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

Performance

BOXX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect 1-3 Month Box ETF (BOXX) 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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOXX vs. BRK-B - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

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

BOXX
BOXX Risk / Return Rank: 100100
Overall Rank
BOXX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BOXX Sortino Ratio Rank: 100100
Sortino Ratio Rank
BOXX Omega Ratio Rank: 9999
Omega Ratio Rank
BOXX Calmar Ratio Rank: 100100
Calmar Ratio Rank
BOXX Martin Ratio Rank: 100100
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
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.

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.


BOXXBRK-BDifference
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

BOXX vs. BRK-B - Sharpe Ratio Comparison

The current BOXX Sharpe Ratio is 12.70, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of BOXX 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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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


BOXXBRK-BDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-9.36%

+9.36%

Average Drawdown

Average peak-to-trough decline

-0.00%

-11.07%

+11.07%

Ulcer Index

Depth 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


BOXXBRK-BDifference

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.


PositionTTM20252024
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.

Portfolio Optimizer

Find the right allocation for BOXX and BRK-B

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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