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

Performance

BRK-B vs. VEURX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and Vanguard European Stock Index Fund (VEURX). 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 VEURX's 7.18% return. Over the past 10 years, BRK-B has outperformed VEURX with an annualized return of 13.22%, while VEURX has yielded a comparatively lower 9.81% annualized 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%

VEURX

1D
2.88%
1M
1.81%
YTD
7.18%
6M
9.34%
1Y
19.02%
3Y*
16.61%
5Y*
8.26%
10Y*
9.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. VEURX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VEURX
Vanguard European Stock Index Fund
7.18%35.20%1.88%19.83%-16.16%16.14%6.29%24.02%-14.88%26.81%

Correlation

The correlation between BRK-B and VEURX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.33

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

0.47

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

0.52

Correlation (All Time)
Calculated using the full available price history since May 9, 1996

0.42

Over the past year, the correlation between BRK-B and VEURX has dropped to 0.19 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

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Return for Risk

BRK-B vs. VEURX — 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

VEURX
VEURX Risk / Return Rank: 2727
Overall Rank
VEURX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VEURX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VEURX Omega Ratio Rank: 2525
Omega Ratio Rank
VEURX Calmar Ratio Rank: 2626
Calmar Ratio Rank
VEURX Martin Ratio Rank: 2929
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. VEURX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Vanguard European Stock Index Fund (VEURX). 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-BVEURXDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

1.01

1.21

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.02

1.53

-1.55

Martin ratioReturn relative to average drawdown

-0.05

5.58

-5.62

BRK-B vs. VEURX - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.02, which is lower than the VEURX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of BRK-B and VEURX, 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. VEURX - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum VEURX drawdown of -63.33%. Use the drawdown chart below to compare losses from any high point for BRK-B and VEURX.


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Drawdown Indicators


BRK-BVEURXDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-63.33%

+9.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-11.97%

+2.55%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-13.97%

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-32.81%

+6.23%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-37.03%

+7.46%

Current Drawdown

Current decline from peak

-9.36%

-1.05%

-8.31%

Average Drawdown

Average peak-to-trough decline

-11.07%

-12.66%

+1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

3.27%

+1.26%

Volatility

BRK-B vs. VEURX - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while Vanguard European Stock Index Fund (VEURX) has a volatility of 5.60%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than VEURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BVEURXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

5.60%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

13.14%

-2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

15.70%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

17.47%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

18.23%

+1.21%

Dividends

BRK-B vs. VEURX - Dividend Comparison

BRK-B has not paid dividends to shareholders, while VEURX's dividend yield for the trailing twelve months is around 2.62%.


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%
VEURX
Vanguard European Stock Index Fund
2.62%2.70%3.44%3.00%3.07%2.90%1.97%3.14%3.77%2.55%3.35%3.09%

Frequently Asked Questions


BRK-B and VEURX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEURX has higher volatility (5.60%) compared to BRK-B (3.95%). In terms of maximum drawdown, BRK-B dropped -53.86% vs VEURX's -63.33%.

VEURX currently has the higher Sharpe Ratio (1.16 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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