PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
BRK-B vs. SPYV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BRK-B vs. SPYV

Last updated Apr 9, 2026

BRK-B (Berkshire Hathaway Inc.) is a stock, while SPYV (SPDR Portfolio S&P 500 Value ETF) is S&P 500 fund tracking the S&P 500 Value. Over the past 10 years, BRK-B returned 13.02%/yr vs 11.81%/yr for SPYV. A 0.58 correlation means they provide meaningful diversification when combined.

Performance

BRK-B vs. SPYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and SPDR Portfolio S&P 500 Value ETF (SPYV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

Returns By Period

In the year-to-date period, BRK-B achieves a -4.56% return, which is significantly lower than SPYV's 2.35% return. Over the past 10 years, BRK-B has outperformed SPYV with an annualized return of 13.02%, while SPYV has yielded a comparatively lower 11.81% annualized return.

BRK-B

1D
0.35%
1M
-3.51%
YTD
-4.56%
6M
-4.02%
1Y
-2.62%
3Y*
15.36%
5Y*
12.52%
10Y*
13.02%

SPYV

1D
2.03%
1M
0.29%
YTD
2.35%
6M
4.65%
1Y
30.86%
3Y*
14.92%
5Y*
10.71%
10Y*
11.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. SPYV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BRK-B
Berkshire Hathaway Inc.		-4.56%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%
SPYV
SPDR Portfolio S&P 500 Value ETF		2.35%13.18%12.24%22.20%-5.28%24.91%1.38%31.70%-9.01%15.40%

Correlation

The correlation between BRK-B and SPYV is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.51

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

0.61

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

0.72

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2000

0.58

The correlation between BRK-B and SPYV shifts across timeframes, from 0.51 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Berkshire Hathaway Inc.

SPDR Portfolio S&P 500 Value 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. VGT
Often compared with SPYV:
SPYV vs. SPYGSPYV vs. VTVSPYV vs. SPYSPYV vs. SPHQSPYV vs. SCHDSPYV vs. SPYDSPYV vs. AVLV

Return for Risk

BRK-B vs. SPYV — 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: 2626
Overall Rank
BRK-B Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 2121
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 2121
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3232
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3232
Martin Ratio Rank
SPYV
SPYV Risk / Return Rank: 7979
Overall Rank
SPYV Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SPYV Sortino Ratio Rank: 7878
Sortino Ratio Rank
SPYV Omega Ratio Rank: 7575
Omega Ratio Rank
SPYV Calmar Ratio Rank: 8686
Calmar Ratio Rank
SPYV Martin Ratio Rank: 8686
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. SPYV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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-BSPYVDifference

Sharpe ratio

Return per unit of total volatility

-0.16

2.26

-2.42

Sortino ratio

Return per unit of downside risk

-0.10

3.62

-3.72

Omega ratio

Gain probability vs. loss probability

0.99

1.48

-0.49

Calmar ratio

Return relative to maximum drawdown

-0.19

4.41

-4.59

Martin ratio

Return relative to average drawdown

-0.32

16.31

-16.62

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. SPYV - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.16, which is lower than the SPYV Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of BRK-B and SPYV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading graphics...

Sharpe Ratios by Period

BRK-BSPYVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

2.26

-2.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.74

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.70

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.41

+0.07

Drawdowns

BRK-B vs. SPYV - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for BRK-B and SPYV.

Loading graphics...

Drawdown Indicators

BRK-BSPYVDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-58.45%

+4.59%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-6.22%

-8.73%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-17.89%

-8.69%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-36.89%

+7.32%

Current Drawdown

Current decline from peak

-11.12%

-2.27%

-8.85%

Average Drawdown

Average peak-to-trough decline

-11.07%

-8.77%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.77%

1.68%

+7.09%

Volatility

BRK-B vs. SPYV - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.07%, while SPDR Portfolio S&P 500 Value ETF (SPYV) has a volatility of 4.15%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

BRK-BSPYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

4.15%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.09%

8.01%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

16.90%

13.88%

+3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

14.46%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

16.96%

+2.48%

Dividends

BRK-B vs. SPYV - Dividend Comparison

BRK-B has not paid dividends to shareholders, while SPYV's dividend yield for the trailing twelve months is around 1.78%.

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%
SPYV
SPDR Portfolio S&P 500 Value ETF		1.78%1.77%2.29%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%