BRKC vs. BRK-A

Last updated Jun 4, 2026

BRKC (YieldMax BRK.B Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while BRK-A (Berkshire Hathaway Inc) is a stock. Their correlation of 0.88 suggests significant overlap in exposure.

Performance

BRKC vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax BRK.B Option Income Strategy ETF (BRKC) and Berkshire Hathaway Inc (BRK-A). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRKC achieves a -3.65% return, which is significantly higher than BRK-A's -5.45% return.

BRKC

• 1D: 0.72%
• 1M: 1.28%
• YTD: -3.65%
• 6M: -4.08%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRK-A

• 1D: 0.92%
• 1M: 1.55%
• YTD: -5.45%
• 6M: -5.85%
• 1Y: -4.36%
• 3Y*: 12.37%
• 5Y*: 10.21%
• 10Y*: 12.93%

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

BRKC vs. BRK-A - Yearly Performance Comparison

	2026 (YTD)	2025
BRKC YieldMax BRK.B Option Income Strategy ETF	-3.65%	0.93%
BRK-A Berkshire Hathaway Inc	-5.45%	2.98%

Correlation

The correlation between BRKC and BRK-A is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 6, 2025	0.88

Return for Risk

BRKC vs. BRK-A — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRK-A

BRK-A Risk / Return Rank: 23
BRK-A Sharpe Ratio Rank: 27
BRK-A Sortino Ratio Rank: 22
BRK-A Omega Ratio Rank: 23
BRK-A Calmar Ratio Rank: 24
BRK-A Martin Ratio Rank: 20

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.

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 (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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BRKC	BRK-A	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.32	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.60	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.22	0.82	-1.04

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.

Drawdown Indicators

	BRKC	BRK-A	Difference
Max Drawdown Largest peak-to-trough decline	-7.59%	-51.47%	+43.88%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.12%	—
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 Drawdown Current decline from peak	-5.59%	-11.82%	+6.23%
Average Drawdown Average peak-to-trough decline	-3.12%	-9.52%	+6.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.48%	—

Volatility

Volatility by Period

	BRKC	BRK-A	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.57%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.40%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.68%	13.87%	-1.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.68%	17.15%	-4.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.68%	18.98%	-6.30%

Dividends

BRKC vs. BRK-A - Dividend Comparison

BRKC's dividend yield for the trailing twelve months is around 20.15%, while BRK-A has not paid dividends to shareholders.

Position	TTM	2025
BRK-A Berkshire Hathaway Inc	0.00%	0.00%
BRKC YieldMax BRK.B Option Income Strategy ETF	20.15%	10.81%

Frequently Asked Questions

Can I hold both BRKC and BRK-A in my portfolio?

BRKC and BRK-A have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.