BSJO vs. BRK-B

Last updated Jul 12, 2026

BSJO (Invesco BulletShares 2024 High Yield Corporate Bond ETF) is High Yield Bonds fund tracking the NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index, while BRK-B (Berkshire Hathaway Inc.) is a stock.

Performance

BSJO vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BSJO

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRK-B

• 1D: -0.35%
• 1M: 0.91%
• 6M: -1.08%
• YTD: -1.78%
• 1Y: 3.75%
• 3Y*: 12.87%
• 5Y*: 11.97%
• 10Y*: 13.06%

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

BSJO vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%
BRK-B Berkshire Hathaway Inc.	-2.02%

Return for Risk

BSJO vs. BRK-B — Risk / Return Rank

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

BSJO

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

BRK-B

BRK-B Risk / Return Rank: 50
BRK-B Sharpe Ratio Rank: 54
BRK-B Sortino Ratio Rank: 44
BRK-B Omega Ratio Rank: 44
BRK-B Calmar Ratio Rank: 54
BRK-B Martin Ratio Rank: 54

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.

BSJO vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) 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.

	BSJO	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	—	0.22	—
Sortino ratio: Return per unit of downside risk	—	0.41	—
Omega ratio: Gain probability vs. loss probability	—	1.05	—
Calmar ratio: Return relative to maximum drawdown	—	0.34	—
Martin ratio: Return relative to average drawdown	—	0.73	—

Drawdowns

Drawdown Indicators

	BSJO	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	—	-53.86%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.42%	—
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 Drawdown Current decline from peak	—	-8.54%	—
Average Drawdown Average peak-to-trough decline	—	-11.06%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.45%	—

Volatility

Volatility by Period

	BSJO	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.46%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.98%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	14.51%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.10%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	19.39%	—

Dividends

BSJO vs. BRK-B - Dividend Comparison

Neither BSJO nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments