PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
^HSI vs. BRK-B
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

^HSI vs. BRK-B

Last updated May 11, 2025

Compare and contrast key facts about Hang Seng Index (^HSI) and Berkshire Hathaway Inc. (BRK-B).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^HSI or BRK-B.

Correlation

The correlation between ^HSI and BRK-B is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

^HSI vs. BRK-B - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

^HSI:

0.84

BRK-B:

1.31

Sortino Ratio

^HSI:

1.53

BRK-B:

1.87

Omega Ratio

^HSI:

1.24

BRK-B:

1.27

Calmar Ratio

^HSI:

0.65

BRK-B:

3.01

Martin Ratio

^HSI:

3.08

BRK-B:

7.59

Ulcer Index

^HSI:

10.48%

BRK-B:

3.49%

Daily Std Dev

^HSI:

28.79%

BRK-B:

19.71%

Max Drawdown

^HSI:

-91.54%

BRK-B:

-53.86%

Current Drawdown

^HSI:

-31.03%

BRK-B:

-4.83%

Returns By Period

The year-to-date returns for both stocks are quite close, with ^HSI having a 14.00% return and BRK-B slightly lower at 13.34%. Over the past 10 years, ^HSI has underperformed BRK-B with an annualized return of -1.78%, while BRK-B has yielded a comparatively higher 13.58% annualized return.

^HSI

YTD

14.00%

1M

10.57%

6M

10.32%

1Y

20.59%

5Y*

-1.49%

10Y*

-1.78%

BRK-B

YTD

13.34%

1M

-0.40%

6M

10.86%

1Y

24.68%

5Y*

24.17%

10Y*

13.58%

*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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^HSI
The Risk-Adjusted Performance Rank of ^HSI is 9090
Overall Rank
The Sharpe Ratio Rank of ^HSI is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 8989
Martin Ratio Rank
BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8989
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B 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.

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

This table presents a comparison of risk-adjusted performance metrics for Hang Seng Index (^HSI) 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 current ^HSI Sharpe Ratio is 0.84, which is lower than the BRK-B Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of ^HSI 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.

Loading data...

Drawdowns

^HSI vs. BRK-B - Drawdown Comparison

The maximum ^HSI drawdown since its inception was -91.54%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ^HSI and BRK-B. For additional features, visit the drawdowns tool.

Loading data...

Volatility

^HSI vs. BRK-B - Volatility Comparison

Hang Seng Index (^HSI) has a higher volatility of 15.61% compared to Berkshire Hathaway Inc. (BRK-B) at 7.81%. This indicates that ^HSI'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.

Loading data...