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

Performance

BRK-B vs. ALLW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and State Street Bridgewater All Weather ETF (ALLW). 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 ALLW's 7.24% 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%

ALLW

1D
0.10%
1M
-0.30%
YTD
7.24%
6M
7.64%
1Y
19.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. ALLW - Yearly Performance Comparison


2026 (YTD)2025
BRK-B
Berkshire Hathaway Inc.
-2.67%0.83%
ALLW
State Street Bridgewater All Weather ETF
7.24%15.44%

Correlation

The correlation between BRK-B and ALLW is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2025

0.19

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Return for Risk

BRK-B vs. ALLW — 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

ALLW
ALLW Risk / Return Rank: 6262
Overall Rank
ALLW Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ALLW Sortino Ratio Rank: 5757
Sortino Ratio Rank
ALLW Omega Ratio Rank: 6262
Omega Ratio Rank
ALLW Calmar Ratio Rank: 6161
Calmar Ratio Rank
ALLW Martin Ratio Rank: 6868
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. ALLW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and State Street Bridgewater All Weather ETF (ALLW). 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-BALLWDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-2.30

Omega ratioGain probability vs. loss probability

1.01

1.33

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.02

2.67

-2.69

Martin ratioReturn relative to average drawdown

-0.05

10.87

-10.92

BRK-B vs. ALLW - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.02, which is lower than the ALLW Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of BRK-B and ALLW, 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. ALLW - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than ALLW's maximum drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for BRK-B and ALLW.


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Drawdown Indicators


BRK-BALLWDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-8.78%

-45.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-7.23%

-2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

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

-9.36%

-2.58%

-6.78%

Average Drawdown

Average peak-to-trough decline

-11.07%

-1.23%

-9.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

1.77%

+2.76%

Volatility

BRK-B vs. ALLW - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while State Street Bridgewater All Weather ETF (ALLW) has a volatility of 4.39%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than ALLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BALLWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

4.39%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

9.23%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

10.93%

+3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

12.72%

+4.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

12.72%

+6.72%

Dividends

BRK-B vs. ALLW - Dividend Comparison

BRK-B has not paid dividends to shareholders, while ALLW's dividend yield for the trailing twelve months is around 4.36%.


PositionTTM2025
ALLW
State Street Bridgewater All Weather ETF
4.36%4.67%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%

Frequently Asked Questions


BRK-B and ALLW have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALLW has higher volatility (4.39%) compared to BRK-B (3.95%). In terms of maximum drawdown, BRK-B dropped -53.86% vs ALLW's -8.78%.

ALLW currently has the higher Sharpe Ratio (1.77 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 BRK-B and ALLW

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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