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

BRK-B vs. SCHG

Last updated Apr 4, 2026

Compare and contrast key facts about Berkshire Hathaway Inc. (BRK-B) and Schwab U.S. Large-Cap Growth ETF (SCHG).

SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.

Performance

BRK-B vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 -5.03% return, which is significantly higher than SCHG's -9.70% return. Over the past 10 years, BRK-B has underperformed SCHG with an annualized return of 12.79%, while SCHG has yielded a comparatively higher 17.00% annualized return.

BRK-B

1D
-0.24%
1M
-2.08%
YTD
-5.03%
6M
-4.29%
1Y
-9.96%
3Y*
15.44%
5Y*
13.08%
10Y*
12.79%

SCHG

1D
0.03%
1M
-4.86%
YTD
-9.70%
6M
-8.12%
1Y
22.88%
3Y*
22.25%
5Y*
12.77%
10Y*
17.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. SCHG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BRK-B
Berkshire Hathaway Inc.		-5.03%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%
SCHG
Schwab U.S. Large-Cap Growth ETF		-9.70%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%

Correlation

The correlation between BRK-B and SCHG is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.

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Berkshire Hathaway Inc.

Schwab U.S. Large-Cap Growth ETF

Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. ARKK
Often compared with SCHG:
SCHG vs. SCHDSCHG vs. QQQMSCHG vs. VUGSCHG vs. VOOSCHG vs. QQQSCHG vs. SPMOSCHG vs. SPYG

Return for Risk

BRK-B vs. SCHG — 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: 1515
Overall Rank
BRK-B Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1515
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1414
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1515
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1616
Martin Ratio Rank
SCHG
SCHG Risk / Return Rank: 3434
Overall Rank
SCHG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3838
Sortino Ratio Rank
SCHG Omega Ratio Rank: 3838
Omega Ratio Rank
SCHG Calmar Ratio Rank: 3030
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3030
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. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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-BSCHGDifference

Sharpe ratio

Return per unit of total volatility

-0.62

0.72

-1.33

Sortino ratio

Return per unit of downside risk

-0.73

1.19

-1.91

Omega ratio

Gain probability vs. loss probability

0.90

1.17

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.70

1.04

-1.74

Martin ratio

Return relative to average drawdown

-1.19

3.47

-4.67

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRK-B vs. SCHG - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.62, which is lower than the SCHG Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of BRK-B and SCHG, 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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Sharpe Ratios by Period

BRK-BSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

0.72

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.57

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.79

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.79

-0.31

Drawdowns

BRK-B vs. SCHG - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BRK-B and SCHG.

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Drawdown Indicators

BRK-BSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-34.59%

-19.27%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-16.41%

+1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-34.59%

+8.01%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-34.59%

+5.02%

Current Drawdown

Current decline from peak

-11.57%

-12.48%

+0.91%

Average Drawdown

Average peak-to-trough decline

-11.07%

-5.23%

-5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.75%

4.90%

+3.85%

Volatility

BRK-B vs. SCHG - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 4.12%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.65%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BRK-BSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

6.65%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

11.11%

12.52%

-1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.30%

22.44%

-4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

22.30%

-5.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

21.51%

-2.07%

Dividends

BRK-B vs. SCHG - Dividend Comparison

BRK-B has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.43%.

TTM20252024202320222021202020192018201720162015
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%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%