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BKT vs. BRK-A
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, BKT achieves a -0.95% return, which is significantly higher than BRK-A's -4.82% return. Over the past 10 years, BKT has underperformed BRK-A with an annualized return of 1.23%, while BRK-A has yielded a comparatively higher 12.93% annualized return.


BKT

1D
0.29%
1M
-0.49%
YTD
-0.95%
6M
-0.06%
1Y
0.90%
3Y*
4.09%
5Y*
-2.80%
10Y*
1.23%

BRK-A

1D
0.66%
1M
2.64%
YTD
-4.82%
6M
-4.81%
1Y
-2.63%
3Y*
12.92%
5Y*
10.35%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKT vs. BRK-A - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKT
BlackRock Income Trust
-0.95%5.92%3.33%7.69%-21.51%-0.44%7.36%14.91%-2.59%2.58%
BRK-A
Berkshire Hathaway Inc.
-4.82%10.85%25.49%15.77%4.00%29.57%2.42%10.98%2.82%21.91%

Correlation

The correlation between BKT and BRK-A is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.14

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

0.12

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jul 26, 1988

0.05

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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: 33
Overall Rank
BKT Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BKT Sortino Ratio Rank: 33
Sortino Ratio Rank
BKT Omega Ratio Rank: 33
Omega Ratio Rank
BKT Calmar Ratio Rank: 33
Calmar Ratio Rank
BKT Martin Ratio Rank: 33
Martin Ratio Rank

BRK-A
BRK-A Risk / Return Rank: 3030
Overall Rank
BRK-A Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-A Sortino Ratio Rank: 2727
Sortino Ratio Rank
BRK-A Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-A Calmar Ratio Rank: 3232
Calmar Ratio Rank
BRK-A Martin Ratio Rank: 3131
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.

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.


BKTBRK-ADifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.03

0.98

+0.05

Calmar ratioReturn relative to maximum drawdown

0.14

-0.29

+0.43

Martin ratioReturn relative to average drawdown

0.32

-0.60

+0.92

BKT vs. BRK-A - Sharpe Ratio Comparison

The current BKT Sharpe Ratio is 0.13, which is higher than the BRK-A Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of BKT and BRK-A, 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


BKTBRK-ADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

-0.19

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

0.61

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.68

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.82

-0.68

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.


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Drawdown Indicators


BKTBRK-ADifference

Max Drawdown

Largest peak-to-trough decline

-48.86%

-51.47%

+2.61%

Max Drawdown (1Y)

Largest decline over 1 year

-6.24%

-9.12%

+2.88%

Max Drawdown (3Y)

Largest decline over 3 years

-12.46%

-14.43%

+1.97%

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

-18.35%

-11.23%

-7.12%

Average Drawdown

Average peak-to-trough decline

-14.76%

-9.52%

-5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

4.39%

-1.60%

Volatility

BKT vs. BRK-A - Volatility Comparison

The current volatility for BlackRock Income Trust (BKT) is 2.97%, while Berkshire Hathaway Inc. (BRK-A) has a volatility of 3.58%. 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.


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Volatility by Period


BKTBRK-ADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

3.58%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

4.90%

10.42%

-5.52%

Volatility (1Y)

Calculated over the trailing 1-year period

6.92%

13.84%

-6.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.21%

17.15%

-5.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.73%

18.97%

-9.24%

Dividends

BKT vs. BRK-A - Dividend Comparison

BKT's dividend yield for the trailing twelve months is around 10.05%, while BRK-A has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BKT
BlackRock Income Trust
10.05%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%

Frequently Asked Questions


BKT and BRK-A have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRK-A has higher volatility (3.58%) compared to BKT (2.97%). In terms of maximum drawdown, BKT dropped -48.86% vs BRK-A's -51.47%.

BKT currently has the higher Sharpe Ratio (0.13 vs -0.19), 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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