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

Key characteristics


^SSMIBRK-B
YTD Return5.80%31.13%
1Y Return10.04%31.09%
3Y Return (Ann)-1.99%18.05%
5Y Return (Ann)2.71%16.35%
10Y Return (Ann)2.82%12.42%
Sharpe Ratio0.892.23
Sortino Ratio1.253.13
Omega Ratio1.161.40
Calmar Ratio0.564.22
Martin Ratio4.3411.05
Ulcer Index2.30%2.90%
Daily Std Dev11.20%14.34%
Max Drawdown-56.31%-53.86%
Current Drawdown-9.15%-2.27%

Correlation

-0.50.00.51.00.3

The correlation between ^SSMI and BRK-B is 0.27, 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.

Performance

^SSMI vs. BRK-B - Performance Comparison

In the year-to-date period, ^SSMI achieves a 5.80% return, which is significantly lower than BRK-B's 31.13% return. Over the past 10 years, ^SSMI has underperformed BRK-B with an annualized return of 2.82%, while BRK-B has yielded a comparatively higher 12.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
0.41%
13.21%
^SSMI
BRK-B

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Risk-Adjusted Performance

^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.


^SSMI
Sharpe ratio
The chart of Sharpe ratio for ^SSMI, currently valued at 0.64, compared to the broader market-1.000.001.002.000.64
Sortino ratio
The chart of Sortino ratio for ^SSMI, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.000.97
Omega ratio
The chart of Omega ratio for ^SSMI, currently valued at 1.11, compared to the broader market0.801.001.201.401.601.11
Calmar ratio
The chart of Calmar ratio for ^SSMI, currently valued at 0.59, compared to the broader market0.001.002.003.004.005.000.59
Martin ratio
The chart of Martin ratio for ^SSMI, currently valued at 2.23, compared to the broader market0.005.0010.0015.0020.002.23
BRK-B
Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 2.05, compared to the broader market-1.000.001.002.002.05
Sortino ratio
The chart of Sortino ratio for BRK-B, currently valued at 2.91, compared to the broader market-1.000.001.002.003.004.002.91
Omega ratio
The chart of Omega ratio for BRK-B, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.37
Calmar ratio
The chart of Calmar ratio for BRK-B, currently valued at 3.86, compared to the broader market0.001.002.003.004.005.003.86
Martin ratio
The chart of Martin ratio for BRK-B, currently valued at 10.02, compared to the broader market0.005.0010.0015.0020.0010.02

^SSMI vs. BRK-B - Sharpe Ratio Comparison

The current ^SSMI Sharpe Ratio is 0.89, which is lower than the BRK-B Sharpe Ratio of 2.23. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.64
2.05
^SSMI
BRK-B

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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.71%
-2.27%
^SSMI
BRK-B

Volatility

^SSMI vs. BRK-B - Volatility Comparison

The current volatility for Swiss Market Index (^SSMI) is 3.89%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.60%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.89%
6.60%
^SSMI
BRK-B