CGCV vs. BRK-B

Last updated Jun 4, 2026

CGCV (Capital Group Conservative Equity ETF) is Large Cap Value Equities fund actively managed by Capital Group, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past year, CGCV returned 16.96% vs -4.51% for BRK-B. At a 0.47 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, CGCV achieves a 5.95% return, which is significantly higher than BRK-B's -5.43% return.

CGCV

• 1D: -0.25%
• 1M: 2.81%
• YTD: 5.95%
• 6M: 6.19%
• 1Y: 16.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRK-B

• 1D: 0.82%
• 1M: 1.46%
• YTD: -5.43%
• 6M: -5.61%
• 1Y: -4.51%
• 3Y*: 13.00%
• 5Y*: 10.20%
• 10Y*: 12.91%

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

CGCV vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CGCV Capital Group Conservative Equity ETF	5.95%	16.62%	7.44%
BRK-B Berkshire Hathaway Inc.	-5.43%	10.89%	11.11%

Correlation

The correlation between CGCV and BRK-B is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (All Time) Calculated using the full available price history since Jun 28, 2024	0.47

The correlation between CGCV and BRK-B shifts across timeframes, from 0.32 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

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: 49
CGCV Sharpe Ratio Rank: 50
CGCV Sortino Ratio Rank: 50
CGCV Omega Ratio Rank: 50
CGCV Calmar Ratio Rank: 43
CGCV Martin Ratio Rank: 51

BRK-B

BRK-B Risk / Return Rank: 23
BRK-B Sharpe Ratio Rank: 27
BRK-B Sortino Ratio Rank: 22
BRK-B Omega Ratio Rank: 23
BRK-B Calmar Ratio Rank: 24
BRK-B Martin Ratio Rank: 20

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	1.75	-0.32	+2.07
Sortino ratio Return per unit of downside risk	2.47	-0.34	+2.81
Omega ratio Gain probability vs. loss probability	1.32	0.96	+0.36
Calmar ratio Return relative to maximum drawdown	2.15	-0.48	+2.63
Martin ratio Return relative to average drawdown	8.67	-1.02	+9.69
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 1.75, which is higher than the BRK-B Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of CGCV and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CGCV	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	-0.32	+2.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.60	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.26	0.48	+0.78

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	-7.93%	-9.42%	+1.49%
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	-0.25%	-11.94%	+11.69%
Average Drawdown Average peak-to-trough decline	-1.67%	-11.07%	+9.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	4.57%	-2.61%

Volatility

CGCV vs. BRK-B - Volatility Comparison

The current volatility for Capital Group Conservative Equity ETF (CGCV) is 2.41%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.75%. 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	2.41%	3.75%	-1.34%
Volatility (6M) Calculated over the trailing 6-month period	7.45%	10.68%	-3.23%
Volatility (1Y) Calculated over the trailing 1-year period	9.72%	14.33%	-4.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.65%	17.11%	-4.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.65%	19.43%	-6.78%

Dividends

CGCV vs. BRK-B - Dividend Comparison

CGCV's dividend yield for the trailing twelve months is around 1.46%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%
CGCV Capital Group Conservative Equity ETF	1.46%	1.44%	0.68%

Frequently Asked Questions

Can I hold both CGCV and BRK-B in my portfolio?

CGCV and BRK-B have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGCV or BRK-B?

BRK-B has higher volatility (3.75%) compared to CGCV (2.41%). In terms of maximum drawdown, CGCV dropped -13.13% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

CGCV currently has the higher Sharpe Ratio (1.75 vs -0.32), 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.