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

Performance

BRK-B vs. TBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and F/m US Treasury 3 Month Bill ETF (TBIL). 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 TBIL's 1.61% return.


BRK-B

1D
0.71%
1M
1.07%
YTD
-2.67%
6M
-2.06%
1Y
0.35%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%

TBIL

1D
0.03%
1M
0.32%
YTD
1.61%
6M
1.78%
1Y
3.91%
3Y*
4.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. TBIL - Yearly Performance Comparison


2026 (YTD)2025202420232022
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%5.66%
TBIL
F/m US Treasury 3 Month Bill ETF
1.61%4.19%5.15%5.12%1.29%

Correlation

The correlation between BRK-B and TBIL is 0.08, 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

0.08

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

0.06

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.04

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Return for Risk

BRK-B vs. TBIL — 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

TBIL
TBIL Risk / Return Rank: 100100
Overall Rank
TBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
TBIL Omega Ratio Rank: 100100
Omega Ratio Rank
TBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
TBIL Martin Ratio Rank: 100100
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. TBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and F/m US Treasury 3 Month Bill ETF (TBIL). 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-BTBILDifference
Sharpe ratioReturn per unit of total volatility

-13.89

Sortino ratioReturn per unit of downside risk

-58.62

Omega ratioGain probability vs. loss probability

1.01

17.24

-16.23

Calmar ratioReturn relative to maximum drawdown

-0.02

197.88

-197.90

Martin ratioReturn relative to average drawdown

-0.05

939.34

-939.39

BRK-B vs. TBIL - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.02, which is lower than the TBIL Sharpe Ratio of 13.87. The chart below compares the historical Sharpe Ratios of BRK-B and TBIL, 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. TBIL - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than TBIL's maximum drawdown of -0.10%. Use the drawdown chart below to compare losses from any high point for BRK-B and TBIL.


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Drawdown Indicators


BRK-BTBILDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-0.10%

-53.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-0.02%

-9.40%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-0.02%

-14.93%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-9.36%

0.00%

-9.36%

Average Drawdown

Average peak-to-trough decline

-11.07%

-0.00%

-11.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

0.00%

+4.53%

Volatility

BRK-B vs. TBIL - Volatility Comparison

Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 3.95% compared to F/m US Treasury 3 Month Bill ETF (TBIL) at 0.07%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than TBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BTBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

0.07%

+3.88%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

0.19%

+10.59%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

0.29%

+14.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

0.32%

+16.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

0.32%

+19.12%

Dividends

BRK-B vs. TBIL - Dividend Comparison

BRK-B has not paid dividends to shareholders, while TBIL's dividend yield for the trailing twelve months is around 3.82%.


PositionTTM2025202420232022
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%
TBIL
F/m US Treasury 3 Month Bill ETF
3.82%4.07%5.02%5.00%1.10%

Frequently Asked Questions


BRK-B and TBIL have a correlation of 0.08, 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 TBIL (0.07%). In terms of maximum drawdown, BRK-B dropped -53.86% vs TBIL's -0.10%.

TBIL currently has the higher Sharpe Ratio (13.87 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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