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^TNX vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility

Performance

^TNX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cboe 10-Year Treasury Note Yield Index (^TNX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^TNX achieves a 7.78% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, ^TNX has underperformed BRK-B with an annualized return of 10.79%, while BRK-B has yielded a comparatively higher 13.22% annualized return.


^TNX

1D
0.54%
1M
0.58%
YTD
7.78%
6M
6.99%
1Y
1.42%
3Y*
5.34%
5Y*
25.14%
10Y*
10.79%

BRK-B

1D
0.71%
1M
1.07%
YTD
-2.67%
6M
-2.06%
1Y
0.35%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^TNX vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^TNX
Cboe 10-Year Treasury Note Yield Index
7.78%-8.97%18.29%-0.34%156.55%64.89%-52.21%-28.56%11.68%-1.68%
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between ^TNX and BRK-B is -0.07, 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

-0.07

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

-0.07

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

0.03

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

0.19

Correlation (All Time)
Calculated using the full available price history since May 9, 1996

0.17

The correlation between ^TNX and BRK-B shifts across timeframes, from -0.07 (3 years) to 0.19 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

^TNX vs. BRK-B — Risk / Return Rank

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

^TNX
^TNX Risk / Return Rank: 2020
Overall Rank
^TNX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1919
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1919
Omega Ratio Rank
^TNX Calmar Ratio Rank: 2020
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1818
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
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.

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

This table presents a comparison of risk-adjusted performance metrics for Cboe 10-Year Treasury Note Yield Index (^TNX) 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.

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.


^TNXBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.04

1.01

+0.03

Calmar ratioReturn relative to maximum drawdown

0.25

-0.02

+0.27

Martin ratioReturn relative to average drawdown

0.45

-0.05

+0.50

^TNX vs. BRK-B - Sharpe Ratio Comparison

The current ^TNX Sharpe Ratio is 0.20, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of ^TNX 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.


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Drawdowns

^TNX vs. BRK-B - Drawdown Comparison

The maximum ^TNX drawdown since its inception was -96.85%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ^TNX and BRK-B.


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Drawdown Indicators


^TNXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-96.85%

-53.86%

-42.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-9.42%

-2.52%

Max Drawdown (3Y)

Largest decline over 3 years

-27.41%

-14.95%

-12.46%

Max Drawdown (5Y)

Largest decline over 5 years

-27.41%

-26.58%

-0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-84.57%

-29.57%

-55.00%

Current Drawdown

Current decline from peak

-71.67%

-9.36%

-62.31%

Average Drawdown

Average peak-to-trough decline

-55.00%

-11.07%

-43.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.59%

4.53%

+2.06%

Volatility

^TNX vs. BRK-B - Volatility Comparison

Cboe 10-Year Treasury Note Yield Index (^TNX) has a higher volatility of 5.04% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that ^TNX's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^TNXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

3.95%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

10.72%

10.78%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

15.22%

14.38%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.36%

17.12%

+15.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.97%

19.44%

+28.53%

Frequently Asked Questions


^TNX and BRK-B have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^TNX has higher volatility (5.04%) compared to BRK-B (3.95%). In terms of maximum drawdown, ^TNX dropped -96.85% vs BRK-B's -53.86%.

^TNX currently has the higher Sharpe Ratio (0.20 vs -0.02), 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.

Portfolio Optimizer

Find the right allocation for ^TNX and BRK-B

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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