BKT vs. BRK-A

Last updated Apr 2, 2026

Compare and contrast key facts about BlackRock Income Trust (BKT) and Berkshire Hathaway Inc (BRK-A).

BKT is managed by BlackRock. It was launched on Jan 2, 1990.

Performance

BKT vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Income Trust (BKT) and Berkshire Hathaway Inc (BRK-A). The values are adjusted to include any dividend payments, if applicable.

BKT vs. BRK-A - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BKT BlackRock Income Trust	-1.18%	5.92%	3.33%	7.69%	-21.51%	-0.44%	7.36%	14.91%	-2.59%	2.58%
BRK-A Berkshire Hathaway Inc	-5.11%	10.85%	25.49%	15.77%	4.00%	29.57%	2.42%	10.98%	2.82%	21.91%

Returns By Period

In the year-to-date period, BKT achieves a -1.18% return, which is significantly higher than BRK-A's -5.11% return. Over the past 10 years, BKT has underperformed BRK-A with an annualized return of 1.15%, while BRK-A has yielded a comparatively higher 12.75% annualized return.

BKT

• 1D: 0.76%
• 1M: -3.53%
• YTD: -1.18%
• 6M: -0.69%
• 1Y: -0.79%
• 3Y*: 3.79%
• 5Y*: -2.18%
• 10Y*: 1.15%

BRK-A

• 1D: -0.26%
• 1M: -0.52%
• YTD: -5.11%
• 6M: -3.97%
• 1Y: -10.50%
• 3Y*: 15.44%
• 5Y*: 12.91%
• 10Y*: 12.75%

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

Return for Risk

BKT vs. BRK-A — Risk / Return Rank

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

BKT

BKT Risk / Return Rank: 4
BKT Sharpe Ratio Rank: 4
BKT Sortino Ratio Rank: 3
BKT Omega Ratio Rank: 3
BKT Calmar Ratio Rank: 5
BKT Martin Ratio Rank: 5

BRK-A

BRK-A Risk / Return Rank: 16
BRK-A Sharpe Ratio Rank: 15
BRK-A Sortino Ratio Rank: 15
BRK-A Omega Ratio Rank: 15
BRK-A Calmar Ratio Rank: 16
BRK-A Martin Ratio Rank: 18

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.

BKT vs. BRK-A - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Income Trust (BKT) and Berkshire Hathaway Inc (BRK-A). 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.

	BKT	BRK-A	Difference
Sharpe ratio Return per unit of total volatility	-0.10	-0.60	+0.50
Sortino ratio Return per unit of downside risk	-0.08	-0.70	+0.62
Omega ratio Gain probability vs. loss probability	0.99	0.90	+0.09
Calmar ratio Return relative to maximum drawdown	-0.09	-0.71	+0.62
Martin ratio Return relative to average drawdown	-0.20	-1.19	+0.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BKT vs. BRK-A - Sharpe Ratio Comparison

The current BKT Sharpe Ratio is -0.10, which is higher than the BRK-A Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of BKT and BRK-A, 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

	BKT	BRK-A	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.10	-0.60	+0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.19	0.75	-0.95
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.12	0.67	-0.55
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.82	-0.69

Correlation

The correlation between BKT and BRK-A is 0.05, 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

BKT vs. BRK-A - Dividend Comparison

BKT's dividend yield for the trailing twelve months is around 9.90%, while BRK-A has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BKT BlackRock Income Trust	9.90%	9.53%	9.19%	8.69%	8.35%	7.31%	6.80%	6.82%	6.48%	5.15%	5.09%	5.89%
BRK-A 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

BKT vs. BRK-A - Drawdown Comparison

The maximum BKT drawdown since its inception was -48.86%, smaller than the maximum BRK-A drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for BKT and BRK-A.

Drawdown Indicators

	BKT	BRK-A	Difference
Max Drawdown Largest peak-to-trough decline	-48.86%	-51.47%	+2.61%
Max Drawdown (1Y) Largest decline over 1 year	-5.89%	-14.43%	+8.54%
Max Drawdown (5Y) Largest decline over 5 years	-35.70%	-25.98%	-9.72%
Max Drawdown (10Y) Largest decline over 10 years	-35.70%	-30.43%	-5.27%
Current Drawdown Current decline from peak	-18.54%	-11.50%	-7.04%
Average Drawdown Average peak-to-trough decline	-14.74%	-9.51%	-5.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	8.66%	-5.95%

Volatility

BKT vs. BRK-A - Volatility Comparison

The current volatility for BlackRock Income Trust (BKT) is 2.71%, while Berkshire Hathaway Inc (BRK-A) has a volatility of 4.28%. This indicates that BKT experiences smaller price fluctuations and is considered to be less risky than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BKT	BRK-A	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.71%	4.28%	-1.57%
Volatility (6M) Calculated over the trailing 6-month period	4.60%	11.04%	-6.44%
Volatility (1Y) Calculated over the trailing 1-year period	7.92%	17.63%	-9.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.26%	17.26%	-6.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.70%	18.99%	-9.29%