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

Correlation

The correlation between ^SSMI and BRK-B is 0.35, 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.

^SSMI vs. BRK-B

Last updated May 30, 2025

Compare and contrast key facts about Swiss Market Index (^SSMI) and Berkshire Hathaway Inc. (BRK-B).

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

Performance

^SSMI vs. BRK-B - Performance Comparison

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

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Key characteristics

Sharpe Ratio

^SSMI:

0.18

BRK-B:

1.29

Sortino Ratio

^SSMI:

0.25

BRK-B:

1.74

Omega Ratio

^SSMI:

1.04

BRK-B:

1.25

Calmar Ratio

^SSMI:

0.11

BRK-B:

2.75

Martin Ratio

^SSMI:

0.39

BRK-B:

6.56

Ulcer Index

^SSMI:

4.90%

BRK-B:

3.70%

Daily Std Dev

^SSMI:

15.70%

BRK-B:

19.75%

Max Drawdown

^SSMI:

-56.31%

BRK-B:

-53.86%

Current Drawdown

^SSMI:

-7.44%

BRK-B:

-6.23%

Returns By Period

In the year-to-date period, ^SSMI achieves a 5.05% return, which is significantly lower than BRK-B's 11.67% return. Over the past 10 years, ^SSMI has underperformed BRK-B with an annualized return of 2.81%, while BRK-B has yielded a comparatively higher 13.45% annualized return.

^SSMI

YTD

5.05%

1M

0.99%

6M

4.07%

1Y

3.33%

3Y*

1.52%

5Y*

4.39%

10Y*

2.81%

BRK-B

YTD

11.67%

1M

-5.31%

6M

4.78%

1Y

25.26%

3Y*

16.62%

5Y*

22.22%

10Y*

13.45%

*Annualized

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Swiss Market Index

Berkshire Hathaway Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^SSMI
The Risk-Adjusted Performance Rank of ^SSMI is 2929
Overall Rank
The Sharpe Ratio Rank of ^SSMI is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SSMI is 2626
Sortino Ratio Rank
The Omega Ratio Rank of ^SSMI is 2828
Omega Ratio Rank
The Calmar Ratio Rank of ^SSMI is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ^SSMI is 2929
Martin Ratio Rank
BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8787
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8282
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.

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

This table presents a comparison of risk-adjusted performance metrics for Swiss Market Index (^SSMI) 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 ^SSMI Sharpe Ratio is 0.18, which is lower than the BRK-B Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of ^SSMI 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.

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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

^SSMI vs. BRK-B - Drawdown Comparison

The maximum ^SSMI drawdown since its inception was -56.31%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ^SSMI and BRK-B.

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

Volatility

^SSMI vs. BRK-B - Volatility Comparison

The current volatility for Swiss Market Index (^SSMI) is 3.09%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.63%. This indicates that ^SSMI 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.

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