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

Correlation

The correlation between ^DWCF and BRK-B is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

^DWCF vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Total Stock Market Index (^DWCF) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
339.06%
616.45%
^DWCF
BRK-B

Key characteristics

Sharpe Ratio

^DWCF:

0.37

BRK-B:

1.58

Sortino Ratio

^DWCF:

0.66

BRK-B:

2.22

Omega Ratio

^DWCF:

1.10

BRK-B:

1.31

Calmar Ratio

^DWCF:

0.38

BRK-B:

3.40

Martin Ratio

^DWCF:

1.53

BRK-B:

8.72

Ulcer Index

^DWCF:

4.81%

BRK-B:

3.43%

Daily Std Dev

^DWCF:

19.77%

BRK-B:

18.92%

Max Drawdown

^DWCF:

-35.14%

BRK-B:

-53.86%

Current Drawdown

^DWCF:

-11.24%

BRK-B:

-1.26%

Returns By Period

In the year-to-date period, ^DWCF achieves a -7.25% return, which is significantly lower than BRK-B's 17.14% return. Over the past 10 years, ^DWCF has underperformed BRK-B with an annualized return of 9.41%, while BRK-B has yielded a comparatively higher 14.09% annualized return.


^DWCF

YTD

-7.25%

1M

-4.12%

6M

-5.78%

1Y

7.87%

5Y*

13.76%

10Y*

9.41%

BRK-B

YTD

17.14%

1M

-0.42%

6M

16.95%

1Y

31.13%

5Y*

23.33%

10Y*

14.09%

*Annualized

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Risk-Adjusted Performance

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

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

^DWCF
The Risk-Adjusted Performance Rank of ^DWCF is 5858
Overall Rank
The Sharpe Ratio Rank of ^DWCF is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWCF is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ^DWCF is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ^DWCF is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ^DWCF is 6363
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 8888
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9797
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.

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

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Total Stock Market Index (^DWCF) 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 ^DWCF, currently valued at 0.37, compared to the broader market-0.500.000.501.001.50
^DWCF: 0.37
BRK-B: 1.63
The chart of Sortino ratio for ^DWCF, currently valued at 0.66, compared to the broader market-1.00-0.500.000.501.001.502.00
^DWCF: 0.66
BRK-B: 2.27
The chart of Omega ratio for ^DWCF, currently valued at 1.10, compared to the broader market0.901.001.101.201.30
^DWCF: 1.10
BRK-B: 1.32
The chart of Calmar ratio for ^DWCF, currently valued at 0.38, compared to the broader market-0.500.000.501.00
^DWCF: 0.38
BRK-B: 3.50
The chart of Martin ratio for ^DWCF, currently valued at 1.52, compared to the broader market0.002.004.006.00
^DWCF: 1.52
BRK-B: 8.95

The current ^DWCF Sharpe Ratio is 0.37, which is lower than the BRK-B Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of ^DWCF 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.37
1.63
^DWCF
BRK-B

Drawdowns

^DWCF vs. BRK-B - Drawdown Comparison

The maximum ^DWCF drawdown since its inception was -35.14%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ^DWCF and BRK-B. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.24%
-1.26%
^DWCF
BRK-B

Volatility

^DWCF vs. BRK-B - Volatility Comparison

Dow Jones U.S. Total Stock Market Index (^DWCF) has a higher volatility of 14.35% compared to Berkshire Hathaway Inc. (BRK-B) at 10.99%. This indicates that ^DWCF'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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.35%
10.99%
^DWCF
BRK-B