CG vs. BRK-B
CG (The Carlyle Group Inc.) and BRK-B (Berkshire Hathaway Inc.) are both stocks. Both are in the Financial Services sector — CG in Asset Management, BRK-B in Insurance - Diversified. Over the past 10 years, CG returned 15.91%/yr vs 13.14%/yr for BRK-B. At a 0.40 correlation, their price movements are largely independent.
Performance
CG vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, CG achieves a -25.27% return, which is significantly lower than BRK-B's -3.11% return. Over the past 10 years, CG has outperformed BRK-B with an annualized return of 15.91%, while BRK-B has yielded a comparatively lower 13.14% annualized return.
CG
- 1D
- 0.21%
- 1M
- -13.31%
- YTD
- -25.27%
- 6M
- -21.43%
- 1Y
- -3.38%
- 3Y*
- 16.77%
- 5Y*
- 3.15%
- 10Y*
- 15.91%
BRK-B
- 1D
- -0.23%
- 1M
- 2.32%
- YTD
- -3.11%
- 6M
- -2.06%
- 1Y
- -1.32%
- 3Y*
- 13.25%
- 5Y*
- 11.03%
- 10Y*
- 13.14%
CG vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CG The Carlyle Group Inc. | -25.27% | 20.20% | 28.05% | 42.55% | -43.78% | 78.46% | 1.62% | 116.75% | -27.28% | 59.83% |
BRK-B Berkshire Hathaway Inc. | -3.11% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between CG and BRK-B is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 4, 2012 | 0.40 |
Over the past year, the correlation between CG and BRK-B has dropped to 0.19 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
Fundamentals
CG:
$15.65B
BRK-B:
$1.05T
CG:
$1.48
BRK-B:
$33.62
CG:
29.43
BRK-B:
14.49
CG:
0.18
BRK-B:
0.56
CG:
4.03
BRK-B:
2.80
CG:
2.12
BRK-B:
1.44
CG:
$3.99B
BRK-B:
$375.39B
CG:
$2.92B
BRK-B:
$94.36B
CG:
$1.01B
BRK-B:
$71.92B
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Return for Risk
CG vs. BRK-B — Risk / Return Rank
CG
BRK-B
CG vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Carlyle Group Inc. (CG) 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.
| CG | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.00 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | -0.14 | +0.05 |
| Martin ratioReturn relative to average drawdown | -0.18 | -0.30 | +0.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CG | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | -0.09 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.65 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.68 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.48 | -0.18 |
Drawdowns
CG vs. BRK-B - Drawdown Comparison
The maximum CG drawdown since its inception was -62.69%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for CG and BRK-B.
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Drawdown Indicators
| CG | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.69% | -53.86% | -8.83% |
Max Drawdown (1Y)Largest decline over 1 year | -37.83% | -9.42% | -28.41% |
Max Drawdown (3Y)Largest decline over 3 years | -38.53% | -14.95% | -23.58% |
Max Drawdown (5Y)Largest decline over 5 years | -56.75% | -26.58% | -30.17% |
Max Drawdown (10Y)Largest decline over 10 years | -56.75% | -29.57% | -27.18% |
Current DrawdownCurrent decline from peak | -35.87% | -9.78% | -26.09% |
Average DrawdownAverage peak-to-trough decline | -21.74% | -11.07% | -10.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.30% | 4.49% | +14.81% |
Volatility
CG vs. BRK-B - Volatility Comparison
The Carlyle Group Inc. (CG) has a higher volatility of 9.57% compared to Berkshire Hathaway Inc. (BRK-B) at 3.98%. This indicates that CG's price experiences larger fluctuations and is considered to be riskier 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
| CG | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 3.98% | +5.59% |
Volatility (6M)Calculated over the trailing 6-month period | 27.66% | 10.87% | +16.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.92% | 14.38% | +21.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.74% | 17.13% | +22.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.36% | 19.44% | +17.92% |
Dividends
CG vs. BRK-B - Dividend Comparison
CG's dividend yield for the trailing twelve months is around 3.21%, while BRK-B has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CG The Carlyle Group Inc. | 3.21% | 2.37% | 2.77% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% |
Financials
CG vs. BRK-B - Financials Comparison
This section allows you to compare key financial metrics between The Carlyle Group Inc. and Berkshire Hathaway Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CG and BRK-B have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CG has higher volatility (9.57%) compared to BRK-B (3.98%). In terms of maximum drawdown, CG dropped -62.69% vs BRK-B's -53.86%.
BRK-B currently has the higher Sharpe Ratio (-0.09 vs -0.09), 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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