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

Performance

BRK-B vs. SGOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and abrdn Physical Gold Shares ETF (SGOL). 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 SGOL's -2.39% return. Over the past 10 years, BRK-B has outperformed SGOL with an annualized return of 13.22%, while SGOL has yielded a comparatively lower 12.34% annualized return.


BRK-B

1D
0.71%
1M
1.36%
YTD
-2.67%
6M
-2.06%
1Y
0.35%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%

SGOL

1D
0.10%
1M
-7.35%
YTD
-2.39%
6M
-2.15%
1Y
22.44%
3Y*
29.18%
5Y*
17.34%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. SGOL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SGOL
abrdn Physical Gold Shares ETF
-2.39%63.99%26.90%12.99%-0.51%-3.94%25.03%18.21%-1.94%12.86%

Correlation

The correlation between BRK-B and SGOL is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

0.01

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

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2009

-0.02

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Return for Risk

BRK-B vs. SGOL — 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

SGOL
SGOL Risk / Return Rank: 2626
Overall Rank
SGOL Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SGOL Sortino Ratio Rank: 2525
Sortino Ratio Rank
SGOL Omega Ratio Rank: 3131
Omega Ratio Rank
SGOL Calmar Ratio Rank: 2424
Calmar Ratio Rank
SGOL Martin Ratio Rank: 2424
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. SGOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and abrdn Physical Gold Shares ETF (SGOL). 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-BSGOLDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.01

1.19

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.02

0.99

-1.02

Martin ratioReturn relative to average drawdown

-0.05

2.85

-2.90

BRK-B vs. SGOL - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.02, which is lower than the SGOL Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of BRK-B and SGOL, 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. SGOL - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for BRK-B and SGOL.


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Drawdown Indicators


BRK-BSGOLDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-45.51%

-8.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-24.37%

+14.95%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-24.37%

+9.42%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-24.37%

-2.21%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-24.37%

-5.20%

Current Drawdown

Current decline from peak

-9.36%

-22.00%

+12.64%

Average Drawdown

Average peak-to-trough decline

-11.07%

-18.41%

+7.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

8.46%

-3.93%

Volatility

BRK-B vs. SGOL - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while abrdn Physical Gold Shares ETF (SGOL) has a volatility of 7.69%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than SGOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BSGOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

7.69%

-3.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

23.85%

-13.07%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

27.08%

-12.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

18.10%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

16.04%

+3.40%

Dividends

BRK-B vs. SGOL - Dividend Comparison

Neither BRK-B nor SGOL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BRK-B and SGOL have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SGOL has higher volatility (7.69%) compared to BRK-B (3.95%). In terms of maximum drawdown, BRK-B dropped -53.86% vs SGOL's -45.51%.

SGOL currently has the higher Sharpe Ratio (0.89 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.

Portfolio Optimizer

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