^DWRTF vs. BRK-A

In the year-to-date period, ^DWRTF achieves a -0.18% return, which is significantly lower than BRK-A's 13.18% return. Over the past 10 years, ^DWRTF has underperformed BRK-A with an annualized return of 1.20%, while BRK-A has yielded a comparatively higher 13.49% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Select REIT Index (^DWRTF) 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 ^DWRTF Sharpe Ratio is 0.39, which is lower than the BRK-A Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of ^DWRTF 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.

The maximum ^DWRTF drawdown since its inception was -44.52%, smaller than the maximum BRK-A drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for ^DWRTF and BRK-A. For additional features, visit the drawdowns tool.

The current volatility for Dow Jones U.S. Select REIT Index (^DWRTF) is 4.67%, while Berkshire Hathaway Inc (BRK-A) has a volatility of 7.48%. This indicates that ^DWRTF experiences smaller price fluctuations and is considered to be less risky than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.