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

Correlation

The correlation between ^XLHK and BRK-B is 0.16, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

^XLHK vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Hong Kong Titans 30 Index (^XLHK) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
80.62%
847.13%
^XLHK
BRK-B

Key characteristics

Sharpe Ratio

^XLHK:

-0.05

BRK-B:

1.58

Sortino Ratio

^XLHK:

0.07

BRK-B:

2.22

Omega Ratio

^XLHK:

1.01

BRK-B:

1.31

Calmar Ratio

^XLHK:

-0.02

BRK-B:

3.40

Martin Ratio

^XLHK:

-0.09

BRK-B:

8.72

Ulcer Index

^XLHK:

11.74%

BRK-B:

3.43%

Daily Std Dev

^XLHK:

20.55%

BRK-B:

18.92%

Max Drawdown

^XLHK:

-68.02%

BRK-B:

-53.86%

Current Drawdown

^XLHK:

-44.04%

BRK-B:

-1.26%

Returns By Period

In the year-to-date period, ^XLHK achieves a -0.22% return, which is significantly lower than BRK-B's 17.14% return. Over the past 10 years, ^XLHK has underperformed BRK-B with an annualized return of -3.69%, while BRK-B has yielded a comparatively higher 14.09% annualized return.


^XLHK

YTD

-0.22%

1M

-3.23%

6M

-5.76%

1Y

2.16%

5Y*

-5.47%

10Y*

-3.69%

BRK-B

YTD

17.14%

1M

-0.42%

6M

16.95%

1Y

31.13%

5Y*

23.33%

10Y*

14.09%

*Annualized

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Risk-Adjusted Performance

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

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

^XLHK
The Risk-Adjusted Performance Rank of ^XLHK is 2727
Overall Rank
The Sharpe Ratio Rank of ^XLHK is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XLHK is 2525
Sortino Ratio Rank
The Omega Ratio Rank of ^XLHK is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ^XLHK is 2828
Calmar Ratio Rank
The Martin Ratio Rank of ^XLHK is 2828
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9292
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9494
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.

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

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Hong Kong Titans 30 Index (^XLHK) 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 chart of Sharpe ratio for ^XLHK, currently valued at -0.01, compared to the broader market-0.500.000.501.001.50
^XLHK: -0.01
BRK-B: 1.60
The chart of Sortino ratio for ^XLHK, currently valued at 0.13, compared to the broader market-1.00-0.500.000.501.001.502.00
^XLHK: 0.13
BRK-B: 2.26
The chart of Omega ratio for ^XLHK, currently valued at 1.02, compared to the broader market0.901.001.101.201.30
^XLHK: 1.02
BRK-B: 1.34
The chart of Calmar ratio for ^XLHK, currently valued at -0.01, compared to the broader market-0.500.000.501.00
^XLHK: -0.01
BRK-B: 3.36
The chart of Martin ratio for ^XLHK, currently valued at -0.02, compared to the broader market0.002.004.006.00
^XLHK: -0.02
BRK-B: 8.19

The current ^XLHK Sharpe Ratio is -0.05, which is lower than the BRK-B Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of ^XLHK 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.01
1.60
^XLHK
BRK-B

Drawdowns

^XLHK vs. BRK-B - Drawdown Comparison

The maximum ^XLHK drawdown since its inception was -68.02%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ^XLHK and BRK-B. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-44.00%
-1.26%
^XLHK
BRK-B

Volatility

^XLHK vs. BRK-B - Volatility Comparison

The current volatility for Dow Jones Hong Kong Titans 30 Index (^XLHK) is 10.03%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 10.99%. This indicates that ^XLHK 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%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.03%
10.99%
^XLHK
BRK-B