CGCV vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Capital Group Conservative Equity ETF (CGCV) and Berkshire Hathaway Inc. (BRK-B).

CGCV is an actively managed fund by Capital Group. It was launched on Jun 25, 2024.

Performance

CGCV vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Conservative Equity ETF (CGCV) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

CGCV vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CGCV Capital Group Conservative Equity ETF	-1.62%	16.62%	7.44%
BRK-B Berkshire Hathaway Inc.	-4.80%	10.89%	11.11%

Returns By Period

In the year-to-date period, CGCV achieves a -1.62% return, which is significantly higher than BRK-B's -4.80% return.

CGCV

• 1D: 0.17%
• 1M: -5.85%
• YTD: -1.62%
• 6M: -0.37%
• 1Y: 11.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRK-B

• 1D: -0.15%
• 1M: -0.35%
• YTD: -4.80%
• 6M: -3.95%
• 1Y: -10.22%
• 3Y*: 15.72%
• 5Y*: 13.13%
• 10Y*: 12.78%

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

Return for Risk

CGCV vs. BRK-B — Risk / Return Rank

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

CGCV

CGCV Risk / Return Rank: 44
CGCV Sharpe Ratio Rank: 42
CGCV Sortino Ratio Rank: 42
CGCV Omega Ratio Rank: 45
CGCV Calmar Ratio Rank: 42
CGCV Martin Ratio Rank: 49

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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.

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

This table presents a comparison of risk-adjusted performance metrics for Capital Group Conservative Equity ETF (CGCV) 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.

	CGCV	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	0.82	-0.56	+1.38
Sortino ratio Return per unit of downside risk	1.22	-0.65	+1.86
Omega ratio Gain probability vs. loss probability	1.18	0.91	+0.27
Calmar ratio Return relative to maximum drawdown	1.15	-0.68	+1.83
Martin ratio Return relative to average drawdown	4.86	-1.16	+6.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CGCV vs. BRK-B - Sharpe Ratio Comparison

The current CGCV Sharpe Ratio is 0.82, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of CGCV and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CGCV	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	-0.56	+1.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.77	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.99	0.48	+0.51

Correlation

The correlation between CGCV and BRK-B is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CGCV vs. BRK-B - Dividend Comparison

CGCV's dividend yield for the trailing twelve months is around 1.57%, while BRK-B has not paid dividends to shareholders.

	TTM	2025	2024
CGCV Capital Group Conservative Equity ETF	1.57%	1.44%	0.68%
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%

Drawdowns

CGCV vs. BRK-B - Drawdown Comparison

The maximum CGCV drawdown since its inception was -13.13%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for CGCV and BRK-B.

Drawdown Indicators

	CGCV	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-13.13%	-53.86%	+40.73%
Max Drawdown (1Y) Largest decline over 1 year	-10.34%	-14.95%	+4.61%
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	-5.97%	-11.36%	+5.39%
Average Drawdown Average peak-to-trough decline	-1.69%	-11.07%	+9.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.44%	8.72%	-6.28%

Volatility

CGCV vs. BRK-B - Volatility Comparison

The current volatility for Capital Group Conservative Equity ETF (CGCV) is 4.11%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.33%. This indicates that CGCV 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.

Volatility by Period

	CGCV	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.11%	4.33%	-0.22%
Volatility (6M) Calculated over the trailing 6-month period	7.65%	11.14%	-3.49%
Volatility (1Y) Calculated over the trailing 1-year period	14.29%	18.30%	-4.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.87%	17.20%	-4.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.87%	19.45%	-6.58%