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.


The current ^BSE500 Sharpe Ratio is 0.52, which is lower than the BRK-B Sharpe Ratio of 1.24. 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.


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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.


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Volatility

^BSE500 vs. BRK-B - Volatility Comparison

The current volatility for S&P BSE-500 (^BSE500) is 5.31%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 7.52%. This indicates that ^BSE500 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.


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