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 11.87%/yr vs 7.28%/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 -2.95% return, which is significantly lower than JEPI's 1.34% return.
BRK-B
- 1D
- -1.41%
- 1M
- 0.87%
- YTD
- -2.95%
- 6M
- -2.70%
- 1Y
- 0.33%
- 3Y*
- 13.44%
- 5Y*
- 11.87%
- 10Y*
- 13.42%
JEPI
- 1D
- 0.02%
- 1M
- 0.43%
- YTD
- 1.34%
- 6M
- 0.81%
- 1Y
- 7.79%
- 3Y*
- 9.04%
- 5Y*
- 7.28%
- 10Y*
- —
BRK-B vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | -2.95% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 31.73% |
JEPI JPMorgan Equity Premium Income ETF | 1.34% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between BRK-B and JEPI is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
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 21, 2020 | 0.62 |
Over the past year, the correlation between BRK-B and JEPI has dropped to 0.40 - 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.
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 | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.18 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | 1.17 | -1.13 |
| Martin ratioReturn relative to average drawdown | 0.07 | 3.42 | -3.34 |
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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 | -9.63% | -3.69% | -5.94% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -2.13% | -8.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.51% | 2.28% | +2.23% |
Volatility
BRK-B vs. JEPI - Volatility Comparison
Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 3.80% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.37%. 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 | 3.80% | 2.37% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 6.29% | +4.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.40% | 7.98% | +6.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.10% | 11.08% | +6.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.39% | 10.78% | +8.61% |
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 8.17%.
| 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 | 8.17% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
Frequently Asked Questions
BRK-B and JEPI have a correlation of 0.40, 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 (3.80%) compared to JEPI (2.37%). In terms of maximum drawdown, BRK-B dropped -53.86% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (0.98 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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