BRKC vs. BRK-A
BRKC (YieldMax BRK.B Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while BRK-A (Berkshire Hathaway Inc. Class A) is a stock. Over the past year, BRKC returned 6.90% vs 11.94% for BRK-A. Their correlation of 0.88 means they have usually moved in the same direction.
Performance
BRKC vs. BRK-A - Performance Comparison
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Returns By Period
In the year-to-date period, BRKC achieves a 2.25% return, which is significantly lower than BRK-A's 3.03% return.
BRKC
- 1D
- 0.21%
- 1M
- 1.42%
- 6M
- 1.97%
- YTD
- 2.25%
- 1Y
- 6.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.59%
BRK-A
- 1D
- 0.44%
- 1M
- 2.73%
- 6M
- 2.61%
- YTD
- 3.03%
- 1Y
- 11.94%
- 3Y*
- 13.38%
- 5Y*
- 12.57%
- 10Y*
- 13.56%
- ALL TIME*
- 18.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $118.36M | $115.77M | $150.45M | |
| $146.92K | $194.11K | $183.15K |
BRKC vs. BRK-A - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BRKC YieldMax BRK.B Option Income Strategy ETF | 2.25% | 0.76% |
BRK-A Berkshire Hathaway Inc. Class A | 3.03% | 2.30% |
Correlation
The correlation between BRKC and BRK-A is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025 | 0.88 |
The correlation between BRKC and BRK-A has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.
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Return for Risk
BRKC vs. BRK-A — Risk / Return Rank
BRKC
BRK-A
BRKC vs. BRK-A - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax BRK.B Option Income Strategy ETF (BRKC) and Berkshire Hathaway Inc. Class A (BRK-A). 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.
| BRKC | BRK-A | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.16 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.32 | -0.40 |
| Martin ratioReturn relative to average drawdown | 1.90 | 2.71 | -0.82 |
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Drawdowns
BRKC vs. BRK-A - Drawdown Comparison
The maximum BRKC drawdown since its inception was -7.59%, smaller than the maximum BRK-A drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for BRKC and BRK-A.
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Drawdown Indicators
| BRKC | BRK-A | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.59% | -51.47% | +43.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -9.12% | +1.53% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.43% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.43% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.91% | +3.91% |
Average DrawdownAverage peak-to-trough decline | -3.07% | -9.51% | +6.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 4.41% | -0.77% |
Volatility
BRKC vs. BRK-A - Volatility Comparison
The current volatility for YieldMax BRK.B Option Income Strategy ETF (BRKC) is 3.09%, while Berkshire Hathaway Inc. Class A (BRK-A) has a volatility of 4.07%. This indicates that BRKC experiences smaller price fluctuations and is considered to be less risky than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRKC | BRK-A | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 4.07% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 10.54% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.31% | 13.91% | -1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.28% | 17.14% | -4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.28% | 18.95% | -6.67% |
Dividends
BRKC vs. BRK-A - Dividend Comparison
BRKC's dividend yield for the trailing twelve months is around 21.89%, while BRK-A has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
BRK-A Berkshire Hathaway Inc. Class A | 0.00% | 0.00% |
BRKC YieldMax BRK.B Option Income Strategy ETF | 21.89% | 10.81% |
Frequently Asked Questions
With a correlation of 0.90, BRKC and BRK-A move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BRK-A has higher volatility (4.07%) compared to BRKC (3.09%). In terms of maximum drawdown, BRKC dropped -7.59% vs BRK-A's -51.47%.
BRK-A currently has the higher Sharpe Ratio (0.86 vs 0.57), 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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