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

Performance

BRK-B vs. GRPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and Invesco S&P MidCap 400® GARP ETF (GRPM). 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 lower than GRPM's 7.01% return. Over the past 10 years, BRK-B has outperformed GRPM with an annualized return of 13.14%, while GRPM has yielded a comparatively lower 10.98% annualized return.


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%

GRPM

1D
0.52%
1M
1.82%
YTD
7.01%
6M
6.96%
1Y
21.75%
3Y*
14.21%
5Y*
7.56%
10Y*
10.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. GRPM - 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%
GRPM
Invesco S&P MidCap 400® GARP ETF
7.01%7.81%15.67%18.79%-11.63%26.35%15.60%23.05%-12.45%13.05%

Correlation

The correlation between BRK-B and GRPM is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.38

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

0.53

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

0.58

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2010

0.61

Over the past year, the correlation between BRK-B and GRPM has dropped to 0.20 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

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Return for Risk

BRK-B vs. GRPM — 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

GRPM
GRPM Risk / Return Rank: 4949
Overall Rank
GRPM Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
GRPM Sortino Ratio Rank: 4545
Sortino Ratio Rank
GRPM Omega Ratio Rank: 4040
Omega Ratio Rank
GRPM Calmar Ratio Rank: 6464
Calmar Ratio Rank
GRPM 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. GRPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Invesco S&P MidCap 400® GARP ETF (GRPM). 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-BGRPMDifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-2.04

Omega ratioGain probability vs. loss probability

1.00

1.24

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.14

2.87

-3.01

Martin ratioReturn relative to average drawdown

-0.30

8.47

-8.77

BRK-B vs. GRPM - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.09, which is lower than the GRPM Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of BRK-B and GRPM, 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-BGRPMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

1.36

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.36

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.50

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.54

-0.06

Drawdowns

BRK-B vs. GRPM - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than GRPM's maximum drawdown of -43.12%. Use the drawdown chart below to compare losses from any high point for BRK-B and GRPM.


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Drawdown Indicators


BRK-BGRPMDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-43.12%

-10.74%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-7.62%

-1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-28.09%

+13.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-28.09%

+1.51%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-43.12%

+13.55%

Current Drawdown

Current decline from peak

-9.78%

-1.17%

-8.61%

Average Drawdown

Average peak-to-trough decline

-11.07%

-5.71%

-5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

2.57%

+1.92%

Volatility

BRK-B vs. GRPM - Volatility Comparison

Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 3.98% compared to Invesco S&P MidCap 400® GARP ETF (GRPM) at 3.79%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than GRPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BGRPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

3.79%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

10.52%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

16.10%

-1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

20.91%

-3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

22.26%

-2.82%

Dividends

BRK-B vs. GRPM - Dividend Comparison

BRK-B has not paid dividends to shareholders, while GRPM's dividend yield for the trailing twelve months is around 0.96%.


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%
GRPM
Invesco S&P MidCap 400® GARP ETF
0.96%1.19%0.95%0.96%1.28%0.92%1.16%1.25%1.50%1.14%1.00%1.43%

Frequently Asked Questions


BRK-B and GRPM have a correlation of 0.20, 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 GRPM (3.79%). In terms of maximum drawdown, BRK-B dropped -53.86% vs GRPM's -43.12%.

GRPM currently has the higher Sharpe Ratio (1.36 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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