BRK-B vs. GRPM
BRK-B (Berkshire Hathaway Inc.) is a stock, while GRPM (Invesco S&P MidCap 400® GARP ETF) is Mid Cap Blend Equities fund tracking the S&P MidCap 400® GARP Index. Over the past 10 years, BRK-B returned 12.97%/yr vs 10.95%/yr for GRPM. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
BRK-B vs. GRPM - Performance Comparison
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Returns By Period
In the year-to-date period, BRK-B achieves a -2.59% return, which is significantly lower than GRPM's 10.42% return. Over the past 10 years, BRK-B has outperformed GRPM with an annualized return of 12.97%, while GRPM has yielded a comparatively lower 10.95% annualized return.
BRK-B
- 1D
- -0.33%
- 1M
- 0.04%
- 6M
- 0.88%
- YTD
- -2.59%
- 1Y
- 3.21%
- 3Y*
- 12.30%
- 5Y*
- 12.01%
- 10Y*
- 12.97%
- ALL TIME*
- 10.56%
GRPM
- 1D
- -0.12%
- 1M
- 3.96%
- 6M
- 8.89%
- YTD
- 10.42%
- 1Y
- 19.46%
- 3Y*
- 13.07%
- 5Y*
- 9.22%
- 10Y*
- 10.95%
- ALL TIME*
- 11.32%
BRK-B vs. GRPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | -2.59% | 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 | 10.42% | 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 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2010 | 0.61 |
Over the past year, the correlation between BRK-B and GRPM has dropped to 0.21 - 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
BRK-B
GRPM
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.
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 | GRPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.22 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 2.57 | -2.22 |
| Martin ratioReturn relative to average drawdown | 0.71 | 7.52 | -6.80 |
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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-B | GRPM | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.29% | -1.10% | -8.19% |
Average DrawdownAverage peak-to-trough decline | -11.06% | -5.67% | -5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.51% | 2.59% | +1.92% |
Volatility
BRK-B vs. GRPM - Volatility Comparison
Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 4.42% compared to Invesco S&P MidCap 400® GARP ETF (GRPM) at 3.28%. 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-B | GRPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 3.28% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 10.47% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.54% | 15.73% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 20.78% | -3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.40% | 22.18% | -2.78% |
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 0.72%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.72% | 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 0.21, 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 (4.42%) compared to GRPM (3.28%). In terms of maximum drawdown, BRK-B dropped -53.86% vs GRPM's -43.12%.
GRPM currently has the higher Sharpe Ratio (1.25 vs 0.22), 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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