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

Performance

BRK-B vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and iShares MSCI USA Min Vol Factor ETF (USMV). 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 USMV's 1.55% return. Over the past 10 years, BRK-B has outperformed USMV with an annualized return of 13.14%, while USMV has yielded a comparatively lower 9.75% 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%

USMV

1D
-0.43%
1M
1.28%
YTD
1.55%
6M
2.27%
1Y
3.18%
3Y*
11.35%
5Y*
7.21%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. USMV - 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%
USMV
iShares MSCI USA Min Vol Factor ETF
1.55%7.65%15.74%10.33%-9.43%20.85%5.64%27.69%1.33%18.91%

Correlation

The correlation between BRK-B and USMV is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.57

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

0.63

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

0.63

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2011

0.66

Over the past year, the correlation between BRK-B and USMV has dropped to 0.43 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.

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Return for Risk

BRK-B vs. USMV — 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

USMV
USMV Risk / Return Rank: 1515
Overall Rank
USMV Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 1515
Sortino Ratio Rank
USMV Omega Ratio Rank: 1414
Omega Ratio Rank
USMV Calmar Ratio Rank: 1616
Calmar Ratio Rank
USMV Martin Ratio Rank: 1717
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. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares MSCI USA Min Vol Factor ETF (USMV). 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-BUSMVDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.61

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

1.64

-1.94

BRK-B vs. USMV - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.09, which is lower than the USMV Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of BRK-B and USMV, 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-BUSMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

0.37

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.59

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.67

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.86

-0.38

Drawdowns

BRK-B vs. USMV - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for BRK-B and USMV.


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Drawdown Indicators


BRK-BUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-33.10%

-20.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-6.46%

-2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-9.36%

-5.59%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-17.93%

-8.65%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-33.10%

+3.53%

Current Drawdown

Current decline from peak

-9.78%

-2.24%

-7.54%

Average Drawdown

Average peak-to-trough decline

-11.07%

-2.88%

-8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

1.94%

+2.55%

Volatility

BRK-B vs. USMV - Volatility Comparison

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


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Volatility by Period


BRK-BUSMVDifference

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%

6.02%

+4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

8.57%

+5.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

12.36%

+4.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

14.51%

+4.93%

Dividends

BRK-B vs. USMV - Dividend Comparison

BRK-B has not paid dividends to shareholders, while USMV's dividend yield for the trailing twelve months is around 1.54%.


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%
USMV
iShares MSCI USA Min Vol Factor ETF
1.54%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%

Frequently Asked Questions


BRK-B and USMV have a correlation of 0.43, 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 USMV (2.65%). In terms of maximum drawdown, BRK-B dropped -53.86% vs USMV's -33.10%.

USMV currently has the higher Sharpe Ratio (0.37 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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