BRKC vs. BRK-B
BRKC (YieldMax BRK.B Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past year, BRKC returned 1.21% vs 4.63% for BRK-B. Their correlation of 0.93 suggests significant overlap in exposure.
Performance
BRKC vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, BRKC achieves a -1.60% return, which is significantly higher than BRK-B's -1.90% return.
BRKC
- 1D
- 0.71%
- 1M
- -0.45%
- 6M
- -0.20%
- YTD
- -1.60%
- 1Y
- 1.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BRK-B
- 1D
- 0.98%
- 1M
- -0.37%
- 6M
- 0.10%
- YTD
- -1.90%
- 1Y
- 4.63%
- 3Y*
- 12.73%
- 5Y*
- 12.15%
- 10Y*
- 12.90%
BRKC vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BRKC YieldMax BRK.B Option Income Strategy ETF | -1.60% | 0.76% |
BRK-B Berkshire Hathaway Inc. | -1.90% | 2.37% |
Correlation
The correlation between BRKC and BRK-B is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025 | 0.93 |
The correlation between BRKC and BRK-B has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.
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Return for Risk
BRKC vs. BRK-B — Risk / Return Rank
BRKC
BRK-B
BRKC vs. BRK-B - 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-B). 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-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.07 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 0.49 | -0.33 |
| Martin ratioReturn relative to average drawdown | 0.33 | 1.04 | -0.70 |
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Drawdowns
BRKC vs. BRK-B - Drawdown Comparison
The maximum BRKC drawdown since its inception was -7.59%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BRKC and BRK-B.
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Drawdown Indicators
| BRKC | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.59% | -53.86% | +46.27% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -9.42% | +1.83% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.95% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.57% | — |
Current DrawdownCurrent decline from peak | -3.58% | -8.65% | +5.07% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -11.06% | +7.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 4.48% | -0.83% |
Volatility
BRKC vs. BRK-B - Volatility Comparison
The current volatility for YieldMax BRK.B Option Income Strategy ETF (BRKC) is 3.07%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.46%. This indicates that BRKC experiences smaller price fluctuations and is considered to be less risky than BRK-B 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-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 4.46% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 11.07% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.50% | 14.54% | -2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.42% | 17.12% | -4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.42% | 19.40% | -6.98% |
Dividends
BRKC vs. BRK-B - Dividend Comparison
BRKC's dividend yield for the trailing twelve months is around 21.87%, while BRK-B has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% |
BRKC YieldMax BRK.B Option Income Strategy ETF | 21.87% | 10.81% |
Frequently Asked Questions
With a correlation of 0.93, BRKC and BRK-B 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-B has higher volatility (4.46%) compared to BRKC (3.07%). In terms of maximum drawdown, BRKC dropped -7.59% vs BRK-B's -53.86%.
BRK-B currently has the higher Sharpe Ratio (0.32 vs 0.10), 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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