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

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.


-0.50.00.51.00.4

Performance

^NDX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 (^NDX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
9.17%
7.96%
^NDX
BRK-B

Key characteristics

Sharpe Ratio

^NDX:

1.47

BRK-B:

2.00

Sortino Ratio

^NDX:

1.99

BRK-B:

2.79

Omega Ratio

^NDX:

1.26

BRK-B:

1.36

Calmar Ratio

^NDX:

1.99

BRK-B:

3.50

Martin Ratio

^NDX:

6.87

BRK-B:

8.43

Ulcer Index

^NDX:

3.93%

BRK-B:

3.48%

Daily Std Dev

^NDX:

18.35%

BRK-B:

14.66%

Max Drawdown

^NDX:

-82.90%

BRK-B:

-53.86%

Current Drawdown

^NDX:

-2.40%

BRK-B:

-3.00%

Returns By Period

In the year-to-date period, ^NDX achieves a 2.64% return, which is significantly lower than BRK-B's 3.37% return. Over the past 10 years, ^NDX has outperformed BRK-B with an annualized return of 17.61%, while BRK-B has yielded a comparatively lower 12.17% annualized return.


^NDX

YTD

2.64%

1M

1.30%

6M

9.17%

1Y

24.44%

5Y*

18.61%

10Y*

17.61%

BRK-B

YTD

3.37%

1M

3.39%

6M

7.96%

1Y

27.31%

5Y*

15.42%

10Y*

12.17%

*Annualized

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Risk-Adjusted Performance

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

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

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6363
Overall Rank
The Sharpe Ratio Rank of ^NDX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6464
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9191
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8989
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.

^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.


Sharpe ratio
The chart of Sharpe ratio for ^NDX, currently valued at 1.47, compared to the broader market-0.500.000.501.001.502.002.501.472.00
The chart of Sortino ratio for ^NDX, currently valued at 1.99, compared to the broader market0.001.002.003.001.992.79
The chart of Omega ratio for ^NDX, currently valued at 1.26, compared to the broader market1.001.201.401.601.261.36
The chart of Calmar ratio for ^NDX, currently valued at 1.99, compared to the broader market0.001.002.003.004.001.993.50
The chart of Martin ratio for ^NDX, currently valued at 6.87, compared to the broader market0.005.0010.0015.0020.006.878.43
^NDX
BRK-B

The current ^NDX Sharpe Ratio is 1.47, which is comparable to the BRK-B Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of ^NDX 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.47
2.00
^NDX
BRK-B

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.40%
-3.00%
^NDX
BRK-B

Volatility

^NDX vs. BRK-B - Volatility Comparison

NASDAQ 100 (^NDX) has a higher volatility of 6.48% compared to Berkshire Hathaway Inc. (BRK-B) at 4.55%. This indicates that ^NDX'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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
6.48%
4.55%
^NDX
BRK-B
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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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