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^DJUS vs. BRK-A
Performance
Return for Risk
Drawdowns
Volatility

^DJUS vs. BRK-A

Last updated Jun 5, 2026

^DJUS (Dow Jones U.S. Index) is an index, while BRK-A (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, ^DJUS returned 13.35%/yr vs 12.93%/yr for BRK-A. A 0.51 correlation means they provide meaningful diversification when combined.

Performance

^DJUS vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Index (^DJUS) and Berkshire Hathaway Inc. (BRK-A). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^DJUS achieves a 10.95% return, which is significantly higher than BRK-A's -4.82% return. Both investments have delivered pretty close results over the past 10 years, with ^DJUS having a 13.35% annualized return and BRK-A not far behind at 12.93%.

^DJUS

1D
0.44%
1M
4.57%
YTD
10.95%
6M
10.63%
1Y
26.75%
3Y*
20.96%
5Y*
11.64%
10Y*
13.35%

BRK-A

1D
0.66%
1M
2.64%
YTD
-4.82%
6M
-4.81%
1Y
-2.63%
3Y*
12.92%
5Y*
10.35%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^DJUS vs. BRK-A - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
^DJUS
Dow Jones U.S. Index		10.95%15.89%22.77%24.51%-20.68%24.80%18.31%28.62%-6.76%19.16%
BRK-A
Berkshire Hathaway Inc.		-4.82%10.85%25.49%15.77%4.00%29.57%2.42%10.98%2.82%21.91%

Correlation

The correlation between ^DJUS and BRK-A is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2000

0.51

Over the past year, the correlation between ^DJUS and BRK-A has dropped to 0.13 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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Dow Jones U.S. Index

Berkshire Hathaway Inc.

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Often compared with BRK-A:
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Return for Risk

^DJUS vs. BRK-A — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^DJUS
^DJUS Risk / Return Rank: 7676
Overall Rank
^DJUS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
^DJUS Sortino Ratio Rank: 7373
Sortino Ratio Rank
^DJUS Omega Ratio Rank: 7474
Omega Ratio Rank
^DJUS Calmar Ratio Rank: 7373
Calmar Ratio Rank
^DJUS Martin Ratio Rank: 8585
Martin Ratio Rank
BRK-A
BRK-A Risk / Return Rank: 3030
Overall Rank
BRK-A Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-A Sortino Ratio Rank: 2727
Sortino Ratio Rank
BRK-A Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-A Calmar Ratio Rank: 3232
Calmar Ratio Rank
BRK-A Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^DJUS vs. BRK-A - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Index (^DJUS) and Berkshire Hathaway Inc. (BRK-A). 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.

^DJUSBRK-ADifference
Sharpe ratioReturn per unit of total volatility
2.22
-0.19

+2.42

Sortino ratioReturn per unit of downside risk
3.04
-0.17

+3.21

Omega ratioGain probability vs. loss probability

1.40

0.98

+0.42

Calmar ratioReturn relative to maximum drawdown

2.96

-0.29

+3.25

Martin ratioReturn relative to average drawdown

13.49

-0.60

+14.09

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^DJUS vs. BRK-A - Sharpe Ratio Comparison

The current ^DJUS Sharpe Ratio is 2.22, which is higher than the BRK-A Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of ^DJUS and BRK-A, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

^DJUSBRK-ADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

-0.19

+2.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.61

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.68

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.82

-0.49

Drawdowns

^DJUS vs. BRK-A - Drawdown Comparison

The maximum ^DJUS drawdown since its inception was -56.62%, which is greater than BRK-A's maximum drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for ^DJUS and BRK-A.

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Drawdown Indicators

^DJUSBRK-ADifference

Max Drawdown

Largest peak-to-trough decline

-56.62%

-51.47%

-5.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-9.12%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-19.40%

-14.43%

-4.97%

Max Drawdown (5Y)

Largest decline over 5 years

-26.24%

-25.98%

-0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-45.22%

-30.43%

-14.79%

Current Drawdown

Current decline from peak

-0.31%

-11.23%

+10.92%

Average Drawdown

Average peak-to-trough decline

-13.33%

-9.52%

-3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

4.39%

-2.40%

Volatility

^DJUS vs. BRK-A - Volatility Comparison

The current volatility for Dow Jones U.S. Index (^DJUS) is 2.94%, while Berkshire Hathaway Inc. (BRK-A) has a volatility of 3.58%. This indicates that ^DJUS experiences smaller price fluctuations and is considered to be less risky than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

^DJUSBRK-ADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

3.58%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

10.42%

-1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

13.84%

-1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.27%

17.15%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.99%

18.97%

+1.02%

Frequently Asked Questions

^DJUS and BRK-A have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRK-A has higher volatility (3.58%) compared to ^DJUS (2.94%). In terms of maximum drawdown, ^DJUS dropped -56.62% vs BRK-A's -51.47%.

^DJUS currently has the higher Sharpe Ratio (2.22 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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