BRK-B vs. IYK
BRK-B (Berkshire Hathaway Inc.) is a stock, while IYK (iShares U.S. Consumer Goods ETF) is Consumer Staples Equities fund tracking the Dow Jones U.S. Consumer Goods Index. Over the past 10 years, BRK-B returned 13.22%/yr vs 9.42%/yr for IYK. At a 0.46 correlation, their price movements are largely independent.
Performance
BRK-B vs. IYK - 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 IYK's 10.91% return. Over the past 10 years, BRK-B has outperformed IYK with an annualized return of 13.22%, while IYK has yielded a comparatively lower 9.42% 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%
IYK
- 1D
- 0.70%
- 1M
- 1.92%
- YTD
- 10.91%
- 6M
- 10.35%
- 1Y
- 7.28%
- 3Y*
- 6.56%
- 5Y*
- 6.67%
- 10Y*
- 9.42%
BRK-B vs. IYK - 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% |
IYK iShares U.S. Consumer Goods ETF | 10.91% | 4.78% | 5.27% | -2.84% | 3.57% | 17.32% | 32.65% | 28.12% | -13.84% | 16.53% |
Correlation
The correlation between BRK-B and IYK is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2000 | 0.46 |
The correlation between BRK-B and IYK shifts across timeframes, from 0.33 (1 year) to 0.53 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
BRK-B vs. IYK — Risk / Return Rank
BRK-B
IYK
BRK-B vs. IYK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares U.S. Consumer Goods ETF (IYK). 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 | IYK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.09 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 0.59 | -0.62 |
| Martin ratioReturn relative to average drawdown | -0.05 | 1.23 | -1.28 |
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Drawdowns
BRK-B vs. IYK - Drawdown Comparison
The maximum BRK-B drawdown since its inception was -53.86%, which is greater than IYK's maximum drawdown of -42.64%. Use the drawdown chart below to compare losses from any high point for BRK-B and IYK.
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Drawdown Indicators
| BRK-B | IYK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.86% | -42.64% | -11.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -10.68% | +1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -12.14% | -2.81% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -15.05% | -11.53% |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | -33.19% | +3.62% |
Current DrawdownCurrent decline from peak | -9.36% | -4.40% | -4.96% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -5.07% | -6.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 5.13% | -0.60% |
Volatility
BRK-B vs. IYK - Volatility Comparison
The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while iShares U.S. Consumer Goods ETF (IYK) has a volatility of 4.75%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than IYK 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 | IYK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 4.75% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 9.77% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 12.59% | +1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 13.05% | +4.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 15.53% | +3.91% |
Dividends
BRK-B vs. IYK - Dividend Comparison
BRK-B has not paid dividends to shareholders, while IYK's dividend yield for the trailing twelve months is around 2.56%.
| 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% |
IYK iShares U.S. Consumer Goods ETF | 2.56% | 2.75% | 2.63% | 2.74% | 2.16% | 1.49% | 1.42% | 2.21% | 2.81% | 1.74% | 2.63% | 2.11% |
Frequently Asked Questions
BRK-B and IYK have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYK has higher volatility (4.75%) compared to BRK-B (3.95%). In terms of maximum drawdown, BRK-B dropped -53.86% vs IYK's -42.64%.
IYK currently has the higher Sharpe Ratio (0.50 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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