PortfoliosLab logoPortfoliosLab logo
AGG vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGG vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. Aggregate Bond ETF (AGG) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AGG achieves a 0.52% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, AGG has underperformed BRK-B with an annualized return of 1.57%, while BRK-B has yielded a comparatively higher 13.22% annualized return.


AGG

1D
-0.12%
1M
0.43%
YTD
0.52%
6M
0.93%
1Y
4.50%
3Y*
4.19%
5Y*
0.06%
10Y*
1.57%

BRK-B

1D
0.71%
1M
0.77%
YTD
-2.67%
6M
-2.06%
1Y
-0.22%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGG vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGG
iShares Core U.S. Aggregate Bond ETF
0.52%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%
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 AGG and BRK-B is 0.08, 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

0.08

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

0.11

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

0.06

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2003

-0.11

The correlation between AGG and BRK-B shifts across timeframes, from -0.11 (all time) to 0.11 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AGG vs. BRK-B — Risk / Return Rank

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

AGG
AGG Risk / Return Rank: 3737
Overall Rank
AGG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3838
Sortino Ratio Rank
AGG Omega Ratio Rank: 3636
Omega Ratio Rank
AGG Calmar Ratio Rank: 3737
Calmar Ratio Rank
AGG Martin Ratio Rank: 3535
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.

AGG vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) 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.


AGGBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.21

1.01

+0.20

Calmar ratioReturn relative to maximum drawdown

1.63

-0.02

+1.66

Martin ratioReturn relative to average drawdown

4.82

-0.05

+4.87

AGG vs. BRK-B - Sharpe Ratio Comparison

The current AGG Sharpe Ratio is 1.19, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of AGG 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.


Loading charts...

Drawdowns

AGG vs. BRK-B - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for AGG and BRK-B.


Loading charts...

Drawdown Indicators


AGGBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-53.86%

+35.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-9.42%

+6.66%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-14.95%

+8.84%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

-26.58%

+8.76%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

-29.57%

+11.14%

Current Drawdown

Current decline from peak

-1.88%

-9.36%

+7.48%

Average Drawdown

Average peak-to-trough decline

-2.71%

-11.07%

+8.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

4.53%

-3.59%

Volatility

AGG vs. BRK-B - Volatility Comparison

The current volatility for iShares Core U.S. Aggregate Bond ETF (AGG) is 1.37%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.95%. This indicates that AGG 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.


Loading charts...

Volatility by Period


AGGBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

3.95%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

10.78%

-7.97%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

14.38%

-10.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

17.12%

-11.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.41%

19.44%

-14.03%

Dividends

AGG vs. BRK-B - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 3.98%, while BRK-B has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.98%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
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%

Frequently Asked Questions


AGG and BRK-B have a correlation of 0.08, 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 AGG (1.37%). In terms of maximum drawdown, AGG dropped -18.43% vs BRK-B's -53.86%.

AGG currently has the higher Sharpe Ratio (1.19 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 AGG 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.

Open Portfolio Optimizer