^DJUS vs. BRK-A
Compare and contrast key facts about Dow Jones U.S. Index (^DJUS) and Berkshire Hathaway Inc (BRK-A).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUS or BRK-A.
Key characteristics
| ^DJUS | BRK-A | |
|---|---|---|
| YTD Return | 12.47% | 27.03% |
| 1Y Return | 20.87% | 25.57% |
| 3Y Return (Ann) | 5.00% | 18.02% |
| 5Y Return (Ann) | 12.21% | 17.57% |
| 10Y Return (Ann) | 10.14% | 12.90% |
| Sharpe Ratio | 1.58 | 1.86 |
| Daily Std Dev | 12.96% | 13.80% |
| Max Drawdown | -56.62% | -51.47% |
| Current Drawdown | -4.69% | -3.72% |
Correlation
The correlation between ^DJUS and BRK-A is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^DJUS vs. BRK-A - Performance Comparison
In the year-to-date period, ^DJUS achieves a 12.47% return, which is significantly lower than BRK-A's 27.03% return. Over the past 10 years, ^DJUS has underperformed BRK-A with an annualized return of 10.14%, while BRK-A has yielded a comparatively higher 12.90% annualized return. 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
^DJUS vs. BRK-A - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Index (^DJUS) and Berkshire Hathaway Inc (BRK-A). 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
^DJUS vs. BRK-A - Drawdown Comparison
The maximum ^DJUS drawdown since its inception was -56.62%, which is greater than BRK-A's maximum drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for ^DJUS and BRK-A. For additional features, visit the drawdowns tool.
Volatility
^DJUS vs. BRK-A - Volatility Comparison
Dow Jones U.S. Index (^DJUS) has a higher volatility of 4.97% compared to Berkshire Hathaway Inc (BRK-A) at 4.51%. This indicates that ^DJUS's price experiences larger fluctuations and is considered to be riskier than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.