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

Performance

BRK-B vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and iShares Gold Trust (IAU). 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 IAU's 0.26% return. Both investments have delivered pretty close results over the past 10 years, with BRK-B having a 13.14% annualized return and IAU not far behind at 12.71%.


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%

IAU

1D
0.20%
1M
-8.43%
YTD
0.26%
6M
3.08%
1Y
30.27%
3Y*
29.88%
5Y*
17.71%
10Y*
12.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. IAU - 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%
IAU
iShares Gold Trust
0.26%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%

Correlation

The correlation between BRK-B and IAU is -0.04, 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

-0.04

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

0.00

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

0.04

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2005

-0.01

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Return for Risk

BRK-B vs. IAU — 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

IAU
IAU Risk / Return Rank: 3333
Overall Rank
IAU Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 3131
Sortino Ratio Rank
IAU Omega Ratio Rank: 3838
Omega Ratio Rank
IAU Calmar Ratio Rank: 3434
Calmar Ratio Rank
IAU Martin Ratio Rank: 2929
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. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares Gold Trust (IAU). 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-BIAUDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.00

1.23

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.14

1.52

-1.66

Martin ratioReturn relative to average drawdown

-0.30

3.80

-4.10

BRK-B vs. IAU - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.09, which is lower than the IAU Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of BRK-B and IAU, 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-BIAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

1.14

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.99

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.80

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.61

-0.13

Drawdowns

BRK-B vs. IAU - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for BRK-B and IAU.


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Drawdown Indicators


BRK-BIAUDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-45.14%

-8.72%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-20.04%

+10.62%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-20.04%

+5.09%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-20.93%

-5.65%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-21.82%

-7.75%

Current Drawdown

Current decline from peak

-9.78%

-19.88%

+10.10%

Average Drawdown

Average peak-to-trough decline

-11.07%

-15.97%

+4.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

7.99%

-3.50%

Volatility

BRK-B vs. IAU - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.98%, while iShares Gold Trust (IAU) has a volatility of 5.64%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

5.64%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

23.33%

-12.46%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

26.68%

-12.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

18.02%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

15.94%

+3.50%

Dividends

BRK-B vs. IAU - Dividend Comparison

Neither BRK-B nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BRK-B and IAU have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAU has higher volatility (5.64%) compared to BRK-B (3.98%). In terms of maximum drawdown, BRK-B dropped -53.86% vs IAU's -45.14%.

IAU currently has the higher Sharpe Ratio (1.14 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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