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^DRG vs. BRK-A
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DRG and BRK-A is 0.47, 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

^DRG vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARCA Pharmaceutical Index (^DRG) and Berkshire Hathaway Inc (BRK-A). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%December2025FebruaryMarchAprilMay
753.37%
8,468.25%
^DRG
BRK-A

Key characteristics

Sharpe Ratio

^DRG:

-0.57

BRK-A:

1.30

Sortino Ratio

^DRG:

-0.60

BRK-A:

1.86

Omega Ratio

^DRG:

0.92

BRK-A:

1.26

Calmar Ratio

^DRG:

-0.40

BRK-A:

3.05

Martin Ratio

^DRG:

-0.84

BRK-A:

7.61

Ulcer Index

^DRG:

11.56%

BRK-A:

3.46%

Daily Std Dev

^DRG:

18.55%

BRK-A:

19.84%

Max Drawdown

^DRG:

-51.48%

BRK-A:

-51.47%

Current Drawdown

^DRG:

-20.87%

BRK-A:

-4.99%

Returns By Period

In the year-to-date period, ^DRG achieves a -3.44% return, which is significantly lower than BRK-A's 12.94% return. Over the past 10 years, ^DRG has underperformed BRK-A with an annualized return of 4.45%, while BRK-A has yielded a comparatively higher 13.39% annualized return.


^DRG

YTD

-3.44%

1M

4.01%

6M

-9.70%

1Y

-10.52%

5Y*

7.17%

10Y*

4.45%

BRK-A

YTD

12.94%

1M

4.05%

6M

11.73%

1Y

25.63%

5Y*

23.81%

10Y*

13.39%

*Annualized

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Risk-Adjusted Performance

^DRG vs. BRK-A — Risk-Adjusted Performance Rank

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

^DRG
The Risk-Adjusted Performance Rank of ^DRG is 88
Overall Rank
The Sharpe Ratio Rank of ^DRG is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DRG is 77
Sortino Ratio Rank
The Omega Ratio Rank of ^DRG is 77
Omega Ratio Rank
The Calmar Ratio Rank of ^DRG is 55
Calmar Ratio Rank
The Martin Ratio Rank of ^DRG is 1414
Martin Ratio Rank

BRK-A
The Risk-Adjusted Performance Rank of BRK-A is 8989
Overall Rank
The Sharpe Ratio Rank of BRK-A is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-A is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BRK-A is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BRK-A is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-A is 9292
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.

^DRG vs. BRK-A - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARCA Pharmaceutical Index (^DRG) 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.


The current ^DRG Sharpe Ratio is -0.57, which is lower than the BRK-A Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of ^DRG and BRK-A, 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-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.57
1.30
^DRG
BRK-A

Drawdowns

^DRG vs. BRK-A - Drawdown Comparison

The maximum ^DRG drawdown since its inception was -51.48%, roughly equal to the maximum BRK-A drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for ^DRG and BRK-A. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-20.87%
-4.99%
^DRG
BRK-A

Volatility

^DRG vs. BRK-A - Volatility Comparison

ARCA Pharmaceutical Index (^DRG) has a higher volatility of 10.36% compared to Berkshire Hathaway Inc (BRK-A) at 9.26%. This indicates that ^DRG'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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
10.36%
9.26%
^DRG
BRK-A