0R2V.L vs. BRK-B

Last updated Apr 3, 2026

Compare and contrast key facts about Apple Inc. (0R2V.L) and Berkshire Hathaway Inc. (BRK-B).

Performance

0R2V.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apple Inc. (0R2V.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

0R2V.L vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
0R2V.L Apple Inc.	-6.61%	11.58%	27.65%	51.43%	-27.27%	31.16%	89.32%	87.43%	-6.49%
BRK-B Berkshire Hathaway Inc.	-5.03%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	0.57%

Returns By Period

In the year-to-date period, 0R2V.L achieves a -6.61% return, which is significantly lower than BRK-B's -5.03% return.

0R2V.L

• 1D: 0.05%
• 1M: -3.23%
• YTD: -6.61%
• 6M: -0.79%
• 1Y: 14.01%
• 3Y*: 16.27%
• 5Y*: 16.29%
• 10Y*: —

BRK-B

• 1D: -0.24%
• 1M: -0.83%
• YTD: -5.03%
• 6M: -3.74%
• 1Y: -11.23%
• 3Y*: 15.44%
• 5Y*: 13.08%
• 10Y*: 12.79%

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

Return for Risk

0R2V.L vs. BRK-B — Risk / Return Rank

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

0R2V.L

0R2V.L Risk / Return Rank: 54
0R2V.L Sharpe Ratio Rank: 56
0R2V.L Sortino Ratio Rank: 49
0R2V.L Omega Ratio Rank: 51
0R2V.L Calmar Ratio Rank: 55
0R2V.L Martin Ratio Rank: 58

BRK-B

BRK-B Risk / Return Rank: 15
BRK-B Sharpe Ratio Rank: 14
BRK-B Sortino Ratio Rank: 15
BRK-B Omega Ratio Rank: 14
BRK-B Calmar Ratio Rank: 15
BRK-B Martin Ratio Rank: 17

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.

0R2V.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple Inc. (0R2V.L) 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.

	0R2V.L	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	0.48	-0.62	+1.10
Sortino ratio Return per unit of downside risk	0.85	-0.73	+1.57
Omega ratio Gain probability vs. loss probability	1.12	0.90	+0.22
Calmar ratio Return relative to maximum drawdown	0.68	-0.70	+1.38
Martin ratio Return relative to average drawdown	1.96	-1.19	+3.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

0R2V.L vs. BRK-B - Sharpe Ratio Comparison

The current 0R2V.L Sharpe Ratio is 0.48, which is higher than the BRK-B Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of 0R2V.L and BRK-B, 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

	0R2V.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.48	-0.62	+1.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.76	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.48	+0.26

Correlation

The correlation between 0R2V.L and BRK-B is 0.21, 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.

Dividends

0R2V.L vs. BRK-B - Dividend Comparison

0R2V.L's dividend yield for the trailing twelve months is around 0.41%, while BRK-B has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
0R2V.L Apple Inc.	0.41%	0.38%	0.40%	0.49%	0.71%	0.49%	0.59%	1.05%	1.79%	0.00%	0.00%	0.00%
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

0R2V.L vs. BRK-B - Drawdown Comparison

The maximum 0R2V.L drawdown since its inception was -38.25%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for 0R2V.L and BRK-B.

Drawdown Indicators

	0R2V.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-38.25%	-53.86%	+15.61%
Max Drawdown (1Y) Largest decline over 1 year	-14.37%	-14.95%	+0.58%
Max Drawdown (5Y) Largest decline over 5 years	-32.60%	-26.58%	-6.02%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-10.75%	-11.57%	+0.82%
Average Drawdown Average peak-to-trough decline	-9.45%	-11.07%	+1.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.45%	8.75%	-1.30%

Volatility

0R2V.L vs. BRK-B - Volatility Comparison

Apple Inc. (0R2V.L) has a higher volatility of 5.22% compared to Berkshire Hathaway Inc. (BRK-B) at 4.12%. This indicates that 0R2V.L'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.

Volatility by Period

	0R2V.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.22%	4.12%	+1.10%
Volatility (6M) Calculated over the trailing 6-month period	16.57%	11.11%	+5.46%
Volatility (1Y) Calculated over the trailing 1-year period	29.70%	18.30%	+11.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.26%	17.20%	+16.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.07%	19.44%	+14.63%

Financials