BRK-B vs. ALLW
BRK-B (Berkshire Hathaway Inc.) is a stock, while ALLW (State Street Bridgewater All Weather ETF) is Tactical Allocation fund actively managed by State Street. Over the past year, BRK-B returned 0.35% vs 19.67% for ALLW. At a 0.19 correlation, their price movements are largely independent.
Performance
BRK-B vs. ALLW - 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 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*
- —
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
BRK-B
ALLW
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-B | ALLW | Difference | |
|---|---|---|---|
| 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 |
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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-B | ALLW | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.36% | -2.58% | -6.78% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -1.23% | -9.84% |
Ulcer IndexDepth 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-B | ALLW | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 |
|---|---|---|
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.
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