^DRG vs. BRK-A
^DRG (ARCA Pharmaceutical Index) is an index, while BRK-A (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, ^DRG returned 9.27%/yr vs 13.48%/yr for BRK-A. At a 0.34 correlation, their price movements are largely independent.
Performance
^DRG vs. BRK-A - Performance Comparison
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Returns By Period
In the year-to-date period, ^DRG achieves a 10.50% return, which is significantly higher than BRK-A's -1.28% return. Over the past 10 years, ^DRG has underperformed BRK-A with an annualized return of 9.27%, while BRK-A has yielded a comparatively higher 13.48% annualized return.
^DRG
- 1D
- 3.78%
- 1M
- 7.45%
- YTD
- 10.50%
- 6M
- 9.71%
- 1Y
- 34.16%
- 3Y*
- 12.95%
- 5Y*
- 10.89%
- 10Y*
- 9.27%
BRK-A
- 1D
- 1.60%
- 1M
- 3.64%
- YTD
- -1.28%
- 6M
- -0.25%
- 1Y
- 2.10%
- 3Y*
- 13.43%
- 5Y*
- 12.20%
- 10Y*
- 13.48%
^DRG vs. BRK-A - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^DRG ARCA Pharmaceutical Index | 10.50% | 20.51% | 2.66% | 4.87% | 4.91% | 19.99% | 5.48% | 14.92% | 4.38% | 13.16% |
BRK-A Berkshire Hathaway Inc. | -1.28% | 10.85% | 25.49% | 15.77% | 4.00% | 29.57% | 2.42% | 10.98% | 2.82% | 21.91% |
Correlation
The correlation between ^DRG and BRK-A is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 1994 | 0.35 |
The correlation between ^DRG and BRK-A shifts across timeframes, from 0.27 (1 year) to 0.41 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
^DRG vs. BRK-A — Risk / Return Rank
^DRG
BRK-A
^DRG vs. BRK-A - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ARCA Pharmaceutical Index (^DRG) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^DRG | BRK-A | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.04 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 0.23 | +2.69 |
| Martin ratioReturn relative to average drawdown | 7.95 | 0.48 | +7.48 |
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Drawdowns
^DRG vs. BRK-A - Drawdown Comparison
The maximum ^DRG drawdown since its inception was -51.48%, roughly equal to the maximum BRK-A drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for ^DRG and BRK-A.
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Drawdown Indicators
| ^DRG | BRK-A | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.48% | -51.47% | -0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -9.12% | -2.62% |
Max Drawdown (3Y)Largest decline over 3 years | -24.50% | -14.43% | -10.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -25.98% | +1.48% |
Max Drawdown (10Y)Largest decline over 10 years | -26.25% | -30.43% | +4.18% |
Current DrawdownCurrent decline from peak | 0.00% | -7.93% | +7.93% |
Average DrawdownAverage peak-to-trough decline | -14.19% | -9.52% | -4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.31% | 4.43% | -0.12% |
Volatility
^DRG vs. BRK-A - Volatility Comparison
ARCA Pharmaceutical Index (^DRG) has a higher volatility of 7.29% compared to Berkshire Hathaway Inc. (BRK-A) at 4.05%. This indicates that ^DRG's price experiences larger fluctuations and is considered to be riskier 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
| ^DRG | BRK-A | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 4.05% | +3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 13.91% | 10.52% | +3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 14.00% | +5.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 17.15% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 18.94% | -2.28% |
Frequently Asked Questions
^DRG and BRK-A have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^DRG has higher volatility (7.29%) compared to BRK-A (4.05%). In terms of maximum drawdown, ^DRG dropped -51.48% vs BRK-A's -51.47%.
^DRG currently has the higher Sharpe Ratio (1.78 vs 0.15), 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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