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

BRK-B vs. CNYA

Last updated Jun 13, 2026

BRK-B (Berkshire Hathaway Inc.) is a stock, while CNYA (iShares MSCI China A ETF) is China Equities fund tracking the MSCI China A Inclusion Index. Over the past 5 years, BRK-B returned 11.27%/yr vs -1.14%/yr for CNYA. At a 0.24 correlation, their price movements are largely independent.

Performance

BRK-B vs. CNYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and iShares MSCI China A ETF (CNYA). 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 CNYA's 6.74% 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%

CNYA

1D
0.96%
1M
-4.72%
YTD
6.74%
6M
10.09%
1Y
32.54%
3Y*
10.74%
5Y*
-1.14%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. CNYA - 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%
CNYA
iShares MSCI China A ETF		6.74%26.48%10.78%-13.76%-26.51%3.53%41.54%35.95%-26.56%30.99%

Correlation

The correlation between BRK-B and CNYA is 0.07, 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

0.07

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

0.10

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2016

0.24

The correlation between BRK-B and CNYA shifts across timeframes, from 0.07 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Berkshire Hathaway Inc.

iShares MSCI China A 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 CNYA:
CNYA vs. MCHICNYA vs. ASHRCNYA vs. ICHN.ASCNYA vs. KBACNYA vs. FLCHCNYA vs. ICGA.DECNYA vs. GXC

Return for Risk

BRK-B vs. CNYA — 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
CNYA
CNYA Risk / Return Rank: 7070
Overall Rank
CNYA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CNYA Sortino Ratio Rank: 6363
Sortino Ratio Rank
CNYA Omega Ratio Rank: 6363
Omega Ratio Rank
CNYA Calmar Ratio Rank: 8787
Calmar Ratio Rank
CNYA Martin Ratio Rank: 7373
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. CNYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares MSCI China A ETF (CNYA). 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-BCNYADifference
Sharpe ratioReturn per unit of total volatility
-0.02
1.84

-1.86

Sortino ratioReturn per unit of downside risk
0.08
2.54

-2.47

Omega ratioGain probability vs. loss probability

1.01

1.33

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.02

4.31

-4.33

Martin ratioReturn relative to average drawdown

-0.05

11.93

-11.98

BRK-B vs. CNYA - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.02, which is lower than the CNYA Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of BRK-B and CNYA, 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. CNYA - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than CNYA's maximum drawdown of -49.49%. Use the drawdown chart below to compare losses from any high point for BRK-B and CNYA.

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Drawdown Indicators

BRK-BCNYADifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-49.49%

-4.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-7.59%

-1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-33.35%

+18.40%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-44.65%

+18.07%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-49.49%

+19.92%

Current Drawdown

Current decline from peak

-9.36%

-15.44%

+6.08%

Average Drawdown

Average peak-to-trough decline

-11.07%

-20.67%

+9.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

2.74%

+1.79%

Volatility

BRK-B vs. CNYA - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while iShares MSCI China A ETF (CNYA) has a volatility of 6.52%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than CNYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BRK-BCNYADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

6.52%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

12.84%

-2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

17.76%

-3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

23.84%

-6.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

23.56%

-4.12%

Dividends

BRK-B vs. CNYA - Dividend Comparison

BRK-B has not paid dividends to shareholders, while CNYA's dividend yield for the trailing twelve months is around 1.79%.

PositionTTM2025202420232022202120202019201820172016
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%
CNYA
iShares MSCI China A ETF		1.79%1.92%2.51%4.23%2.69%1.11%1.06%1.21%3.92%0.97%1.38%

Frequently Asked Questions

BRK-B and CNYA have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNYA has higher volatility (6.52%) compared to BRK-B (3.95%). In terms of maximum drawdown, BRK-B dropped -53.86% vs CNYA's -49.49%.

CNYA currently has the higher Sharpe Ratio (1.84 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

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