BRK-B vs. VDC

Last updated Jun 13, 2026

BRK-B (Berkshire Hathaway Inc.) is a stock, while VDC (Vanguard Consumer Staples ETF) is Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index. Over the past 10 years, BRK-B returned 13.22%/yr vs 8.03%/yr for VDC. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

BRK-B vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRK-B achieves a -2.67% return, which is significantly lower than VDC's 10.55% return. Over the past 10 years, BRK-B has outperformed VDC with an annualized return of 13.22%, while VDC has yielded a comparatively lower 8.03% annualized return.

BRK-B

• 1D: 0.71%
• 1M: 0.77%
• YTD: -2.67%
• 6M: -2.06%
• 1Y: -0.22%
• 3Y*: 13.30%
• 5Y*: 11.27%
• 10Y*: 13.22%

VDC

• 1D: 0.65%
• 1M: 0.44%
• YTD: 10.55%
• 6M: 8.59%
• 1Y: 7.31%
• 3Y*: 9.05%
• 5Y*: 7.16%
• 10Y*: 8.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. VDC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRK-B Berkshire Hathaway Inc.	-2.67%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%
VDC Vanguard Consumer Staples ETF	10.55%	2.17%	13.30%	2.38%	-1.79%	17.64%	10.86%	26.11%	-7.79%	11.85%

Correlation

The correlation between BRK-B and VDC is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (10Y) Calculated over the trailing 10-year period	0.51
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.50

Over the past year, the correlation between BRK-B and VDC has dropped to 0.29 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Return for Risk

BRK-B vs. VDC — 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: 39
BRK-B Sharpe Ratio Rank: 42
BRK-B Sortino Ratio Rank: 34
BRK-B Omega Ratio Rank: 33
BRK-B Calmar Ratio Rank: 42
BRK-B Martin Ratio Rank: 42

VDC

VDC Risk / Return Rank: 19
VDC Sharpe Ratio Rank: 20
VDC Sortino Ratio Rank: 19
VDC Omega Ratio Rank: 18
VDC Calmar Ratio Rank: 20
VDC Martin Ratio Rank: 18

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. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Vanguard Consumer Staples ETF (VDC). 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-B	VDC	Difference
Sharpe ratio: Return per unit of total volatility	-0.02	0.58	-0.60
Sortino ratio: Return per unit of downside risk	0.08	0.93	-0.85
Omega ratio: Gain probability vs. loss probability	1.01	1.11	-0.10
Calmar ratio: Return relative to maximum drawdown	-0.02	0.79	-0.81
Martin ratio: Return relative to average drawdown	-0.05	1.60	-1.65

BRK-B vs. VDC - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.02, which is lower than the VDC Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of BRK-B and VDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BRK-B vs. VDC - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for BRK-B and VDC.

Drawdown Indicators

	BRK-B	VDC	Difference
Max Drawdown Largest peak-to-trough decline	-53.86%	-34.24%	-19.62%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-9.28%	-0.14%
Max Drawdown (3Y) Largest decline over 3 years	-14.95%	-11.78%	-3.17%
Max Drawdown (5Y) Largest decline over 5 years	-26.58%	-16.55%	-10.03%
Max Drawdown (10Y) Largest decline over 10 years	-29.57%	-25.31%	-4.26%
Current Drawdown Current decline from peak	-9.36%	-4.37%	-4.99%
Average Drawdown Average peak-to-trough decline	-11.07%	-3.73%	-7.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.53%	4.57%	-0.04%

Volatility

BRK-B vs. VDC - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while Vanguard Consumer Staples ETF (VDC) has a volatility of 4.62%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRK-B	VDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.95%	4.62%	-0.67%
Volatility (6M) Calculated over the trailing 6-month period	10.78%	10.02%	+0.76%
Volatility (1Y) Calculated over the trailing 1-year period	14.38%	12.57%	+1.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.12%	13.17%	+3.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.44%	14.66%	+4.78%

Dividends

BRK-B vs. VDC - Dividend Comparison

BRK-B has not paid dividends to shareholders, while VDC's dividend yield for the trailing twelve months is around 2.08%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VDC Vanguard Consumer Staples ETF	2.08%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%

Frequently Asked Questions

Can I hold both BRK-B and VDC in my portfolio?

BRK-B and VDC have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BRK-B or VDC?

VDC has higher volatility (4.62%) compared to BRK-B (3.95%). In terms of maximum drawdown, BRK-B dropped -53.86% vs VDC's -34.24%.

Which has better risk-adjusted returns?

VDC currently has the higher Sharpe Ratio (0.58 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.