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

Correlation

The correlation between ^DWRTF and BRK-A is 0.49, 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.


-0.50.00.51.00.5

Performance

^DWRTF vs. BRK-A - Performance Comparison

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

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
1.34%
10.90%
^DWRTF
BRK-A

Key characteristics

Sharpe Ratio

^DWRTF:

0.49

BRK-A:

1.35

Sortino Ratio

^DWRTF:

0.77

BRK-A:

1.98

Omega Ratio

^DWRTF:

1.09

BRK-A:

1.24

Calmar Ratio

^DWRTF:

0.27

BRK-A:

2.46

Martin Ratio

^DWRTF:

1.80

BRK-A:

5.94

Ulcer Index

^DWRTF:

4.42%

BRK-A:

3.49%

Daily Std Dev

^DWRTF:

16.12%

BRK-A:

15.35%

Max Drawdown

^DWRTF:

-44.52%

BRK-A:

-51.47%

Current Drawdown

^DWRTF:

-18.06%

BRK-A:

-3.02%

Returns By Period

In the year-to-date period, ^DWRTF achieves a 0.78% return, which is significantly lower than BRK-A's 3.12% return. Over the past 10 years, ^DWRTF has underperformed BRK-A with an annualized return of 0.65%, while BRK-A has yielded a comparatively higher 12.10% annualized return.


^DWRTF

YTD

0.78%

1M

0.38%

6M

1.34%

1Y

10.88%

5Y*

-0.59%

10Y*

0.65%

BRK-A

YTD

3.12%

1M

3.04%

6M

10.90%

1Y

19.13%

5Y*

15.40%

10Y*

12.10%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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

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

^DWRTF
The Risk-Adjusted Performance Rank of ^DWRTF is 2929
Overall Rank
The Sharpe Ratio Rank of ^DWRTF is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWRTF is 2525
Sortino Ratio Rank
The Omega Ratio Rank of ^DWRTF is 2626
Omega Ratio Rank
The Calmar Ratio Rank of ^DWRTF is 2525
Calmar Ratio Rank
The Martin Ratio Rank of ^DWRTF is 3636
Martin Ratio Rank

BRK-A
The Risk-Adjusted Performance Rank of BRK-A is 8484
Overall Rank
The Sharpe Ratio Rank of BRK-A is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-A is 8080
Sortino Ratio Rank
The Omega Ratio Rank of BRK-A is 7777
Omega Ratio Rank
The Calmar Ratio Rank of BRK-A is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BRK-A is 8484
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.

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

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.


Sharpe ratio
The chart of Sharpe ratio for ^DWRTF, currently valued at 0.47, compared to the broader market-0.500.000.501.001.502.002.500.471.35
The chart of Sortino ratio for ^DWRTF, currently valued at 0.74, compared to the broader market-1.000.001.002.003.000.741.98
The chart of Omega ratio for ^DWRTF, currently valued at 1.09, compared to the broader market1.001.201.401.601.091.24
The chart of Calmar ratio for ^DWRTF, currently valued at 0.26, compared to the broader market0.001.002.003.004.000.262.46
The chart of Martin ratio for ^DWRTF, currently valued at 1.71, compared to the broader market0.005.0010.0015.0020.001.715.94
^DWRTF
BRK-A

The current ^DWRTF Sharpe Ratio is 0.49, which is lower than the BRK-A Sharpe Ratio of 1.35. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.47
1.35
^DWRTF
BRK-A

Drawdowns

^DWRTF vs. BRK-A - Drawdown Comparison

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.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-18.06%
-3.02%
^DWRTF
BRK-A

Volatility

^DWRTF vs. BRK-A - Volatility Comparison

Dow Jones U.S. Select REIT Index (^DWRTF) and Berkshire Hathaway Inc (BRK-A) have volatilities of 5.54% and 5.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
5.54%
5.29%
^DWRTF
BRK-A
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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