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

Performance

BF-B vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown-Forman Corporation (BF-B) 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, BF-B achieves a -3.41% return, which is significantly higher than BRK-B's -6.20% return. Over the past 10 years, BF-B has underperformed BRK-B with an annualized return of -2.65%, while BRK-B has yielded a comparatively higher 12.82% annualized return.


BF-B

1D
-0.87%
1M
-2.39%
YTD
-3.41%
6M
-15.13%
1Y
-22.37%
3Y*
-25.30%
5Y*
-19.36%
10Y*
-2.65%

BRK-B

1D
0.26%
1M
-0.32%
YTD
-6.20%
6M
-6.94%
1Y
-6.23%
3Y*
12.69%
5Y*
10.06%
10Y*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BF-B vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BF-B
Brown-Forman Corporation
-3.41%-29.29%-32.23%-11.91%-8.86%-6.07%18.67%43.78%-10.98%55.01%
BRK-B
Berkshire Hathaway Inc.
-6.20%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between BF-B and BRK-B is 0.10, 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

0.10

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

0.26

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

0.35

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

0.36

Correlation (All Time)
Calculated using the full available price history since May 10, 1996

0.30

The correlation between BF-B and BRK-B shifts across timeframes, from 0.10 (1 year) to 0.36 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

BF-B:

$2.56

BRK-B:

$33.62

PE Ratio

BF-B:

9.74

BRK-B:

14.03

PEG Ratio

BF-B:

12.11

BRK-B:

0.54

PS Ratio

BF-B:

2.01

BRK-B:

2.71

Total Revenue (TTM)

BF-B:

$3.92B

BRK-B:

$375.39B

Gross Profit (TTM)

BF-B:

$2.33B

BRK-B:

$94.36B

EBITDA (TTM)

BF-B:

$1.17B

BRK-B:

$71.92B

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Return for Risk

BF-B vs. BRK-B — Risk / Return Rank

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

BF-B
BF-B Risk / Return Rank: 1414
Overall Rank
BF-B Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BF-B Sortino Ratio Rank: 1919
Sortino Ratio Rank
BF-B Omega Ratio Rank: 1818
Omega Ratio Rank
BF-B Calmar Ratio Rank: 1111
Calmar Ratio Rank
BF-B Martin Ratio Rank: 66
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1919
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1919
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1515
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 88
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.

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

This table presents a comparison of risk-adjusted performance metrics for Brown-Forman Corporation (BF-B) 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.


BF-BBRK-BDifference

Sharpe ratio

Return per unit of total volatility

-0.53

-0.44

-0.10

Sortino ratio

Return per unit of downside risk

-0.52

-0.51

-0.01

Omega ratio

Gain probability vs. loss probability

0.93

0.94

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.78

-0.68

-0.10

Martin ratio

Return relative to average drawdown

-1.45

-1.36

-0.09

BF-B vs. BRK-B - Sharpe Ratio Comparison

The current BF-B Sharpe Ratio is -0.53, which is comparable to the BRK-B Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of BF-B 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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Sharpe Ratios by Period


BF-BBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.53

-0.44

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.65

0.59

-1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

0.66

-0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.48

0.00

Drawdowns

BF-B vs. BRK-B - Drawdown Comparison

The maximum BF-B drawdown since its inception was -68.96%, 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 BF-B and BRK-B.


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Drawdown Indicators


BF-BBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-68.96%

-53.86%

-15.10%

Max Drawdown (1Y)

Largest decline over 1 year

-29.05%

-9.42%

-19.63%

Max Drawdown (3Y)

Largest decline over 3 years

-65.65%

-14.95%

-50.70%

Max Drawdown (5Y)

Largest decline over 5 years

-68.68%

-26.58%

-42.10%

Max Drawdown (10Y)

Largest decline over 10 years

-68.96%

-29.57%

-39.39%

Current Drawdown

Current decline from peak

-66.04%

-12.65%

-53.39%

Average Drawdown

Average peak-to-trough decline

-11.58%

-11.07%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.61%

4.73%

+10.88%

Volatility

BF-B vs. BRK-B - Volatility Comparison

Brown-Forman Corporation (BF-B) has a higher volatility of 10.45% compared to Berkshire Hathaway Inc. (BRK-B) at 3.79%. This indicates that BF-B'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.


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Volatility by Period


BF-BBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.45%

3.79%

+6.66%

Volatility (6M)

Calculated over the trailing 6-month period

31.30%

10.68%

+20.62%

Volatility (1Y)

Calculated over the trailing 1-year period

42.17%

14.31%

+27.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.88%

17.11%

+12.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.02%

19.43%

+8.59%

Dividends

BF-B vs. BRK-B - Dividend Comparison

BF-B's dividend yield for the trailing twelve months is around 3.67%, while BRK-B has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BF-B
Brown-Forman Corporation
3.67%3.49%2.32%1.46%1.17%2.37%0.88%0.99%3.10%1.09%1.54%1.29%
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%

Financials

BF-B vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Brown-Forman Corporation and Berkshire Hathaway Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B100.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
1.06B
93.68B
(BF-B) Total Revenue
(BRK-B) Total Revenue
Values in USD except per share items

BF-B vs. BRK-B - Profitability Comparison

The chart below illustrates the profitability comparison between Brown-Forman Corporation and Berkshire Hathaway Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
60.6%
28.8%
Portfolio components
BF-B - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported a gross profit of 640.00M and revenue of 1.06B. Therefore, the gross margin over that period was 60.6%.

BRK-B - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Berkshire Hathaway Inc. reported a gross profit of 26.98B and revenue of 93.68B. Therefore, the gross margin over that period was 28.8%.

BF-B - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported an operating income of 340.00M and revenue of 1.06B, resulting in an operating margin of 32.2%.

BRK-B - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Berkshire Hathaway Inc. reported an operating income of 15.05B and revenue of 93.68B, resulting in an operating margin of 16.1%.

BF-B - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported a net income of 267.00M and revenue of 1.06B, resulting in a net margin of 25.3%.

BRK-B - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Berkshire Hathaway Inc. reported a net income of 10.18B and revenue of 93.68B, resulting in a net margin of 10.9%.


Frequently Asked Questions


BF-B and BRK-B have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BF-B has higher volatility (10.45%) compared to BRK-B (3.79%). In terms of maximum drawdown, BF-B dropped -68.96% vs BRK-B's -53.86%.

BRK-B currently has the higher Sharpe Ratio (-0.44 vs -0.53), 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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