^NDX vs. BRK-B
Compare and contrast key facts about NASDAQ 100 (^NDX) and Berkshire Hathaway Inc. (BRK-B).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NDX or BRK-B.
Performance
^NDX vs. BRK-B - Performance Comparison
Returns By Period
In the year-to-date period, ^NDX achieves a 23.27% return, which is significantly lower than BRK-B's 32.36% return. Over the past 10 years, ^NDX has outperformed BRK-B with an annualized return of 17.12%, while BRK-B has yielded a comparatively lower 12.38% annualized return.
^NDX
23.27%
1.72%
11.37%
29.62%
20.24%
17.12%
BRK-B
32.36%
2.30%
16.31%
30.48%
16.76%
12.38%
Key characteristics
| ^NDX | BRK-B | |
|---|---|---|
| Sharpe Ratio | 1.71 | 2.15 |
| Sortino Ratio | 2.30 | 3.02 |
| Omega Ratio | 1.31 | 1.39 |
| Calmar Ratio | 2.22 | 4.06 |
| Martin Ratio | 8.00 | 10.57 |
| Ulcer Index | 3.77% | 2.91% |
| Daily Std Dev | 17.59% | 14.33% |
| Max Drawdown | -82.90% | -53.86% |
| Current Drawdown | -1.78% | -1.36% |
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Correlation
The correlation between ^NDX and BRK-B is 0.38, 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.
Risk-Adjusted Performance
^NDX vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 (^NDX) 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.
Drawdowns
^NDX vs. BRK-B - Drawdown Comparison
The maximum ^NDX drawdown since its inception was -82.90%, 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 ^NDX and BRK-B. For additional features, visit the drawdowns tool.
Volatility
^NDX vs. BRK-B - Volatility Comparison
The current volatility for NASDAQ 100 (^NDX) is 5.40%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.66%. This indicates that ^NDX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.