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

Performance

BRK-B vs. REMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and Standpoint Multi-Asset Fund Investor Class (REMIX). 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 REMIX's 13.77% return.


BRK-B

1D
0.71%
1M
0.77%
YTD
-2.67%
6M
-2.06%
1Y
-0.22%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%

REMIX

1D
0.90%
1M
-3.29%
YTD
13.77%
6M
15.26%
1Y
27.94%
3Y*
10.31%
5Y*
8.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. REMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%28.95%2.37%
REMIX
Standpoint Multi-Asset Fund Investor Class
13.77%3.85%12.92%5.53%3.44%19.81%16.06%

Correlation

The correlation between BRK-B and REMIX is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.23

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

0.35

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2020

0.40

Over the past year, the correlation between BRK-B and REMIX has dropped to 0.10 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

BRK-B vs. REMIX — 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

REMIX
REMIX Risk / Return Rank: 8484
Overall Rank
REMIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
REMIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
REMIX Omega Ratio Rank: 7474
Omega Ratio Rank
REMIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
REMIX Martin Ratio Rank: 9595
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. REMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Standpoint Multi-Asset Fund Investor Class (REMIX). 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-BREMIXDifference
Sharpe ratioReturn per unit of total volatility

-2.24

Sortino ratioReturn per unit of downside risk

-2.84

Omega ratioGain probability vs. loss probability

1.01

1.39

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.02

6.04

-6.06

Martin ratioReturn relative to average drawdown

-0.05

18.45

-18.50

BRK-B vs. REMIX - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.02, which is lower than the REMIX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of BRK-B and REMIX, 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. REMIX - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than REMIX's maximum drawdown of -17.89%. Use the drawdown chart below to compare losses from any high point for BRK-B and REMIX.


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Drawdown Indicators


BRK-BREMIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-17.89%

-35.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-4.78%

-4.64%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-17.89%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-17.89%

-8.69%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-9.36%

-3.90%

-5.46%

Average Drawdown

Average peak-to-trough decline

-11.07%

-3.29%

-7.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

1.56%

+2.97%

Volatility

BRK-B vs. REMIX - Volatility Comparison

Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 3.95% compared to Standpoint Multi-Asset Fund Investor Class (REMIX) at 3.54%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than REMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BREMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

3.54%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

9.87%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

12.98%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

11.74%

+5.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

11.79%

+7.65%

Dividends

BRK-B vs. REMIX - Dividend Comparison

BRK-B has not paid dividends to shareholders, while REMIX's dividend yield for the trailing twelve months is around 0.41%.


PositionTTM202520242023202220212020
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
REMIX
Standpoint Multi-Asset Fund Investor Class
0.41%0.47%5.52%3.46%2.48%6.04%1.09%

Frequently Asked Questions


BRK-B and REMIX have a correlation of 0.10, 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 (3.95%) compared to REMIX (3.54%). In terms of maximum drawdown, BRK-B dropped -53.86% vs REMIX's -17.89%.

REMIX currently has the higher Sharpe Ratio (2.23 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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