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BRK-B vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BRK-BVTI
YTD Return27.47%22.25%
1Y Return34.74%41.75%
3Y Return (Ann)16.64%8.28%
5Y Return (Ann)16.48%15.07%
10Y Return (Ann)12.52%12.66%
Sharpe Ratio2.783.50
Sortino Ratio3.684.60
Omega Ratio1.481.65
Calmar Ratio4.153.32
Martin Ratio13.5622.61
Ulcer Index2.73%1.92%
Daily Std Dev13.31%12.41%
Max Drawdown-53.86%-55.45%
Current Drawdown-5.00%-0.63%

Correlation

-0.50.00.51.00.6

The correlation between BRK-B and VTI is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BRK-B vs. VTI - Performance Comparison

In the year-to-date period, BRK-B achieves a 27.47% return, which is significantly higher than VTI's 22.25% return. Both investments have delivered pretty close results over the past 10 years, with BRK-B having a 12.52% annualized return and VTI not far ahead at 12.66%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
14.59%
16.24%
BRK-B
VTI

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Risk-Adjusted Performance

BRK-B vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Vanguard Total Stock Market ETF (VTI). 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-B
Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.002.78
Sortino ratio
The chart of Sortino ratio for BRK-B, currently valued at 3.68, compared to the broader market-4.00-2.000.002.004.006.003.68
Omega ratio
The chart of Omega ratio for BRK-B, currently valued at 1.48, compared to the broader market0.501.001.502.001.48
Calmar ratio
The chart of Calmar ratio for BRK-B, currently valued at 4.15, compared to the broader market0.002.004.006.004.15
Martin ratio
The chart of Martin ratio for BRK-B, currently valued at 13.56, compared to the broader market-10.000.0010.0020.0030.0013.56
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 3.50, compared to the broader market-4.00-2.000.002.004.003.50
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 4.60, compared to the broader market-4.00-2.000.002.004.006.004.60
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.65, compared to the broader market0.501.001.502.001.65
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 3.32, compared to the broader market0.002.004.006.003.32
Martin ratio
The chart of Martin ratio for VTI, currently valued at 22.61, compared to the broader market-10.000.0010.0020.0030.0022.61

BRK-B vs. VTI - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is 2.78, which is comparable to the VTI Sharpe Ratio of 3.50. The chart below compares the historical Sharpe Ratios of BRK-B and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.78
3.50
BRK-B
VTI

Dividends

BRK-B vs. VTI - Dividend Comparison

BRK-B has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.30%.


TTM20232022202120202019201820172016201520142013
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%
VTI
Vanguard Total Stock Market ETF
1.30%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

BRK-B vs. VTI - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BRK-B and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-5.00%
-0.63%
BRK-B
VTI

Volatility

BRK-B vs. VTI - Volatility Comparison

Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 3.82% compared to Vanguard Total Stock Market ETF (VTI) at 2.73%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
3.82%
2.73%
BRK-B
VTI