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

Performance

BRK-B vs. IOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and iShares Global 100 ETF (IOO). 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 IOO's 9.70% return. Over the past 10 years, BRK-B has underperformed IOO with an annualized return of 13.14%, while IOO has yielded a comparatively higher 16.53% 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%

IOO

1D
0.27%
1M
-0.80%
YTD
9.70%
6M
9.96%
1Y
33.76%
3Y*
24.64%
5Y*
16.11%
10Y*
16.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. IOO - 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%
IOO
iShares Global 100 ETF
9.70%27.02%26.54%27.71%-16.34%26.03%18.61%30.01%-6.22%23.56%

Correlation

The correlation between BRK-B and IOO is 0.01, 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

0.01

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

0.23

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

0.44

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

0.55

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2000

0.49

Over the past year, the correlation between BRK-B and IOO has dropped to 0.01 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

BRK-B vs. IOO — 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

IOO
IOO Risk / Return Rank: 8181
Overall Rank
IOO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8282
Sortino Ratio Rank
IOO Omega Ratio Rank: 8181
Omega Ratio Rank
IOO Calmar Ratio Rank: 7474
Calmar Ratio Rank
IOO Martin Ratio Rank: 8484
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. IOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares Global 100 ETF (IOO). 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-BIOODifference
Sharpe ratioReturn per unit of total volatility

-2.54

Sortino ratioReturn per unit of downside risk

-3.31

Omega ratioGain probability vs. loss probability

1.00

1.44

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.14

3.41

-3.55

Martin ratioReturn relative to average drawdown

-0.30

15.65

-15.94

BRK-B vs. IOO - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.09, which is lower than the IOO Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of BRK-B and IOO, 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-BIOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

2.45

-2.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.95

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.93

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.39

+0.09

Drawdowns

BRK-B vs. IOO - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, roughly equal to the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for BRK-B and IOO.


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Drawdown Indicators


BRK-BIOODifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-55.85%

+1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-9.94%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-19.19%

+4.24%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-23.52%

-3.06%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-31.43%

+1.86%

Current Drawdown

Current decline from peak

-9.78%

-3.57%

-6.21%

Average Drawdown

Average peak-to-trough decline

-11.07%

-11.27%

+0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

2.16%

+2.33%

Volatility

BRK-B vs. IOO - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.98%, while iShares Global 100 ETF (IOO) has a volatility of 4.47%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BIOODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

4.47%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

11.04%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

13.88%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

17.09%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

17.80%

+1.64%

Dividends

BRK-B vs. IOO - Dividend Comparison

BRK-B has not paid dividends to shareholders, while IOO's dividend yield for the trailing twelve months is around 0.84%.


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%
IOO
iShares Global 100 ETF
0.84%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%

Frequently Asked Questions


BRK-B and IOO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IOO has higher volatility (4.47%) compared to BRK-B (3.98%). In terms of maximum drawdown, BRK-B dropped -53.86% vs IOO's -55.85%.

IOO currently has the higher Sharpe Ratio (2.45 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.

Portfolio Optimizer

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