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

Performance

BRK-B vs. IYE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and iShares U.S. Energy ETF (IYE). 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 -2.67% return, which is significantly lower than IYE's 28.97% return. Over the past 10 years, BRK-B has outperformed IYE with an annualized return of 13.22%, while IYE has yielded a comparatively lower 8.66% 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%

IYE

1D
0.76%
1M
-0.93%
YTD
28.97%
6M
27.79%
1Y
33.59%
3Y*
15.75%
5Y*
19.07%
10Y*
8.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. IYE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IYE
iShares U.S. Energy ETF
28.97%7.33%6.06%-2.21%60.21%53.42%-33.49%10.03%-19.37%-1.80%

Correlation

The correlation between BRK-B and IYE is -0.00, 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

-0.00

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

0.25

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

0.38

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

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2000

0.38

The correlation between BRK-B and IYE shifts across timeframes, from -0.00 (1 year) to 0.46 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

BRK-B vs. IYE — 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: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
Martin Ratio Rank

IYE
IYE Risk / Return Rank: 6060
Overall Rank
IYE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IYE Sortino Ratio Rank: 5757
Sortino Ratio Rank
IYE Omega Ratio Rank: 5454
Omega Ratio Rank
IYE Calmar Ratio Rank: 6969
Calmar Ratio Rank
IYE Martin Ratio Rank: 5555
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. IYE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares U.S. Energy ETF (IYE). 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-BIYEDifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-2.31

Omega ratioGain probability vs. loss probability

1.01

1.29

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.02

3.03

-3.06

Martin ratioReturn relative to average drawdown

-0.05

8.58

-8.63

BRK-B vs. IYE - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.02, which is lower than the IYE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of BRK-B and IYE, 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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Drawdowns

BRK-B vs. IYE - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum IYE drawdown of -73.74%. Use the drawdown chart below to compare losses from any high point for BRK-B and IYE.


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Drawdown Indicators


BRK-BIYEDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-73.74%

+19.88%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-11.92%

+2.50%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-20.37%

+5.42%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-25.61%

-0.97%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-68.59%

+39.02%

Current Drawdown

Current decline from peak

-9.36%

-7.87%

-1.49%

Average Drawdown

Average peak-to-trough decline

-11.07%

-19.35%

+8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

4.21%

+0.32%

Volatility

BRK-B vs. IYE - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while iShares U.S. Energy ETF (IYE) has a volatility of 6.96%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than IYE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BIYEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

6.96%

-3.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

16.36%

-5.58%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

20.04%

-5.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

25.75%

-8.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

29.51%

-10.07%

Dividends

BRK-B vs. IYE - Dividend Comparison

BRK-B has not paid dividends to shareholders, while IYE's dividend yield for the trailing twelve months is around 2.18%.


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%
IYE
iShares U.S. Energy ETF
2.18%2.85%2.75%2.99%3.37%2.98%4.75%6.60%3.16%2.66%2.11%3.39%

Frequently Asked Questions


BRK-B and IYE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYE has higher volatility (6.96%) compared to BRK-B (3.95%). In terms of maximum drawdown, BRK-B dropped -53.86% vs IYE's -73.74%.

IYE currently has the higher Sharpe Ratio (1.81 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.

Portfolio Optimizer

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