BKV vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about BKV Corp (BKV) and Berkshire Hathaway Inc. (BRK-B).

Performance

BKV vs. BRK-B - Performance Comparison

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

BKV vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BKV BKV Corp	0.33%	14.17%	32.11%
BRK-B Berkshire Hathaway Inc.	-4.80%	10.89%	-0.20%

Fundamentals

Market Cap BKV : $2.52B BRK-B : $1.03T
EPS BKV : $1.97 BRK-B : $31.03
PE Ratio BKV : 13.80 BRK-B : 15.42
PS Ratio BKV : 16.02 BRK-B : 2.78
PB Ratio BKV : 1.24 BRK-B : 1.44
Total Revenue (TTM) BKV : $148.69M BRK-B : $371.37B
Gross Profit (TTM) BKV : -$482.00M BRK-B : $116.89B
EBITDA (TTM) BKV : $397.77M BRK-B : $87.30B

Returns By Period

In the year-to-date period, BKV achieves a 0.33% return, which is significantly higher than BRK-B's -4.80% return.

BKV

• 1D: -4.49%
• 1M: -12.89%
• YTD: 0.33%
• 6M: 14.55%
• 1Y: 30.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRK-B

• 1D: -0.15%
• 1M: -0.35%
• YTD: -4.80%
• 6M: -3.95%
• 1Y: -10.22%
• 3Y*: 15.72%
• 5Y*: 13.13%
• 10Y*: 12.78%

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

Return for Risk

BKV vs. BRK-B — Risk / Return Rank

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

BKV

BKV Risk / Return Rank: 61
BKV Sharpe Ratio Rank: 62
BKV Sortino Ratio Rank: 57
BKV Omega Ratio Rank: 57
BKV Calmar Ratio Rank: 63
BKV Martin Ratio Rank: 65

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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.

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

This table presents a comparison of risk-adjusted performance metrics for BKV Corp (BKV) 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.

	BKV	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	0.63	-0.56	+1.20
Sortino ratio Return per unit of downside risk	1.11	-0.65	+1.76
Omega ratio Gain probability vs. loss probability	1.15	0.91	+0.24
Calmar ratio Return relative to maximum drawdown	1.13	-0.68	+1.81
Martin ratio Return relative to average drawdown	2.98	-1.16	+4.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BKV vs. BRK-B - Sharpe Ratio Comparison

The current BKV Sharpe Ratio is 0.63, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of BKV and BRK-B, 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

	BKV	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.63	-0.56	+1.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.77	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.48	+0.24

Correlation

The correlation between BKV and BRK-B is 0.09, 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

BKV vs. BRK-B - Dividend Comparison

Neither BKV nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

BKV vs. BRK-B - Drawdown Comparison

The maximum BKV drawdown since its inception was -39.98%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BKV and BRK-B.

Drawdown Indicators

	BKV	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-39.98%	-53.86%	+13.88%
Max Drawdown (1Y) Largest decline over 1 year	-26.35%	-14.95%	-11.40%
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	-13.52%	-11.36%	-2.16%
Average Drawdown Average peak-to-trough decline	-11.38%	-11.07%	-0.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.96%	8.72%	+1.24%

Volatility

BKV vs. BRK-B - Volatility Comparison

BKV Corp (BKV) has a higher volatility of 9.38% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. This indicates that BKV'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.

Volatility by Period

	BKV	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.38%	4.33%	+5.05%
Volatility (6M) Calculated over the trailing 6-month period	33.23%	11.14%	+22.09%
Volatility (1Y) Calculated over the trailing 1-year period	47.81%	18.30%	+29.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.19%	17.20%	+26.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.19%	19.45%	+24.74%

Financials