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

BRK-B vs. AIA

Last updated Jun 13, 2026

BRK-B (Berkshire Hathaway Inc.) is a stock, while AIA (iShares Asia 50 ETF) is Asia Pacific Equities fund tracking the S&P Asia 50. Over the past 10 years, BRK-B returned 13.22%/yr vs 15.05%/yr for AIA. At a 0.42 correlation, their price movements are largely independent.

Performance

BRK-B vs. AIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and iShares Asia 50 ETF (AIA). The values are adjusted to include any dividend payments, if applicable.

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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 AIA's 44.56% return. Over the past 10 years, BRK-B has underperformed AIA with an annualized return of 13.22%, while AIA has yielded a comparatively higher 15.05% annualized return.

BRK-B

1D
0.71%
1M
1.36%
YTD
-2.67%
6M
-2.06%
1Y
0.35%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%

AIA

1D
0.54%
1M
6.70%
YTD
44.56%
6M
50.54%
1Y
83.79%
3Y*
34.57%
5Y*
11.52%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. AIA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
AIA
iShares Asia 50 ETF		44.56%47.79%20.26%4.32%-24.08%-10.91%33.73%22.21%-14.22%45.00%

Correlation

The correlation between BRK-B and AIA is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2007

0.42

The correlation between BRK-B and AIA shifts across timeframes, from -0.12 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Berkshire Hathaway Inc.

iShares Asia 50 ETF

Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT
Often compared with AIA:
AIA vs. EEMAAIA vs. SPYAIA vs. VPLAIA vs. IOOAIA vs. GMFAIA vs. VWOAIA vs. IEMG

Return for Risk

BRK-B vs. AIA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
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
AIA
AIA Risk / Return Rank: 9191
Overall Rank
AIA Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AIA Sortino Ratio Rank: 8787
Sortino Ratio Rank
AIA Omega Ratio Rank: 8989
Omega Ratio Rank
AIA Calmar Ratio Rank: 9393
Calmar Ratio Rank
AIA Martin Ratio Rank: 9292
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.

BRK-B vs. AIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares Asia 50 ETF (AIA). 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-BAIADifference
Sharpe ratioReturn per unit of total volatility
-0.02
2.89

-2.90

Sortino ratioReturn per unit of downside risk
0.08
3.41

-3.33

Omega ratioGain probability vs. loss probability

1.01

1.49

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.02

5.70

-5.72

Martin ratioReturn relative to average drawdown

-0.05

19.76

-19.81

BRK-B vs. AIA - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.02, which is lower than the AIA Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of BRK-B and AIA, 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

BRK-B vs. AIA - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum AIA drawdown of -60.89%. Use the drawdown chart below to compare losses from any high point for BRK-B and AIA.

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Drawdown Indicators

BRK-BAIADifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-60.89%

+7.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-14.15%

+4.73%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-21.64%

+6.69%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-50.11%

+23.53%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-54.64%

+25.07%

Current Drawdown

Current decline from peak

-9.36%

-6.44%

-2.92%

Average Drawdown

Average peak-to-trough decline

-11.07%

-16.66%

+5.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

4.08%

+0.45%

Volatility

BRK-B vs. AIA - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while iShares Asia 50 ETF (AIA) has a volatility of 14.34%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than AIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BRK-BAIADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

14.34%

-10.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

24.49%

-13.71%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

27.93%

-13.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

25.96%

-8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

23.78%

-4.34%

Dividends

BRK-B vs. AIA - Dividend Comparison

BRK-B has not paid dividends to shareholders, while AIA's dividend yield for the trailing twelve months is around 1.73%.

PositionTTM20252024202320222021202020192018201720162015
AIA
iShares Asia 50 ETF		1.73%2.50%2.78%2.07%2.59%1.54%1.11%2.24%2.49%1.45%2.29%2.88%
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 AIA have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIA has higher volatility (14.34%) compared to BRK-B (3.95%). In terms of maximum drawdown, BRK-B dropped -53.86% vs AIA's -60.89%.

AIA currently has the higher Sharpe Ratio (2.89 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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