CMR.TO vs. BRK-B
CMR.TO (iShares Premium Money Market ETF) is Money Market fund actively managed by iShares, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, CMR.TO returned 1.89%/yr vs 13.59%/yr for BRK-B. At a correlation of -0.01, they often move in opposite directions.
Performance
CMR.TO vs. BRK-B - Performance Comparison
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Different Trading Currencies
CMR.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, CMR.TO achieves a 0.97% return, which is significantly higher than BRK-B's -5.39% return. Over the past 10 years, CMR.TO has underperformed BRK-B with an annualized return of 1.89%, while BRK-B has yielded a comparatively higher 13.59% annualized return.
CMR.TO
- 1D
- 0.00%
- 1M
- 0.19%
- YTD
- 0.97%
- 6M
- 1.05%
- 1Y
- 2.37%
- 3Y*
- 3.73%
- 5Y*
- 2.94%
- 10Y*
- 1.89%
BRK-B
- 1D
- 0.00%
- 1M
- 2.23%
- YTD
- -5.39%
- 6M
- -7.11%
- 1Y
- -4.45%
- 3Y*
- 13.85%
- 5Y*
- 13.07%
- 10Y*
- 13.59%
CMR.TO vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMR.TO iShares Premium Money Market ETF | 0.97% | 2.68% | 4.70% | 4.70% | 1.71% | 0.00% | 0.47% | 1.63% | 1.29% | 0.63% |
BRK-B Berkshire Hathaway Inc. | -4.22% | 5.81% | 38.01% | 12.92% | 10.67% | 27.79% | 0.64% | 5.48% | 11.74% | 13.88% |
Correlation
The correlation between CMR.TO and BRK-B is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2009 | -0.01 |
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Return for Risk
CMR.TO vs. BRK-B — Risk / Return Rank
CMR.TO
BRK-B
CMR.TO vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Premium Money Market ETF (CMR.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.
| CMR.TO | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +10.90 | ||
| Sortino ratioReturn per unit of downside risk | +21.43 | ||
| Omega ratioGain probability vs. loss probability | 9.57 | 0.96 | +8.61 |
| Calmar ratioReturn relative to maximum drawdown | 25.44 | -0.37 | +25.81 |
| Martin ratioReturn relative to average drawdown | 187.33 | -0.80 | +188.13 |
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
| CMR.TO | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 10.61 | -0.30 | +10.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 10.67 | 0.82 | +9.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 7.02 | 0.74 | +6.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.84 | 0.83 | +3.01 |
Drawdowns
CMR.TO vs. BRK-B - Drawdown Comparison
The maximum CMR.TO drawdown since its inception was -0.52%, smaller than the maximum BRK-B drawdown of -22.96%. Use the drawdown chart below to compare losses from any high point for CMR.TO and BRK-B.
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Drawdown Indicators
| CMR.TO | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.52% | -22.96% | +22.44% |
Max Drawdown (1Y)Largest decline over 1 year | -0.09% | -11.97% | +11.88% |
Max Drawdown (3Y)Largest decline over 3 years | -0.09% | -17.44% | +17.35% |
Max Drawdown (5Y)Largest decline over 5 years | -0.09% | -22.78% | +22.69% |
Max Drawdown (10Y)Largest decline over 10 years | -0.14% | -22.96% | +22.82% |
Current DrawdownCurrent decline from peak | -0.02% | -14.83% | +14.81% |
Average DrawdownAverage peak-to-trough decline | -0.01% | -5.29% | +5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 5.65% | -5.64% |
Volatility
CMR.TO vs. BRK-B - Volatility Comparison
The current volatility for iShares Premium Money Market ETF (CMR.TO) is 0.05%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.83%. This indicates that CMR.TO 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.
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Volatility by Period
| CMR.TO | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.05% | 3.83% | -3.78% |
Volatility (6M)Calculated over the trailing 6-month period | 0.18% | 11.43% | -11.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.22% | 15.08% | -14.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.28% | 16.09% | -15.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.27% | 18.31% | -18.04% |
Dividends
CMR.TO vs. BRK-B - Dividend Comparison
CMR.TO's dividend yield for the trailing twelve months is around 2.48%, 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% |
CMR.TO iShares Premium Money Market ETF | 2.48% | 2.81% | 4.56% | 4.64% | 1.62% | 0.00% | 0.47% | 1.60% | 1.33% | 0.61% | 0.43% | 0.48% |
Frequently Asked Questions
CMR.TO and BRK-B have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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