PortfoliosLab logoPortfoliosLab logo
BRK-B vs. DIA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRK-B vs. DIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and State Street SPDR Dow Jones Industrial Average ETF Trust (DIA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BRK-B achieves a -3.11% return, which is significantly lower than DIA's 6.40% return. Both investments have delivered pretty close results over the past 10 years, with BRK-B having a 13.14% annualized return and DIA not far ahead at 13.18%.


BRK-B

1D
-0.23%
1M
2.32%
YTD
-3.11%
6M
-2.06%
1Y
-1.32%
3Y*
13.25%
5Y*
11.03%
10Y*
13.14%

DIA

1D
-0.15%
1M
2.63%
YTD
6.40%
6M
7.17%
1Y
20.62%
3Y*
16.36%
5Y*
9.98%
10Y*
13.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. DIA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRK-B
Berkshire Hathaway Inc.
-3.11%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
6.40%14.71%14.82%16.02%-7.02%20.83%9.59%24.70%-3.74%28.08%

Correlation

The correlation between BRK-B and DIA is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.50

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

0.64

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

0.70

Correlation (All Time)
Calculated using the full available price history since Jan 20, 1998

0.53

Over the past year, the correlation between BRK-B and DIA has dropped to 0.32 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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


Return for Risk

BRK-B vs. DIA — 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: 3535
Overall Rank
BRK-B Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3030
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3737
Martin Ratio Rank

DIA
DIA Risk / Return Rank: 5353
Overall Rank
DIA Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
DIA Sortino Ratio Rank: 5858
Sortino Ratio Rank
DIA Omega Ratio Rank: 5353
Omega Ratio Rank
DIA Calmar Ratio Rank: 4747
Calmar Ratio Rank
DIA Martin Ratio Rank: 5353
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. DIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and State Street SPDR Dow Jones Industrial Average ETF Trust (DIA). 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.


BRK-BDIADifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-2.51

Omega ratioGain probability vs. loss probability

1.00

1.30

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.14

2.12

-2.26

Martin ratioReturn relative to average drawdown

-0.30

8.20

-8.50

BRK-B vs. DIA - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.09, which is lower than the DIA Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of BRK-B and DIA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BRK-BDIADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

1.69

-1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.68

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.75

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.49

-0.01

Drawdowns

BRK-B vs. DIA - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, roughly equal to the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for BRK-B and DIA.


Loading charts...

Drawdown Indicators


BRK-BDIADifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-51.87%

-1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-9.76%

+0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-15.95%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-20.76%

-5.82%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-36.70%

+7.13%

Current Drawdown

Current decline from peak

-9.78%

-1.51%

-8.27%

Average Drawdown

Average peak-to-trough decline

-11.07%

-7.14%

-3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

2.52%

+1.97%

Volatility

BRK-B vs. DIA - Volatility Comparison

Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 3.98% compared to State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) at 3.39%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BRK-BDIADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

3.39%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

9.49%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

12.26%

+2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

14.81%

+2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

17.55%

+1.89%

Dividends

BRK-B vs. DIA - Dividend Comparison

BRK-B has not paid dividends to shareholders, while DIA's dividend yield for the trailing twelve months is around 1.38%.


PositionTTM20252024202320222021202020192018201720162015
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%
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
1.38%1.43%1.61%1.81%1.91%1.58%1.87%1.85%2.24%1.97%2.26%2.33%

Frequently Asked Questions


BRK-B and DIA have a correlation of 0.32, 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 (3.98%) compared to DIA (3.39%). In terms of maximum drawdown, BRK-B dropped -53.86% vs DIA's -51.87%.

DIA currently has the higher Sharpe Ratio (1.69 vs -0.09), 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 DIA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer