BRHYX vs. BRK.TO

Last updated Apr 2, 2026

Compare and contrast key facts about BlackRock High Yield K (BRHYX) and Berkshire Hathaway CDR (CAD Hedged) (BRK.TO).

BRHYX is managed by BlackRock. It was launched on Jan 5, 2001.

Performance

BRHYX vs. BRK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock High Yield K (BRHYX) and Berkshire Hathaway CDR (CAD Hedged) (BRK.TO). The values are adjusted to include any dividend payments, if applicable.

BRHYX vs. BRK.TO - Yearly Performance Comparison

	2026 (YTD)	2025
BRHYX BlackRock High Yield K	-1.15%	7.75%
BRK.TO Berkshire Hathaway CDR (CAD Hedged)	-6.46%	8.18%

Different Trading Currencies

BRHYX is traded in USD, while BRK.TO is traded in CAD. To make them comparable, the BRK.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BRHYX achieves a -1.15% return, which is significantly higher than BRK.TO's -6.46% return.

BRHYX

• 1D: 0.57%
• 1M: -1.53%
• YTD: -1.15%
• 6M: 0.50%
• 1Y: 7.13%
• 3Y*: 8.60%
• 5Y*: 4.26%
• 10Y*: 6.08%

BRK.TO

• 1D: 0.02%
• 1M: -2.08%
• YTD: -6.46%
• 6M: -4.65%
• 1Y: -9.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

BRHYX vs. BRK.TO — Risk / Return Rank

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

BRHYX

BRHYX Risk / Return Rank: 90
BRHYX Sharpe Ratio Rank: 89
BRHYX Sortino Ratio Rank: 90
BRHYX Omega Ratio Rank: 90
BRHYX Calmar Ratio Rank: 88
BRHYX Martin Ratio Rank: 92

BRK.TO

BRK.TO Risk / Return Rank: 13
BRK.TO Sharpe Ratio Rank: 11
BRK.TO Sortino Ratio Rank: 13
BRK.TO Omega Ratio Rank: 13
BRK.TO Calmar Ratio Rank: 11
BRK.TO Martin Ratio Rank: 16

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.

BRHYX vs. BRK.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock High Yield K (BRHYX) and Berkshire Hathaway CDR (CAD Hedged) (BRK.TO). 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.

	BRHYX	BRK.TO	Difference
Sharpe ratio Return per unit of total volatility	1.83	-0.52	+2.35
Sortino ratio Return per unit of downside risk	2.61	-0.59	+3.20
Omega ratio Gain probability vs. loss probability	1.41	0.92	+0.49
Calmar ratio Return relative to maximum drawdown	2.38	-0.60	+2.97
Martin ratio Return relative to average drawdown	10.96	-0.96	+11.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRHYX vs. BRK.TO - Sharpe Ratio Comparison

The current BRHYX Sharpe Ratio is 1.83, which is higher than the BRK.TO Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of BRHYX and BRK.TO, 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

	BRHYX	BRK.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.83	-0.52	+2.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.03	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.22	0.05	+1.16

Correlation

The correlation between BRHYX and BRK.TO is 0.28, 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

BRHYX vs. BRK.TO - Dividend Comparison

BRHYX's dividend yield for the trailing twelve months is around 6.71%, while BRK.TO has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRHYX BlackRock High Yield K	6.71%	7.14%	7.56%	6.20%	4.98%	4.80%	5.22%	5.82%	6.48%	5.92%	6.03%	6.42%
BRK.TO Berkshire Hathaway CDR (CAD Hedged)	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

BRHYX vs. BRK.TO - Drawdown Comparison

The maximum BRHYX drawdown since its inception was -34.77%, which is greater than BRK.TO's maximum drawdown of -15.52%. Use the drawdown chart below to compare losses from any high point for BRHYX and BRK.TO.

Drawdown Indicators

	BRHYX	BRK.TO	Difference
Max Drawdown Largest peak-to-trough decline	-34.77%	-15.09%	-19.68%
Max Drawdown (1Y) Largest decline over 1 year	-3.26%	-15.09%	+11.83%
Max Drawdown (5Y) Largest decline over 5 years	-15.29%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-23.20%	—	—
Current Drawdown Current decline from peak	-1.71%	-13.36%	+11.65%
Average Drawdown Average peak-to-trough decline	-2.75%	-8.20%	+5.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.71%	9.72%	-9.01%

Volatility

BRHYX vs. BRK.TO - Volatility Comparison

The current volatility for BlackRock High Yield K (BRHYX) is 1.45%, while Berkshire Hathaway CDR (CAD Hedged) (BRK.TO) has a volatility of 4.64%. This indicates that BRHYX experiences smaller price fluctuations and is considered to be less risky than BRK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRHYX	BRK.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.45%	4.64%	-3.19%
Volatility (6M) Calculated over the trailing 6-month period	2.44%	11.12%	-8.68%
Volatility (1Y) Calculated over the trailing 1-year period	4.01%	19.28%	-15.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.22%	19.49%	-14.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.93%	19.49%	-13.56%