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

Performance

BRK-B vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and iShares Silver Trust (SLV). 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 -3.11% return, which is significantly higher than SLV's -4.41% return. Over the past 10 years, BRK-B has underperformed SLV with an annualized return of 13.14%, while SLV has yielded a comparatively higher 14.08% annualized return.


BRK-B

1D
-0.23%
1M
2.32%
YTD
-3.11%
6M
-2.06%
1Y
-1.32%
3Y*
13.25%
5Y*
11.03%
10Y*
13.14%

SLV

1D
0.02%
1M
-15.66%
YTD
-4.41%
6M
16.83%
1Y
88.38%
3Y*
40.36%
5Y*
19.02%
10Y*
14.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRK-B
Berkshire Hathaway Inc.
-3.11%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%
SLV
iShares Silver Trust
-4.41%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between BRK-B and SLV 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

0.02

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

0.09

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

0.06

Correlation (All Time)
Calculated using the full available price history since May 1, 2006

0.09

The correlation between BRK-B and SLV shifts across timeframes, from -0.03 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BRK-B vs. SLV — 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: 3535
Overall Rank
BRK-B Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3030
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3737
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 4343
Overall Rank
SLV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLV Omega Ratio Rank: 5454
Omega Ratio Rank
SLV Calmar Ratio Rank: 4747
Calmar Ratio Rank
SLV Martin Ratio Rank: 3232
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. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares Silver Trust (SLV). 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-BSLVDifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

1.00

1.30

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.14

2.09

-2.23

Martin ratioReturn relative to average drawdown

-0.30

4.40

-4.70

BRK-B vs. SLV - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.09, which is lower than the SLV Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of BRK-B and SLV, 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-BSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

1.50

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.53

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.44

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.23

+0.25

Drawdowns

BRK-B vs. SLV - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for BRK-B and SLV.


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Drawdown Indicators


BRK-BSLVDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-76.28%

+22.42%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-42.45%

+33.03%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-42.45%

+27.50%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-42.45%

+15.87%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-42.81%

+13.24%

Current Drawdown

Current decline from peak

-9.78%

-41.69%

+31.91%

Average Drawdown

Average peak-to-trough decline

-11.07%

-44.67%

+33.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

20.15%

-15.66%

Volatility

BRK-B vs. SLV - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.98%, while iShares Silver Trust (SLV) has a volatility of 16.89%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

16.89%

-12.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

58.88%

-48.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

59.53%

-45.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

36.33%

-19.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

31.92%

-12.48%

Dividends

BRK-B vs. SLV - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


BRK-B and SLV 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.

SLV has higher volatility (16.89%) compared to BRK-B (3.98%). In terms of maximum drawdown, BRK-B dropped -53.86% vs SLV's -76.28%.

SLV currently has the higher Sharpe Ratio (1.50 vs -0.09), 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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