^DWGROT vs. BRK-B

Last updated Jun 5, 2026

^DWGROT (Dow Jones U.S. Growth Total Stock Market Index) is an index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, ^DWGROT returned 14.98%/yr vs 10.78%/yr for BRK-B. At a 0.42 correlation, their price movements are largely independent.

Performance

^DWGROT vs. BRK-B - Performance Comparison

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

Returns By Period

In the year-to-date period, ^DWGROT achieves a 7.29% return, which is significantly higher than BRK-B's -2.89% return.

^DWGROT

• 1D: -1.24%
• 1M: 2.35%
• YTD: 7.29%
• 6M: 6.12%
• 1Y: 26.75%
• 3Y*: 24.90%
• 5Y*: 14.98%
• 10Y*: —

BRK-B

• 1D: 1.98%
• 1M: 3.90%
• YTD: -2.89%
• 6M: -3.21%
• 1Y: -0.12%
• 3Y*: 13.55%
• 5Y*: 10.78%
• 10Y*: 13.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^DWGROT vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
^DWGROT Dow Jones U.S. Growth Total Stock Market Index	7.29%	17.83%	33.64%	47.46%	-31.24%	25.81%	38.07%	10.38%
BRK-B Berkshire Hathaway Inc.	-2.89%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	9.47%

Correlation

The correlation between ^DWGROT and BRK-B is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019	0.42

Over the past year, the correlation between ^DWGROT and BRK-B has dropped to 0.00 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

Return for Risk

^DWGROT vs. BRK-B — Risk / Return Rank

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

^DWGROT

^DWGROT Risk / Return Rank: 53
^DWGROT Sharpe Ratio Rank: 57
^DWGROT Sortino Ratio Rank: 56
^DWGROT Omega Ratio Rank: 56
^DWGROT Calmar Ratio Rank: 46
^DWGROT Martin Ratio Rank: 49

BRK-B

BRK-B Risk / Return Rank: 38
BRK-B Sharpe Ratio Rank: 41
BRK-B Sortino Ratio Rank: 33
BRK-B Omega Ratio Rank: 32
BRK-B Calmar Ratio Rank: 41
BRK-B Martin Ratio Rank: 41

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.

^DWGROT vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) 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.

	^DWGROT	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	1.68	-0.01	+1.68
Sortino ratio: Return per unit of downside risk	2.28	0.09	+2.20
Omega ratio: Gain probability vs. loss probability	1.29	1.01	+0.28
Calmar ratio: Return relative to maximum drawdown	1.63	-0.01	+1.65
Martin ratio: Return relative to average drawdown	5.64	-0.03	+5.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^DWGROT vs. BRK-B - Sharpe Ratio Comparison

The current ^DWGROT Sharpe Ratio is 1.68, which is higher than the BRK-B Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of ^DWGROT and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	^DWGROT	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	-0.01	+1.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.63	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	0.48	+0.32

Drawdowns

^DWGROT vs. BRK-B - Drawdown Comparison

The maximum ^DWGROT drawdown since its inception was -34.14%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ^DWGROT and BRK-B.

Drawdown Indicators

	^DWGROT	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-34.14%	-53.86%	+19.72%
Max Drawdown (1Y) Largest decline over 1 year	-16.18%	-9.42%	-6.76%
Max Drawdown (3Y) Largest decline over 3 years	-23.54%	-14.95%	-8.59%
Max Drawdown (5Y) Largest decline over 5 years	-34.14%	-26.58%	-7.56%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-1.81%	-9.57%	+7.76%
Average Drawdown Average peak-to-trough decline	-8.15%	-11.07%	+2.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.68%	4.47%	+0.21%

Volatility

^DWGROT vs. BRK-B - Volatility Comparison

The current volatility for Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) is 3.73%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.08%. This indicates that ^DWGROT 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.

Volatility by Period

	^DWGROT	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.73%	4.08%	-0.35%
Volatility (6M) Calculated over the trailing 6-month period	11.85%	10.87%	+0.98%
Volatility (1Y) Calculated over the trailing 1-year period	15.78%	14.39%	+1.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.30%	17.13%	+5.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.42%	19.43%	+4.99%

Frequently Asked Questions

Can I hold both ^DWGROT and BRK-B in my portfolio?

^DWGROT and BRK-B have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^DWGROT or BRK-B?

BRK-B has higher volatility (4.08%) compared to ^DWGROT (3.73%). In terms of maximum drawdown, ^DWGROT dropped -34.14% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

^DWGROT currently has the higher Sharpe Ratio (1.68 vs -0.01), 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.