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CGL.TO vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGL.TO vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CGL.TO is traded in CAD, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CGL.TO achieves a -3.19% return, which is significantly lower than BRK-B's -0.69% return. Over the past 10 years, CGL.TO has underperformed BRK-B with an annualized return of 10.99%, while BRK-B has yielded a comparatively higher 14.20% annualized return.


CGL.TO

1D
0.25%
1M
-9.62%
YTD
-3.19%
6M
-3.25%
1Y
19.93%
3Y*
27.16%
5Y*
15.73%
10Y*
10.99%

BRK-B

1D
0.90%
1M
3.19%
YTD
-0.69%
6M
-0.66%
1Y
3.13%
3Y*
15.00%
5Y*
14.53%
10Y*
14.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGL.TO vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
-3.19%60.08%25.70%11.26%-1.07%-4.58%23.41%16.58%-3.19%11.68%
BRK-B
Berkshire Hathaway Inc.
-0.69%5.83%37.85%12.71%9.86%28.89%-0.06%6.36%11.67%13.39%

Correlation

The correlation between CGL.TO and BRK-B is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2010

-0.04

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Return for Risk

CGL.TO vs. BRK-B — Risk / Return Rank

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

CGL.TO
CGL.TO Risk / Return Rank: 2424
Overall Rank
CGL.TO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CGL.TO Sortino Ratio Rank: 2323
Sortino Ratio Rank
CGL.TO Omega Ratio Rank: 2727
Omega Ratio Rank
CGL.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
CGL.TO Martin Ratio Rank: 2222
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
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.

CGL.TO vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) 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.


CGL.TOBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.16

1.04

+0.13

Calmar ratioReturn relative to maximum drawdown

0.87

0.17

+0.70

Martin ratioReturn relative to average drawdown

2.49

0.36

+2.14

CGL.TO vs. BRK-B - Sharpe Ratio Comparison

The current CGL.TO Sharpe Ratio is 0.78, which is higher than the BRK-B Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of CGL.TO 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.


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Drawdowns

CGL.TO vs. BRK-B - Drawdown Comparison

The maximum CGL.TO drawdown since its inception was -45.96%, which is greater than BRK-B's maximum drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for CGL.TO and BRK-B.


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Drawdown Indicators


CGL.TOBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-45.96%

-41.13%

-4.83%

Max Drawdown (1Y)

Largest decline over 1 year

-24.93%

-12.05%

-12.88%

Max Drawdown (3Y)

Largest decline over 3 years

-24.93%

-17.69%

-7.24%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-23.03%

-1.90%

Max Drawdown (10Y)

Largest decline over 10 years

-24.93%

-23.14%

-1.79%

Current Drawdown

Current decline from peak

-22.50%

-11.05%

-11.45%

Average Drawdown

Average peak-to-trough decline

-20.30%

-9.95%

-10.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.66%

5.68%

+2.98%

Volatility

CGL.TO vs. BRK-B - Volatility Comparison

iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) has a higher volatility of 7.67% compared to Berkshire Hathaway Inc. (BRK-B) at 4.35%. This indicates that CGL.TO'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


CGL.TOBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.67%

4.35%

+3.32%

Volatility (6M)

Calculated over the trailing 6-month period

24.08%

11.47%

+12.61%

Volatility (1Y)

Calculated over the trailing 1-year period

27.61%

15.33%

+12.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

18.07%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

20.44%

-3.91%

Dividends

CGL.TO vs. BRK-B - Dividend Comparison

Neither CGL.TO nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CGL.TO and BRK-B have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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