BRK-B vs. VYM

Last updated Jun 6, 2026

BRK-B (Berkshire Hathaway Inc.) is a stock, while VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 10 years, BRK-B returned 13.19%/yr vs 11.65%/yr for VYM. A 0.68 correlation means they provide meaningful diversification when combined.

Performance

BRK-B vs. VYM - Performance Comparison

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

Returns By Period

In the year-to-date period, BRK-B achieves a -2.89% return, which is significantly lower than VYM's 10.90% return. Over the past 10 years, BRK-B has outperformed VYM with an annualized return of 13.19%, while VYM has yielded a comparatively lower 11.65% annualized return.

BRK-B

• 1D: 1.98%
• 1M: 3.90%
• YTD: -2.89%
• 6M: -3.21%
• 1Y: -0.12%
• 3Y*: 13.55%
• 5Y*: 10.78%
• 10Y*: 13.19%

VYM

• 1D: -1.35%
• 1M: 0.82%
• YTD: 10.90%
• 6M: 10.34%
• 1Y: 25.21%
• 3Y*: 18.37%
• 5Y*: 11.16%
• 10Y*: 11.65%

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

BRK-B vs. VYM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRK-B Berkshire Hathaway Inc.	-2.89%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%
VYM Vanguard High Dividend Yield ETF	10.90%	15.42%	17.60%	6.57%	-0.43%	26.20%	1.15%	24.06%	-5.92%	16.42%

Correlation

The correlation between BRK-B and VYM is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (10Y) Calculated over the trailing 10-year period	0.73
Correlation (All Time) Calculated using the full available price history since Nov 17, 2006	0.68

Over the past year, the correlation between BRK-B and VYM has dropped to 0.34 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

Return for Risk

BRK-B vs. VYM — 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: 38
BRK-B Sharpe Ratio Rank: 41
BRK-B Sortino Ratio Rank: 33
BRK-B Omega Ratio Rank: 32
BRK-B Calmar Ratio Rank: 41
BRK-B Martin Ratio Rank: 41

VYM

VYM Risk / Return Rank: 77
VYM Sharpe Ratio Rank: 77
VYM Sortino Ratio Rank: 79
VYM Omega Ratio Rank: 76
VYM Calmar Ratio Rank: 76
VYM Martin Ratio Rank: 76

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. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Vanguard High Dividend Yield ETF (VYM). 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	VYM	Difference
Sharpe ratio: Return per unit of total volatility	-0.01	2.45	-2.46
Sortino ratio: Return per unit of downside risk	0.09	3.47	-3.38
Omega ratio: Gain probability vs. loss probability	1.01	1.44	-0.43
Calmar ratio: Return relative to maximum drawdown	-0.01	3.78	-3.80
Martin ratio: Return relative to average drawdown	-0.03	14.19	-14.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRK-B vs. VYM - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.01, which is lower than the VYM Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of BRK-B and VYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BRK-B	VYM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.01	2.45	-2.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.80	-0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.72	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.51	-0.02

Drawdowns

BRK-B vs. VYM - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for BRK-B and VYM.

Drawdown Indicators

	BRK-B	VYM	Difference
Max Drawdown Largest peak-to-trough decline	-53.86%	-56.98%	+3.12%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-6.69%	-2.73%
Max Drawdown (3Y) Largest decline over 3 years	-14.95%	-14.46%	-0.49%
Max Drawdown (5Y) Largest decline over 5 years	-26.58%	-15.84%	-10.74%
Max Drawdown (10Y) Largest decline over 10 years	-29.57%	-35.21%	+5.64%
Current Drawdown Current decline from peak	-9.57%	-1.82%	-7.75%
Average Drawdown Average peak-to-trough decline	-11.07%	-7.19%	-3.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.47%	1.78%	+2.69%

Volatility

BRK-B vs. VYM - Volatility Comparison

Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 4.08% compared to Vanguard High Dividend Yield ETF (VYM) at 3.08%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRK-B	VYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.08%	3.08%	+1.00%
Volatility (6M) Calculated over the trailing 6-month period	10.87%	7.73%	+3.14%
Volatility (1Y) Calculated over the trailing 1-year period	14.39%	10.35%	+4.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.13%	13.97%	+3.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.43%	16.34%	+3.09%

Dividends

BRK-B vs. VYM - Dividend Comparison

BRK-B has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.22%.

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%
VYM Vanguard High Dividend Yield ETF	2.22%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%

Frequently Asked Questions

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

BRK-B and VYM have a correlation of 0.34, 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 VYM?

BRK-B has higher volatility (4.08%) compared to VYM (3.08%). In terms of maximum drawdown, BRK-B dropped -53.86% vs VYM's -56.98%.

Which has better risk-adjusted returns?

VYM currently has the higher Sharpe Ratio (2.45 vs -0.01), 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.