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BRKY.NEO vs. COW.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRKY.NEO vs. COW.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO) and iShares Global Agriculture Index ETF (COW.TO). The values are adjusted to include any dividend payments, if applicable.

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BRKY.NEO vs. COW.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
BRKY.NEO
Berkshire Hathaway Yield Shares Purpose ETF
-6.22%9.35%33.86%15.68%2.15%
COW.TO
iShares Global Agriculture Index ETF
21.04%-0.67%5.62%-8.61%-0.84%

Returns By Period

In the year-to-date period, BRKY.NEO achieves a -6.22% return, which is significantly lower than COW.TO's 21.04% return.


BRKY.NEO

1D
-0.08%
1M
-0.50%
YTD
-6.22%
6M
-5.97%
1Y
-13.83%
3Y*
16.55%
5Y*
10Y*

COW.TO

1D
0.54%
1M
0.60%
YTD
21.04%
6M
17.11%
1Y
16.02%
3Y*
6.17%
5Y*
5.09%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRKY.NEO vs. COW.TO - Expense Ratio Comparison

BRKY.NEO has a 0.40% expense ratio, which is lower than COW.TO's 0.72% expense ratio.


Return for Risk

BRKY.NEO vs. COW.TO — Risk / Return Rank

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

BRKY.NEO
BRKY.NEO Risk / Return Rank: 22
Overall Rank
BRKY.NEO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BRKY.NEO Sortino Ratio Rank: 22
Sortino Ratio Rank
BRKY.NEO Omega Ratio Rank: 22
Omega Ratio Rank
BRKY.NEO Calmar Ratio Rank: 11
Calmar Ratio Rank
BRKY.NEO Martin Ratio Rank: 22
Martin Ratio Rank

COW.TO
COW.TO Risk / Return Rank: 4343
Overall Rank
COW.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
COW.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
COW.TO Omega Ratio Rank: 4040
Omega Ratio Rank
COW.TO Calmar Ratio Rank: 4949
Calmar Ratio Rank
COW.TO Martin Ratio Rank: 3333
Martin Ratio Rank
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.

BRKY.NEO vs. COW.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO) and iShares Global Agriculture Index ETF (COW.TO). 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.


BRKY.NEOCOW.TODifference

Sharpe ratio

Return per unit of total volatility

-0.67

0.88

-1.55

Sortino ratio

Return per unit of downside risk

-0.83

1.39

-2.22

Omega ratio

Gain probability vs. loss probability

0.88

1.17

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.81

1.39

-2.20

Martin ratio

Return relative to average drawdown

-1.29

3.14

-4.43

BRKY.NEO vs. COW.TO - Sharpe Ratio Comparison

The current BRKY.NEO Sharpe Ratio is -0.67, which is lower than the COW.TO Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of BRKY.NEO and COW.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRKY.NEOCOW.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.67

0.88

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.37

+0.52

Correlation

The correlation between BRKY.NEO and COW.TO is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BRKY.NEO vs. COW.TO - Dividend Comparison

BRKY.NEO's dividend yield for the trailing twelve months is around 6.90%, more than COW.TO's 1.99% yield.


TTM20252024202320222021202020192018201720162015
BRKY.NEO
Berkshire Hathaway Yield Shares Purpose ETF
6.90%5.58%10.93%5.40%0.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COW.TO
iShares Global Agriculture Index ETF
1.99%2.40%1.43%1.62%2.03%0.69%1.02%1.02%1.07%0.58%1.10%1.78%

Drawdowns

BRKY.NEO vs. COW.TO - Drawdown Comparison

The maximum BRKY.NEO drawdown since its inception was -17.36%, smaller than the maximum COW.TO drawdown of -55.00%. Use the drawdown chart below to compare losses from any high point for BRKY.NEO and COW.TO.


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Drawdown Indicators


BRKY.NEOCOW.TODifference

Max Drawdown

Largest peak-to-trough decline

-17.36%

-55.00%

+37.64%

Max Drawdown (1Y)

Largest decline over 1 year

-17.36%

-11.56%

-5.80%

Max Drawdown (5Y)

Largest decline over 5 years

-29.82%

Max Drawdown (10Y)

Largest decline over 10 years

-36.62%

Current Drawdown

Current decline from peak

-15.05%

-3.01%

-12.04%

Average Drawdown

Average peak-to-trough decline

-5.13%

-14.01%

+8.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.91%

5.11%

+5.80%

Volatility

BRKY.NEO vs. COW.TO - Volatility Comparison

The current volatility for Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO) is 5.05%, while iShares Global Agriculture Index ETF (COW.TO) has a volatility of 6.22%. This indicates that BRKY.NEO experiences smaller price fluctuations and is considered to be less risky than COW.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRKY.NEOCOW.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

6.22%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

12.34%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

20.66%

18.26%

+2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.01%

18.95%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

19.28%

-1.27%