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

Performance

BRK-B vs. GDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and VanEck Gold Miners ETF (GDX). 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 -3.11% return, which is significantly higher than GDX's -8.28% return. Both investments have delivered pretty close results over the past 10 years, with BRK-B having a 13.14% annualized return and GDX not far behind at 12.82%.


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%

GDX

1D
-0.22%
1M
-16.83%
YTD
-8.28%
6M
0.10%
1Y
53.51%
3Y*
37.89%
5Y*
17.28%
10Y*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. GDX - 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%
GDX
VanEck Gold Miners ETF
-8.28%154.77%10.63%9.98%-9.01%-9.52%23.66%39.84%-8.77%11.99%

Correlation

The correlation between BRK-B and GDX is -0.01, 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

-0.01

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

0.06

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

0.15

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

0.04

Correlation (All Time)
Calculated using the full available price history since May 23, 2006

0.10

The correlation between BRK-B and GDX shifts across timeframes, from -0.01 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BRK-B vs. GDX — 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

GDX
GDX Risk / Return Rank: 3535
Overall Rank
GDX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 3232
Sortino Ratio Rank
GDX Omega Ratio Rank: 3737
Omega Ratio Rank
GDX Calmar Ratio Rank: 3737
Calmar Ratio Rank
GDX Martin Ratio Rank: 3232
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. GDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and VanEck Gold Miners ETF (GDX). 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-BGDXDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.00

1.22

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.14

1.68

-1.82

Martin ratioReturn relative to average drawdown

-0.30

4.32

-4.62

BRK-B vs. GDX - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.09, which is lower than the GDX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of BRK-B and GDX, 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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Sharpe Ratios by Period


BRK-BGDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

1.16

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.47

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.35

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.12

+0.37

Drawdowns

BRK-B vs. GDX - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum GDX drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for BRK-B and GDX.


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Drawdown Indicators


BRK-BGDXDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-80.34%

+26.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-32.09%

+22.67%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-32.09%

+17.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-46.51%

+19.93%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-49.79%

+20.22%

Current Drawdown

Current decline from peak

-9.78%

-32.09%

+22.31%

Average Drawdown

Average peak-to-trough decline

-11.07%

-40.43%

+29.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

12.42%

-7.93%

Volatility

BRK-B vs. GDX - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.98%, while VanEck Gold Miners ETF (GDX) has a volatility of 16.05%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than GDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

16.05%

-12.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

38.61%

-27.74%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

46.36%

-31.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

36.61%

-19.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

37.27%

-17.83%

Dividends

BRK-B vs. GDX - Dividend Comparison

BRK-B has not paid dividends to shareholders, while GDX's dividend yield for the trailing twelve months is around 0.80%.


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%
GDX
VanEck Gold Miners ETF
0.80%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%

Frequently Asked Questions


BRK-B and GDX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDX has higher volatility (16.05%) compared to BRK-B (3.98%). In terms of maximum drawdown, BRK-B dropped -53.86% vs GDX's -80.34%.

GDX currently has the higher Sharpe Ratio (1.16 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.

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