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AWYIX vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AWYIX vs. BRK-B

Last updated Jun 23, 2026

AWYIX (CIBC Atlas Equity Income Fund) is Large Cap Growth Equities fund managed by CIBC Private Wealth Management, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, AWYIX returned 7.96%/yr vs 12.33%/yr for BRK-B. A 0.63 correlation means they provide meaningful diversification when combined.

Performance

AWYIX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CIBC Atlas Equity Income Fund (AWYIX) 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, AWYIX achieves a 1.46% return, which is significantly higher than BRK-B's -1.96% return.

AWYIX

1D
-0.30%
1M
-0.86%
YTD
1.46%
6M
0.83%
1Y
9.21%
3Y*
11.98%
5Y*
7.96%
10Y*
—

BRK-B

1D
0.84%
1M
1.32%
YTD
-1.96%
6M
-1.54%
1Y
1.03%
3Y*
13.70%
5Y*
12.33%
10Y*
13.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AWYIX vs. BRK-B - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
AWYIX
CIBC Atlas Equity Income Fund		1.46%7.66%18.19%16.39%-15.59%29.51%12.75%35.07%1.12%
BRK-B
Berkshire Hathaway Inc.		-1.96%10.89%27.09%15.46%3.31%28.95%2.37%10.93%2.43%

Correlation

The correlation between AWYIX and BRK-B is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

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

0.46

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

0.59

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2018

0.63

Over the past year, the correlation between AWYIX and BRK-B has dropped to 0.35 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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CIBC Atlas Equity Income Fund

Berkshire Hathaway Inc.

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Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

AWYIX vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AWYIX
AWYIX Risk / Return Rank: 1313
Overall Rank
AWYIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
AWYIX Sortino Ratio Rank: 1212
Sortino Ratio Rank
AWYIX Omega Ratio Rank: 1111
Omega Ratio Rank
AWYIX Calmar Ratio Rank: 1212
Calmar Ratio Rank
AWYIX Martin Ratio Rank: 1616
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 4141
Overall Rank
BRK-B Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3636
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4545
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4545
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.

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

This table presents a comparison of risk-adjusted performance metrics for CIBC Atlas Equity Income Fund (AWYIX) 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.

AWYIXBRK-BDifference
Sharpe ratioReturn per unit of total volatility
0.90
0.07

+0.83

Sortino ratioReturn per unit of downside risk
1.33
0.20

+1.13

Omega ratioGain probability vs. loss probability

1.16

1.02

+0.14

Calmar ratioReturn relative to maximum drawdown

1.10

0.11

+0.99

Martin ratioReturn relative to average drawdown

4.07

0.23

+3.84

AWYIX vs. BRK-B - Sharpe Ratio Comparison

The current AWYIX Sharpe Ratio is 0.90, which is higher than the BRK-B Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of AWYIX 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

AWYIX vs. BRK-B - Drawdown Comparison

The maximum AWYIX drawdown since its inception was -35.79%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for AWYIX and BRK-B.

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Drawdown Indicators

AWYIXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-35.79%

-53.86%

+18.07%

Max Drawdown (1Y)

Largest decline over 1 year

-8.35%

-9.42%

+1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-18.72%

-14.95%

-3.77%

Max Drawdown (5Y)

Largest decline over 5 years

-19.82%

-26.58%

+6.76%

Max Drawdown (10Y)

Largest decline over 10 years

—

-29.57%

—

Current Drawdown

Current decline from peak

-1.60%

-8.71%

+7.11%

Average Drawdown

Average peak-to-trough decline

-5.00%

-11.07%

+6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

4.57%

-2.33%

Volatility

AWYIX vs. BRK-B - Volatility Comparison

The current volatility for CIBC Atlas Equity Income Fund (AWYIX) is 3.21%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.75%. This indicates that AWYIX 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

AWYIXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

3.75%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

7.69%

10.63%

-2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

10.16%

14.39%

-4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

17.10%

-2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.85%

19.39%

-1.54%

Dividends

AWYIX vs. BRK-B - Dividend Comparison

AWYIX's dividend yield for the trailing twelve months is around 2.15%, while BRK-B has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018
AWYIX
CIBC Atlas Equity Income Fund		2.15%1.74%5.77%1.80%3.23%6.35%6.87%3.82%6.79%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

AWYIX and BRK-B have a correlation of 0.35, 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 (3.75%) compared to AWYIX (3.21%). In terms of maximum drawdown, AWYIX dropped -35.79% vs BRK-B's -53.86%.

AWYIX currently has the higher Sharpe Ratio (0.90 vs 0.07), 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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