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

Performance

BRK-B vs. IWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and iShares Russell Midcap ETF (IWR). 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 IWR's 10.71% return. Over the past 10 years, BRK-B has outperformed IWR with an annualized return of 13.14%, while IWR has yielded a comparatively lower 11.41% 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%

IWR

1D
0.08%
1M
1.05%
YTD
10.71%
6M
10.50%
1Y
19.23%
3Y*
16.25%
5Y*
7.68%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. IWR - 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%
IWR
iShares Russell Midcap ETF
10.71%10.37%15.21%17.05%-17.48%22.44%16.93%30.23%-9.10%18.25%

Correlation

The correlation between BRK-B and IWR is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

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

0.43

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

0.56

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2001

0.53

Over the past year, the correlation between BRK-B and IWR has dropped to 0.22 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

BRK-B vs. IWR — 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

IWR
IWR Risk / Return Rank: 4949
Overall Rank
IWR Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IWR Sortino Ratio Rank: 4646
Sortino Ratio Rank
IWR Omega Ratio Rank: 4343
Omega Ratio Rank
IWR Calmar Ratio Rank: 5353
Calmar Ratio Rank
IWR Martin Ratio Rank: 5757
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. IWR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares Russell Midcap ETF (IWR). 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-BIWRDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-2.09

Omega ratioGain probability vs. loss probability

1.00

1.25

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.14

2.37

-2.51

Martin ratioReturn relative to average drawdown

-0.30

9.09

-9.39

BRK-B vs. IWR - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.09, which is lower than the IWR Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of BRK-B and IWR, 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-BIWRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

1.43

-1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.42

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.59

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.49

-0.01

Drawdowns

BRK-B vs. IWR - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum IWR drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for BRK-B and IWR.


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Drawdown Indicators


BRK-BIWRDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-58.78%

+4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-8.17%

-1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-21.09%

+6.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-26.18%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-40.59%

+11.02%

Current Drawdown

Current decline from peak

-9.78%

-2.04%

-7.74%

Average Drawdown

Average peak-to-trough decline

-11.07%

-7.80%

-3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

2.12%

+2.37%

Volatility

BRK-B vs. IWR - Volatility Comparison

Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 3.98% compared to iShares Russell Midcap ETF (IWR) at 3.59%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than IWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BIWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

3.59%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

10.06%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

13.54%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

18.25%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

19.38%

+0.06%

Dividends

BRK-B vs. IWR - Dividend Comparison

BRK-B has not paid dividends to shareholders, while IWR's dividend yield for the trailing twelve months is around 1.17%.


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%
IWR
iShares Russell Midcap ETF
1.17%1.29%1.27%1.43%1.59%1.04%1.28%1.43%1.98%1.52%1.72%1.59%

Frequently Asked Questions


BRK-B and IWR have a correlation of 0.22, 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 IWR (3.59%). In terms of maximum drawdown, BRK-B dropped -53.86% vs IWR's -58.78%.

IWR currently has the higher Sharpe Ratio (1.43 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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