^XSP vs. BRK-B
Compare and contrast key facts about S&P 500 Mini-SPX Options Index (^XSP) and Berkshire Hathaway Inc. (BRK-B).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^XSP or BRK-B.
Correlation
The correlation between ^XSP and BRK-B is 0.61, 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
^XSP vs. BRK-B - Performance Comparison
Key characteristics
^XSP:
1.83
BRK-B:
1.66
^XSP:
2.46
BRK-B:
2.37
^XSP:
1.34
BRK-B:
1.30
^XSP:
2.72
BRK-B:
3.19
^XSP:
11.89
BRK-B:
7.87
^XSP:
1.94%
BRK-B:
3.07%
^XSP:
12.57%
BRK-B:
14.59%
^XSP:
-25.43%
BRK-B:
-53.86%
^XSP:
-3.66%
BRK-B:
-6.98%
Returns By Period
In the year-to-date period, ^XSP achieves a 23.01% return, which is significantly lower than BRK-B's 25.99% return.
^XSP
23.01%
-0.84%
7.20%
24.87%
N/A
N/A
BRK-B
25.99%
-4.16%
9.82%
26.45%
14.74%
11.48%
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Risk-Adjusted Performance
^XSP vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Mini-SPX Options Index (^XSP) 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
^XSP vs. BRK-B - Drawdown Comparison
The maximum ^XSP drawdown since its inception was -25.43%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ^XSP and BRK-B. For additional features, visit the drawdowns tool.
Volatility
^XSP vs. BRK-B - Volatility Comparison
S&P 500 Mini-SPX Options Index (^XSP) and Berkshire Hathaway Inc. (BRK-B) have volatilities of 3.62% and 3.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.