BRK-B vs. JEPI
BRK-B (Berkshire Hathaway Inc.) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, BRK-B returned 10.78%/yr vs 7.30%/yr for JEPI. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
BRK-B vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, BRK-B achieves a -2.89% return, which is significantly lower than JEPI's 0.35% return.
BRK-B
- 1D
- 1.98%
- 1M
- 3.90%
- YTD
- -2.89%
- 6M
- -3.21%
- 1Y
- -0.12%
- 3Y*
- 13.55%
- 5Y*
- 10.78%
- 10Y*
- 13.19%
JEPI
- 1D
- -0.34%
- 1M
- -1.01%
- YTD
- 0.35%
- 6M
- 0.76%
- 1Y
- 7.86%
- 3Y*
- 9.00%
- 5Y*
- 7.30%
- 10Y*
- —
BRK-B vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | -2.89% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 32.54% |
JEPI JPMorgan Equity Premium Income ETF | 0.35% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
Correlation
The correlation between BRK-B and JEPI is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since May 22, 2020 | 0.62 |
Over the past year, the correlation between BRK-B and JEPI has dropped to 0.41 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
BRK-B vs. JEPI — Risk / Return Rank
BRK-B
JEPI
BRK-B vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and JPMorgan Equity Premium Income ETF (JEPI). 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-B | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.18 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 1.18 | -1.19 |
| Martin ratioReturn relative to average drawdown | -0.03 | 3.74 | -3.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRK-B | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 1.00 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.66 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.01 | -0.53 |
Drawdowns
BRK-B vs. JEPI - Drawdown Comparison
The maximum BRK-B drawdown since its inception was -53.86%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BRK-B and JEPI.
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Drawdown Indicators
| BRK-B | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.86% | -13.71% | -40.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -6.68% | -2.74% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -13.26% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -13.71% | -12.87% |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | — | — |
Current DrawdownCurrent decline from peak | -9.57% | -4.64% | -4.93% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -2.12% | -8.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.47% | 2.11% | +2.36% |
Volatility
BRK-B vs. JEPI - Volatility Comparison
Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 4.08% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.49%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than JEPI 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 | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 1.49% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 6.08% | +4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.39% | 7.88% | +6.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 11.05% | +6.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.43% | 10.79% | +8.64% |
Dividends
BRK-B vs. JEPI - Dividend Comparison
BRK-B has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 8.26% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
Frequently Asked Questions
BRK-B and JEPI have a correlation of 0.41, 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 (4.08%) compared to JEPI (1.49%). In terms of maximum drawdown, BRK-B dropped -53.86% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (1.00 vs -0.01), 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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