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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.


-0.50.00.51.0
Correlation: 0.2

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.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
275.19%
596.78%
^BSE500
BRK-B

Key characteristics

Sharpe Ratio

^BSE500:

0.32

BRK-B:

1.59

Sortino Ratio

^BSE500:

0.52

BRK-B:

2.23

Omega Ratio

^BSE500:

1.08

BRK-B:

1.32

Calmar Ratio

^BSE500:

0.28

BRK-B:

3.41

Martin Ratio

^BSE500:

0.62

BRK-B:

8.75

Ulcer Index

^BSE500:

8.53%

BRK-B:

3.44%

Daily Std Dev

^BSE500:

16.32%

BRK-B:

18.94%

Max Drawdown

^BSE500:

-38.39%

BRK-B:

-53.86%

Current Drawdown

^BSE500:

-9.68%

BRK-B:

-1.13%

Returns By Period

In the year-to-date period, ^BSE500 achieves a -0.88% return, which is significantly lower than BRK-B's 17.29% return. Over the past 10 years, ^BSE500 has underperformed BRK-B with an annualized return of 12.80%, while BRK-B has yielded a comparatively higher 14.22% annualized return.


^BSE500

YTD

-0.88%

1M

3.32%

6M

-2.89%

1Y

6.62%

5Y*

24.24%

10Y*

12.80%

BRK-B

YTD

17.29%

1M

0.52%

6M

16.14%

1Y

30.96%

5Y*

23.39%

10Y*

14.22%

*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 5050
Overall Rank
The Sharpe Ratio Rank of ^BSE500 is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSE500 is 4949
Sortino Ratio Rank
The Omega Ratio Rank of ^BSE500 is 5151
Omega Ratio Rank
The Calmar Ratio Rank of ^BSE500 is 5252
Calmar Ratio Rank
The Martin Ratio Rank of ^BSE500 is 4141
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9292
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9898
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9494
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 chart of Sharpe ratio for ^BSE500, currently valued at 0.21, compared to the broader market-0.500.000.501.001.50
^BSE500: 0.21
BRK-B: 1.53
The chart of Sortino ratio for ^BSE500, currently valued at 0.40, compared to the broader market-1.000.001.002.00
^BSE500: 0.40
BRK-B: 2.16
The chart of Omega ratio for ^BSE500, currently valued at 1.06, compared to the broader market0.901.001.101.201.30
^BSE500: 1.06
BRK-B: 1.32
The chart of Calmar ratio for ^BSE500, currently valued at 0.17, compared to the broader market-0.500.000.501.00
^BSE500: 0.17
BRK-B: 3.27
The chart of Martin ratio for ^BSE500, currently valued at 0.36, compared to the broader market-2.000.002.004.006.00
^BSE500: 0.36
BRK-B: 8.22

The current ^BSE500 Sharpe Ratio is 0.32, which is lower than the BRK-B Sharpe Ratio of 1.59. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.21
1.53
^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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.94%
-1.13%
^BSE500
BRK-B

Volatility

^BSE500 vs. BRK-B - Volatility Comparison

The current volatility for S&P BSE-500 (^BSE500) is 7.52%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 11.02%. 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.52%
11.02%
^BSE500
BRK-B