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

Correlation

The correlation between ^SIXU and BRK-A is 0.48, 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.


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.

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Key characteristics

Sharpe Ratio

^SIXU:

0.87

BRK-A:

1.15

Sortino Ratio

^SIXU:

1.13

BRK-A:

1.75

Omega Ratio

^SIXU:

1.15

BRK-A:

1.24

Calmar Ratio

^SIXU:

1.04

BRK-A:

2.82

Martin Ratio

^SIXU:

3.03

BRK-A:

6.54

Ulcer Index

^SIXU:

4.42%

BRK-A:

3.73%

Daily Std Dev

^SIXU:

17.41%

BRK-A:

19.85%

Max Drawdown

^SIXU:

-36.56%

BRK-A:

-51.47%

Current Drawdown

^SIXU:

-2.16%

BRK-A:

-6.42%

Returns By Period

In the year-to-date period, ^SIXU achieves a 6.52% return, which is significantly lower than BRK-A's 11.23% return. Over the past 10 years, ^SIXU has underperformed BRK-A with an annualized return of 6.20%, while BRK-A has yielded a comparatively higher 13.43% annualized return.


^SIXU

YTD

6.52%

1M

2.26%

6M

-2.07%

1Y

13.45%

3Y*

2.48%

5Y*

6.30%

10Y*

6.20%

BRK-A

YTD

11.23%

1M

-5.39%

6M

4.61%

1Y

22.62%

3Y*

16.91%

5Y*

22.14%

10Y*

13.43%

*Annualized

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Utilities Select Sector Index

Berkshire Hathaway Inc

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Risk-Adjusted Performance

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

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

^SIXU
The Risk-Adjusted Performance Rank of ^SIXU is 8282
Overall Rank
The Sharpe Ratio Rank of ^SIXU is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXU is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXU is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXU is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXU is 8484
Martin Ratio Rank

BRK-A
The Risk-Adjusted Performance Rank of BRK-A is 8686
Overall Rank
The Sharpe Ratio Rank of BRK-A is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-A is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BRK-A is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BRK-A is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-A 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.

^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.


The current ^SIXU Sharpe Ratio is 0.87, which is comparable to the BRK-A Sharpe Ratio of 1.15. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^SIXU vs. BRK-A - Volatility Comparison

The current volatility for Utilities Select Sector Index (^SIXU) is 4.65%, while Berkshire Hathaway Inc (BRK-A) has a volatility of 6.42%. This indicates that ^SIXU experiences smaller price fluctuations and is considered to be less risky than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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