BRK-B vs. ^TYX
BRK-B (Berkshire Hathaway Inc.) is a stock, while ^TYX (Treasury Yield 30 Years) is an index. Over the past 10 years, BRK-B returned 13.22%/yr vs 7.45%/yr for ^TYX. At a 0.16 correlation, their price movements are largely independent.
Performance
BRK-B vs. ^TYX - Performance Comparison
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Returns By Period
In the year-to-date period, BRK-B achieves a -2.67% return, which is significantly lower than ^TYX's 2.79% return. Over the past 10 years, BRK-B has outperformed ^TYX with an annualized return of 13.22%, while ^TYX has yielded a comparatively lower 7.45% annualized return.
BRK-B
- 1D
- 0.71%
- 1M
- 1.07%
- YTD
- -2.67%
- 6M
- -2.06%
- 1Y
- 0.35%
- 3Y*
- 13.30%
- 5Y*
- 11.27%
- 10Y*
- 13.22%
^TYX
- 1D
- 0.48%
- 1M
- -0.74%
- YTD
- 2.79%
- 6M
- 2.41%
- 1Y
- 1.22%
- 3Y*
- 8.08%
- 5Y*
- 18.25%
- 10Y*
- 7.45%
BRK-B vs. ^TYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | -2.67% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
^TYX Treasury Yield 30 Years | 2.79% | 1.13% | 19.08% | 1.11% | 108.66% | 15.74% | -31.10% | -20.89% | 10.26% | -10.58% |
Correlation
The correlation between BRK-B and ^TYX is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since May 9, 1996 | 0.16 |
The correlation between BRK-B and ^TYX shifts across timeframes, from -0.08 (3 years) to 0.18 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
BRK-B vs. ^TYX — Risk / Return Rank
BRK-B
^TYX
BRK-B vs. ^TYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Treasury Yield 30 Years (^TYX). 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.
| BRK-B | ^TYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.05 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 0.29 | -0.31 |
| Martin ratioReturn relative to average drawdown | -0.05 | 0.62 | -0.67 |
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Drawdowns
BRK-B vs. ^TYX - Drawdown Comparison
The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum ^TYX drawdown of -93.84%. Use the drawdown chart below to compare losses from any high point for BRK-B and ^TYX.
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Drawdown Indicators
| BRK-B | ^TYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.86% | -93.84% | +39.98% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -9.55% | +0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -22.85% | +7.90% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -24.04% | -2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | -72.86% | +43.29% |
Current DrawdownCurrent decline from peak | -9.36% | -67.29% | +57.93% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -56.71% | +45.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 4.44% | +0.09% |
Volatility
BRK-B vs. ^TYX - Volatility Comparison
Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 3.95% compared to Treasury Yield 30 Years (^TYX) at 3.72%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than ^TYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRK-B | ^TYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 3.72% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 8.12% | +2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 12.20% | +2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 25.35% | -8.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 33.56% | -14.12% |
Frequently Asked Questions
BRK-B and ^TYX have a correlation of -0.04, 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 ^TYX (3.72%). In terms of maximum drawdown, BRK-B dropped -53.86% vs ^TYX's -93.84%.
^TYX currently has the higher Sharpe Ratio (0.23 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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