^TYX vs. BRK-B
^TYX (Treasury Yield 30 Years) is an index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, ^TYX returned 7.45%/yr vs 13.22%/yr for BRK-B. At a 0.16 correlation, their price movements are largely independent.
Performance
^TYX vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, ^TYX achieves a 2.79% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, ^TYX has underperformed BRK-B with an annualized return of 7.45%, while BRK-B has yielded a comparatively higher 13.22% annualized return.
^TYX
- 1D
- 0.48%
- 1M
- -0.74%
- YTD
- 2.79%
- 6M
- 2.41%
- 1Y
- 1.22%
- 3Y*
- 8.08%
- 5Y*
- 18.25%
- 10Y*
- 7.45%
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%
^TYX vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^TYX Treasury Yield 30 Years | 2.79% | 1.13% | 19.08% | 1.11% | 108.66% | 15.74% | -31.10% | -20.89% | 10.26% | -10.58% |
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 ^TYX and BRK-B is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since May 9, 1996 | 0.16 |
The correlation between ^TYX and BRK-B shifts across timeframes, from -0.08 (3 years) to 0.18 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
^TYX vs. BRK-B — Risk / Return Rank
^TYX
BRK-B
^TYX vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 30 Years (^TYX) 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.
| ^TYX | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.01 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | -0.02 | +0.31 |
| Martin ratioReturn relative to average drawdown | 0.62 | -0.05 | +0.67 |
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Drawdowns
^TYX vs. BRK-B - Drawdown Comparison
The maximum ^TYX drawdown since its inception was -93.84%, 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 ^TYX and BRK-B.
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Drawdown Indicators
| ^TYX | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.84% | -53.86% | -39.98% |
Max Drawdown (1Y)Largest decline over 1 year | -9.55% | -9.42% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -22.85% | -14.95% | -7.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.04% | -26.58% | +2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -72.86% | -29.57% | -43.29% |
Current DrawdownCurrent decline from peak | -67.29% | -9.36% | -57.93% |
Average DrawdownAverage peak-to-trough decline | -56.71% | -11.07% | -45.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 4.53% | -0.09% |
Volatility
^TYX vs. BRK-B - Volatility Comparison
The current volatility for Treasury Yield 30 Years (^TYX) is 3.72%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.95%. This indicates that ^TYX 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.
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Volatility by Period
| ^TYX | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 3.95% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 10.78% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.20% | 14.38% | -2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.35% | 17.12% | +8.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.56% | 19.44% | +14.12% |
Frequently Asked Questions
^TYX and BRK-B have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRK-B has higher volatility (3.95%) compared to ^TYX (3.72%). In terms of maximum drawdown, ^TYX dropped -93.84% vs BRK-B's -53.86%.
^TYX currently has the higher Sharpe Ratio (0.23 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.
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