^SSMI vs. BRK-B
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.
Key characteristics
^SSMI | BRK-B | |
---|---|---|
YTD Return | 5.80% | 31.13% |
1Y Return | 10.04% | 31.09% |
3Y Return (Ann) | -1.99% | 18.05% |
5Y Return (Ann) | 2.71% | 16.35% |
10Y Return (Ann) | 2.82% | 12.42% |
Sharpe Ratio | 0.89 | 2.23 |
Sortino Ratio | 1.25 | 3.13 |
Omega Ratio | 1.16 | 1.40 |
Calmar Ratio | 0.56 | 4.22 |
Martin Ratio | 4.34 | 11.05 |
Ulcer Index | 2.30% | 2.90% |
Daily Std Dev | 11.20% | 14.34% |
Max Drawdown | -56.31% | -53.86% |
Current Drawdown | -9.15% | -2.27% |
Correlation
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.
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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.
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.
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.