BRK-B vs. IMTM
BRK-B (Berkshire Hathaway Inc.) is a stock, while IMTM (iShares MSCI Intl Momentum Factor ETF) is Momentum fund tracking the MSCI World ex USA Momentum. Over the past 10 years, BRK-B returned 13.22%/yr vs 10.44%/yr for IMTM. At a 0.43 correlation, their price movements are largely independent.
Performance
BRK-B vs. IMTM - Performance Comparison
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Returns By Period
In the year-to-date period, BRK-B achieves a -2.67% return, which is significantly lower than IMTM's 11.53% return. Over the past 10 years, BRK-B has outperformed IMTM with an annualized return of 13.22%, while IMTM has yielded a comparatively lower 10.44% annualized return.
BRK-B
- 1D
- 0.71%
- 1M
- 1.07%
- YTD
- -2.67%
- 6M
- -2.06%
- 1Y
- 0.35%
- 3Y*
- 13.30%
- 5Y*
- 11.27%
- 10Y*
- 13.22%
IMTM
- 1D
- 0.72%
- 1M
- 0.94%
- YTD
- 11.53%
- 6M
- 12.83%
- 1Y
- 25.06%
- 3Y*
- 21.00%
- 5Y*
- 9.19%
- 10Y*
- 10.44%
BRK-B vs. IMTM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | -2.67% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
IMTM iShares MSCI Intl Momentum Factor ETF | 11.53% | 34.50% | 12.17% | 13.89% | -16.81% | 3.50% | 22.17% | 24.52% | -14.31% | 25.46% |
Correlation
The correlation between BRK-B and IMTM is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2015 | 0.43 |
Over the past year, the correlation between BRK-B and IMTM has dropped to 0.13 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
BRK-B vs. IMTM — Risk / Return Rank
BRK-B
IMTM
BRK-B vs. IMTM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares MSCI Intl Momentum Factor ETF (IMTM). 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 | IMTM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.25 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 1.86 | -1.88 |
| Martin ratioReturn relative to average drawdown | -0.05 | 7.37 | -7.42 |
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Drawdowns
BRK-B vs. IMTM - Drawdown Comparison
The maximum BRK-B drawdown since its inception was -53.86%, which is greater than IMTM's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for BRK-B and IMTM.
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Drawdown Indicators
| BRK-B | IMTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.86% | -32.66% | -21.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -12.85% | +3.43% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -12.85% | -2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -32.66% | +6.08% |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | -32.66% | +3.09% |
Current DrawdownCurrent decline from peak | -9.36% | -0.22% | -9.14% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -7.43% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 3.24% | +1.29% |
Volatility
BRK-B vs. IMTM - Volatility Comparison
The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while iShares MSCI Intl Momentum Factor ETF (IMTM) has a volatility of 7.20%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than IMTM 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 | IMTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 7.20% | -3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 16.06% | -5.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 17.97% | -3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 17.82% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 17.63% | +1.81% |
Dividends
BRK-B vs. IMTM - Dividend Comparison
BRK-B has not paid dividends to shareholders, while IMTM's dividend yield for the trailing twelve months is around 4.22%.
| 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% |
IMTM iShares MSCI Intl Momentum Factor ETF | 4.22% | 4.70% | 2.93% | 2.29% | 2.68% | 2.51% | 0.97% | 2.13% | 2.36% | 1.92% | 2.75% | 1.56% |
Frequently Asked Questions
BRK-B and IMTM have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMTM has higher volatility (7.20%) compared to BRK-B (3.95%). In terms of maximum drawdown, BRK-B dropped -53.86% vs IMTM's -32.66%.
IMTM currently has the higher Sharpe Ratio (1.33 vs -0.02), 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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