BOXX vs. BRK-B
BOXX (Alpha Architect 1-3 Month Box ETF) is Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 3 years, BOXX returned 4.74%/yr vs 13.30%/yr for BRK-B. At a 0.00 correlation, their price movements are largely independent.
Performance
BOXX vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, BOXX achieves a 1.66% return, which is significantly higher than BRK-B's -2.67% return.
BOXX
- 1D
- 0.03%
- 1M
- 0.29%
- YTD
- 1.66%
- 6M
- 1.95%
- 1Y
- 4.07%
- 3Y*
- 4.74%
- 5Y*
- —
- 10Y*
- —
BRK-B
- 1D
- 0.71%
- 1M
- 0.77%
- YTD
- -2.67%
- 6M
- -2.06%
- 1Y
- -0.22%
- 3Y*
- 13.30%
- 5Y*
- 11.27%
- 10Y*
- 13.22%
BOXX vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 1.66% | 4.37% | 5.16% | 5.04% | 0.07% |
BRK-B Berkshire Hathaway Inc. | -2.67% | 10.89% | 27.09% | 15.46% | 1.10% |
Correlation
The correlation between BOXX and BRK-B is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2022 | 0.00 |
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Return for Risk
BOXX vs. BRK-B — Risk / Return Rank
BOXX
BRK-B
BOXX vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect 1-3 Month Box ETF (BOXX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BOXX | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +12.72 | ||
| Sortino ratioReturn per unit of downside risk | +37.29 | ||
| Omega ratioGain probability vs. loss probability | 9.61 | 1.01 | +8.60 |
| Calmar ratioReturn relative to maximum drawdown | 59.46 | -0.02 | +59.48 |
| Martin ratioReturn relative to average drawdown | 524.03 | -0.05 | +524.08 |
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Drawdowns
BOXX vs. BRK-B - Drawdown Comparison
The maximum BOXX drawdown since its inception was -0.12%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BOXX and BRK-B.
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Drawdown Indicators
| BOXX | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.12% | -53.86% | +53.74% |
Max Drawdown (1Y)Largest decline over 1 year | -0.07% | -9.42% | +9.35% |
Max Drawdown (3Y)Largest decline over 3 years | -0.12% | -14.95% | +14.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.57% | — |
Current DrawdownCurrent decline from peak | 0.00% | -9.36% | +9.36% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -11.07% | +11.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 4.53% | -4.52% |
Volatility
BOXX vs. BRK-B - Volatility Comparison
The current volatility for Alpha Architect 1-3 Month Box ETF (BOXX) is 0.10%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.95%. This indicates that BOXX 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.
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Volatility by Period
| BOXX | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.10% | 3.95% | -3.85% |
Volatility (6M)Calculated over the trailing 6-month period | 0.25% | 10.78% | -10.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.32% | 14.38% | -14.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.37% | 17.12% | -16.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.37% | 19.44% | -19.07% |
Dividends
BOXX vs. BRK-B - Dividend Comparison
Neither BOXX nor BRK-B has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BOXX and BRK-B have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRK-B has higher volatility (3.95%) compared to BOXX (0.10%). In terms of maximum drawdown, BOXX dropped -0.12% vs BRK-B's -53.86%.
BOXX currently has the higher Sharpe Ratio (12.70 vs -0.02), 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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