BBLU vs. BRK-B

Last updated Jun 5, 2026

BBLU (Ea Bridgeway Blue Chip ETF) is Large Cap Growth Equities fund actively managed by Alpha Architect, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 3 years, BBLU returned 23.37%/yr vs 13.36%/yr for BRK-B. At a 0.46 correlation, their price movements are largely independent.

Performance

BBLU vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ea Bridgeway Blue Chip ETF (BBLU) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBLU achieves a 10.68% return, which is significantly higher than BRK-B's -4.78% return.

BBLU

• 1D: 0.42%
• 1M: 6.08%
• YTD: 10.68%
• 6M: 10.55%
• 1Y: 29.46%
• 3Y*: 23.37%
• 5Y*: —
• 10Y*: —

BRK-B

• 1D: 0.69%
• 1M: 2.82%
• YTD: -4.78%
• 6M: -4.89%
• 1Y: -2.52%
• 3Y*: 13.36%
• 5Y*: 10.35%
• 10Y*: 12.93%

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

BBLU vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BBLU Ea Bridgeway Blue Chip ETF	10.68%	18.40%	27.47%	31.11%	6.20%
BRK-B Berkshire Hathaway Inc.	-4.78%	10.89%	27.09%	15.46%	11.51%

Correlation

The correlation between BBLU and BRK-B is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (All Time) Calculated using the full available price history since Oct 18, 2022	0.46

Over the past year, the correlation between BBLU and BRK-B has dropped to 0.19 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

Return for Risk

BBLU vs. BRK-B — Risk / Return Rank

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

BBLU

BBLU Risk / Return Rank: 82
BBLU Sharpe Ratio Rank: 82
BBLU Sortino Ratio Rank: 84
BBLU Omega Ratio Rank: 79
BBLU Calmar Ratio Rank: 80
BBLU Martin Ratio Rank: 82

BRK-B

BRK-B Risk / Return Rank: 31
BRK-B Sharpe Ratio Rank: 34
BRK-B Sortino Ratio Rank: 28
BRK-B Omega Ratio Rank: 27
BRK-B Calmar Ratio Rank: 33
BRK-B Martin Ratio Rank: 32

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.

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

This table presents a comparison of risk-adjusted performance metrics for Ea Bridgeway Blue Chip ETF (BBLU) 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.

	BBLU	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	2.64	-0.18	+2.82
Sortino ratio: Return per unit of downside risk	3.73	-0.15	+3.88
Omega ratio: Gain probability vs. loss probability	1.47	0.98	+0.48
Calmar ratio: Return relative to maximum drawdown	4.10	-0.27	+4.37
Martin ratio: Return relative to average drawdown	16.36	-0.57	+16.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBLU vs. BRK-B - Sharpe Ratio Comparison

The current BBLU Sharpe Ratio is 2.64, which is higher than the BRK-B Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of BBLU 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.

Sharpe Ratios by Period

	BBLU	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.64	-0.18	+2.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.81	0.48	+1.34

Drawdowns

BBLU vs. BRK-B - Drawdown Comparison

The maximum BBLU drawdown since its inception was -17.20%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BBLU and BRK-B.

Drawdown Indicators

	BBLU	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-17.20%	-53.86%	+36.66%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-9.42%	+2.20%
Max Drawdown (3Y) Largest decline over 3 years	-17.20%	-14.95%	-2.25%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-0.41%	-11.33%	+10.92%
Average Drawdown Average peak-to-trough decline	-1.98%	-11.07%	+9.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	4.46%	-2.65%

Volatility

BBLU vs. BRK-B - Volatility Comparison

The current volatility for Ea Bridgeway Blue Chip ETF (BBLU) is 2.83%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.72%. This indicates that BBLU 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.

Volatility by Period

	BBLU	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.83%	3.72%	-0.89%
Volatility (6M) Calculated over the trailing 6-month period	7.88%	10.70%	-2.82%
Volatility (1Y) Calculated over the trailing 1-year period	11.20%	14.32%	-3.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.53%	17.11%	-2.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.53%	19.43%	-4.90%

Dividends

BBLU vs. BRK-B - Dividend Comparison

BBLU's dividend yield for the trailing twelve months is around 1.13%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
BBLU Ea Bridgeway Blue Chip ETF	1.13%	1.25%	1.39%	1.68%	32.08%
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BBLU and BRK-B in my portfolio?

BBLU and BRK-B have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BBLU or BRK-B?

BRK-B has higher volatility (3.72%) compared to BBLU (2.83%). In terms of maximum drawdown, BBLU dropped -17.20% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

BBLU currently has the higher Sharpe Ratio (2.64 vs -0.18), 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.