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

Correlation

The correlation between ^SIXU and BRK-A is 0.40, 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.


-0.50.00.51.00.4

Performance

^SIXU vs. BRK-A - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
150.84%
582.57%
^SIXU
BRK-A

Key characteristics

Sharpe Ratio

^SIXU:

1.12

BRK-A:

1.71

Sortino Ratio

^SIXU:

1.59

BRK-A:

2.45

Omega Ratio

^SIXU:

1.20

BRK-A:

1.31

Calmar Ratio

^SIXU:

0.76

BRK-A:

3.34

Martin Ratio

^SIXU:

4.97

BRK-A:

8.36

Ulcer Index

^SIXU:

3.52%

BRK-A:

3.05%

Daily Std Dev

^SIXU:

15.58%

BRK-A:

14.92%

Max Drawdown

^SIXU:

-36.56%

BRK-A:

-51.47%

Current Drawdown

^SIXU:

-9.40%

BRK-A:

-5.74%

Returns By Period

In the year-to-date period, ^SIXU achieves a 17.93% return, which is significantly lower than BRK-A's 25.78% return. Over the past 10 years, ^SIXU has underperformed BRK-A with an annualized return of 4.75%, while BRK-A has yielded a comparatively higher 11.63% annualized return.


^SIXU

YTD

17.93%

1M

-6.80%

6M

8.45%

1Y

19.68%

5Y*

2.99%

10Y*

4.75%

BRK-A

YTD

25.78%

1M

-2.96%

6M

10.98%

1Y

26.16%

5Y*

14.99%

10Y*

11.63%

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Utilities Select Sector Index (^SIXU) 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 ^SIXU, currently valued at 1.28, compared to the broader market0.001.002.001.281.71
The chart of Sortino ratio for ^SIXU, currently valued at 1.80, compared to the broader market-1.000.001.002.003.001.802.45
The chart of Omega ratio for ^SIXU, currently valued at 1.22, compared to the broader market0.901.001.101.201.301.401.221.31
The chart of Calmar ratio for ^SIXU, currently valued at 0.86, compared to the broader market0.001.002.003.000.863.34
The chart of Martin ratio for ^SIXU, currently valued at 5.56, compared to the broader market0.005.0010.0015.0020.005.568.36
^SIXU
BRK-A

The current ^SIXU Sharpe Ratio is 1.12, which is lower than the BRK-A Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of ^SIXU 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.28
1.71
^SIXU
BRK-A

Drawdowns

^SIXU vs. BRK-A - Drawdown Comparison

The maximum ^SIXU drawdown since its inception was -36.56%, smaller than the maximum BRK-A drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for ^SIXU and BRK-A. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.40%
-5.74%
^SIXU
BRK-A

Volatility

^SIXU vs. BRK-A - Volatility Comparison

Utilities Select Sector Index (^SIXU) has a higher volatility of 4.57% compared to Berkshire Hathaway Inc (BRK-A) at 3.80%. This indicates that ^SIXU's price experiences larger fluctuations and is considered to be riskier than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.57%
3.80%
^SIXU
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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