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

Performance

BRK-B vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and iShares 20+ Year Treasury Bond ETF (TLT). 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 lower than TLT's -1.08% return. Over the past 10 years, BRK-B has outperformed TLT with an annualized return of 13.14%, while TLT has yielded a comparatively lower -1.85% 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%

TLT

1D
-0.52%
1M
-1.31%
YTD
-1.08%
6M
-1.51%
1Y
3.67%
3Y*
-2.05%
5Y*
-6.70%
10Y*
-1.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. TLT - 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%
TLT
iShares 20+ Year Treasury Bond ETF
-1.08%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Correlation

The correlation between BRK-B and TLT is 0.05, 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

0.05

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

0.09

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

-0.01

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

-0.16

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2002

-0.21

The correlation between BRK-B and TLT shifts across timeframes, from -0.21 (all time) to 0.09 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BRK-B vs. TLT — 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

TLT
TLT Risk / Return Rank: 1515
Overall Rank
TLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLT Omega Ratio Rank: 1414
Omega Ratio Rank
TLT Calmar Ratio Rank: 1515
Calmar Ratio Rank
TLT Martin Ratio Rank: 1515
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. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares 20+ Year Treasury Bond ETF (TLT). 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-BTLTDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.00

1.07

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.14

0.49

-0.63

Martin ratioReturn relative to average drawdown

-0.30

1.19

-1.49

BRK-B vs. TLT - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.09, which is lower than the TLT Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of BRK-B and TLT, 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-BTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

0.38

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

-0.42

+1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

-0.12

+0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.25

+0.23

Drawdowns

BRK-B vs. TLT - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for BRK-B and TLT.


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Drawdown Indicators


BRK-BTLTDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-48.35%

-5.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-7.58%

-1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-19.18%

+4.23%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-43.70%

+17.12%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-48.35%

+18.78%

Current Drawdown

Current decline from peak

-9.78%

-40.92%

+31.14%

Average Drawdown

Average peak-to-trough decline

-11.07%

-13.83%

+2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

3.08%

+1.41%

Volatility

BRK-B vs. TLT - Volatility Comparison

Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 3.98% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.65%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

2.65%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

6.51%

+4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

9.60%

+4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

15.85%

+1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

14.91%

+4.53%

Dividends

BRK-B vs. TLT - Dividend Comparison

BRK-B has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.63%.


PositionTTM20252024202320222021202020192018201720162015
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%
TLT
iShares 20+ Year Treasury Bond ETF
4.63%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


BRK-B and TLT have a correlation of 0.05, 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 (3.98%) compared to TLT (2.65%). In terms of maximum drawdown, BRK-B dropped -53.86% vs TLT's -48.35%.

TLT currently has the higher Sharpe Ratio (0.38 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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