BRK-B vs. AGG
BRK-B (Berkshire Hathaway Inc.) is a stock, while AGG (iShares Core U.S. Aggregate Bond ETF) is Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Over the past 10 years, BRK-B returned 13.22%/yr vs 1.57%/yr for AGG. At a correlation of -0.11, they often move in opposite directions.
Performance
BRK-B vs. AGG - 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 AGG's 0.52% return. Over the past 10 years, BRK-B has outperformed AGG with an annualized return of 13.22%, while AGG has yielded a comparatively lower 1.57% annualized return.
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%
AGG
- 1D
- -0.12%
- 1M
- 0.43%
- YTD
- 0.52%
- 6M
- 0.93%
- 1Y
- 4.50%
- 3Y*
- 4.19%
- 5Y*
- 0.06%
- 10Y*
- 1.57%
BRK-B vs. AGG - 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% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.52% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between BRK-B and AGG is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2003 | -0.11 |
The correlation between BRK-B and AGG shifts across timeframes, from -0.11 (all time) to 0.11 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
BRK-B vs. AGG — Risk / Return Rank
BRK-B
AGG
BRK-B vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares Core U.S. Aggregate Bond ETF (AGG). 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 | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.21 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 1.63 | -1.66 |
| Martin ratioReturn relative to average drawdown | -0.05 | 4.82 | -4.87 |
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Drawdowns
BRK-B vs. AGG - Drawdown Comparison
The maximum BRK-B drawdown since its inception was -53.86%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for BRK-B and AGG.
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Drawdown Indicators
| BRK-B | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.86% | -18.43% | -35.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -2.76% | -6.66% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -6.11% | -8.84% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -17.82% | -8.76% |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | -18.43% | -11.14% |
Current DrawdownCurrent decline from peak | -9.36% | -1.88% | -7.48% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -2.71% | -8.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 0.94% | +3.59% |
Volatility
BRK-B vs. AGG - Volatility Comparison
Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 3.95% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.37%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than AGG 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 | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 1.37% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 2.81% | +7.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 3.82% | +10.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 6.09% | +11.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 5.41% | +14.03% |
Dividends
BRK-B vs. AGG - Dividend Comparison
BRK-B has not paid dividends to shareholders, while AGG's dividend yield for the trailing twelve months is around 3.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.98% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BRK-B and AGG have a correlation of 0.08, 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 AGG (1.37%). In terms of maximum drawdown, BRK-B dropped -53.86% vs AGG's -18.43%.
AGG currently has the higher Sharpe Ratio (1.19 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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