^SIXU vs. BRK-A

Last updated Apr 3, 2026

Compare and contrast key facts about Utilities Select Sector Index (^SIXU) and Berkshire Hathaway Inc (BRK-A).

Performance

^SIXU vs. BRK-A - Performance Comparison

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

^SIXU vs. BRK-A - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SIXU Utilities Select Sector Index	8.62%	12.69%	19.58%	-10.20%	-1.12%	13.62%	-2.80%	22.24%	0.48%	8.32%
BRK-A Berkshire Hathaway Inc	-5.10%	10.85%	25.49%	15.77%	4.00%	29.57%	2.42%	10.98%	2.82%	21.91%

Returns By Period

In the year-to-date period, ^SIXU achieves a 8.62% return, which is significantly higher than BRK-A's -5.10% return. Over the past 10 years, ^SIXU has underperformed BRK-A with an annualized return of 6.47%, while BRK-A has yielded a comparatively higher 12.79% annualized return.

^SIXU

• 1D: 0.57%
• 1M: -1.03%
• YTD: 8.62%
• 6M: 5.56%
• 1Y: 16.69%
• 3Y*: 11.32%
• 5Y*: 7.70%
• 10Y*: 6.47%

BRK-A

• 1D: 0.01%
• 1M: -0.66%
• YTD: -5.10%
• 6M: -3.80%
• 1Y: -11.20%
• 3Y*: 15.10%
• 5Y*: 12.91%
• 10Y*: 12.79%

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

Return for Risk

^SIXU vs. BRK-A — Risk / Return Rank

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

^SIXU

^SIXU Risk / Return Rank: 63
^SIXU Sharpe Ratio Rank: 74
^SIXU Sortino Ratio Rank: 66
^SIXU Omega Ratio Rank: 58
^SIXU Calmar Ratio Rank: 70
^SIXU Martin Ratio Rank: 47

BRK-A

BRK-A Risk / Return Rank: 14
BRK-A Sharpe Ratio Rank: 13
BRK-A Sortino Ratio Rank: 14
BRK-A Omega Ratio Rank: 13
BRK-A Calmar Ratio Rank: 14
BRK-A Martin Ratio Rank: 16

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.

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

This table presents a comparison of risk-adjusted performance metrics for Utilities Select Sector Index (^SIXU) 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.

	^SIXU	BRK-A	Difference
Sharpe ratio Return per unit of total volatility	1.06	-0.64	+1.70
Sortino ratio Return per unit of downside risk	1.46	-0.76	+2.22
Omega ratio Gain probability vs. loss probability	1.20	0.90	+0.30
Calmar ratio Return relative to maximum drawdown	1.75	-0.73	+2.48
Martin ratio Return relative to average drawdown	4.19	-1.21	+5.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SIXU vs. BRK-A - Sharpe Ratio Comparison

The current ^SIXU Sharpe Ratio is 1.06, which is higher than the BRK-A Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of ^SIXU and BRK-A, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^SIXU	BRK-A	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	-0.64	+1.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.75	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.68	-0.34
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.82	-0.44

Correlation

The correlation between ^SIXU and BRK-A is 0.39, 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.

Drawdowns

^SIXU vs. BRK-A - Drawdown Comparison

The maximum ^SIXU drawdown since its inception was -36.56%, smaller than the maximum BRK-A drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for ^SIXU and BRK-A.

Drawdown Indicators

	^SIXU	BRK-A	Difference
Max Drawdown Largest peak-to-trough decline	-36.56%	-51.47%	+14.91%
Max Drawdown (1Y) Largest decline over 1 year	-9.82%	-14.43%	+4.61%
Max Drawdown (5Y) Largest decline over 5 years	-27.79%	-25.98%	-1.81%
Max Drawdown (10Y) Largest decline over 10 years	-36.56%	-30.43%	-6.13%
Current Drawdown Current decline from peak	-2.43%	-11.50%	+9.07%
Average Drawdown Average peak-to-trough decline	-6.73%	-9.51%	+2.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.11%	8.69%	-4.58%

Volatility

^SIXU vs. BRK-A - Volatility Comparison

Utilities Select Sector Index (^SIXU) has a higher volatility of 5.13% compared to Berkshire Hathaway Inc (BRK-A) at 4.04%. This indicates that ^SIXU'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.

Volatility by Period

	^SIXU	BRK-A	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.13%	4.04%	+1.09%
Volatility (6M) Calculated over the trailing 6-month period	10.40%	10.99%	-0.59%
Volatility (1Y) Calculated over the trailing 1-year period	15.87%	17.63%	-1.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.17%	17.25%	-0.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.35%	18.98%	+0.37%