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 13.14%/yr vs 10.98%/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 -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%
BRK-B vs. GRPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
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.
| BRK-B | GRPM | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRK-B | GRPM | Difference | |
|---|---|---|---|
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-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 | -9.78% | -1.17% | -8.61% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -5.71% | -5.36% |
Ulcer IndexDepth 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-B | GRPM | Difference | |
|---|---|---|---|
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%.
| 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 | 0.96% | 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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