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

CPIEX vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Counterpoint Tactical Equity Fund (CPIEX) and Berkshire Hathaway Inc. (BRK-B).

CPIEX is managed by Counterpoint Mutual Funds. It was launched on Nov 29, 2015.

Performance

CPIEX vs. BRK-B - Performance Comparison

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

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CPIEX vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CPIEX
Counterpoint Tactical Equity Fund		-1.43%10.21%37.75%6.18%12.15%54.08%-29.20%-7.69%-3.17%14.15%
BRK-B
Berkshire Hathaway Inc.		-4.80%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Returns By Period

In the year-to-date period, CPIEX achieves a -1.43% return, which is significantly higher than BRK-B's -4.80% return. Over the past 10 years, CPIEX has underperformed BRK-B with an annualized return of 7.67%, while BRK-B has yielded a comparatively higher 12.78% annualized return.

CPIEX

1D
0.09%
1M
-3.65%
YTD
-1.43%
6M
-1.85%
1Y
3.43%
3Y*
18.02%
5Y*
23.12%
10Y*
7.67%

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)

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Counterpoint Tactical Equity Fund

Berkshire Hathaway Inc.

Often compared with CPIEX:
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Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

CPIEX vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CPIEX
CPIEX Risk / Return Rank: 1414
Overall Rank
CPIEX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CPIEX Sortino Ratio Rank: 1111
Sortino Ratio Rank
CPIEX Omega Ratio Rank: 1010
Omega Ratio Rank
CPIEX Calmar Ratio Rank: 2020
Calmar Ratio Rank
CPIEX Martin Ratio Rank: 1919
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
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.

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

This table presents a comparison of risk-adjusted performance metrics for Counterpoint Tactical Equity Fund (CPIEX) 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.

CPIEXBRK-BDifference

Sharpe ratio

Return per unit of total volatility

0.36

-0.56

+0.92

Sortino ratio

Return per unit of downside risk

0.56

-0.65

+1.21

Omega ratio

Gain probability vs. loss probability

1.07

0.91

+0.16

Calmar ratio

Return relative to maximum drawdown

0.64

-0.68

+1.32

Martin ratio

Return relative to average drawdown

2.08

-1.16

+3.25

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CPIEX vs. BRK-B - Sharpe Ratio Comparison

The current CPIEX Sharpe Ratio is 0.36, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of CPIEX 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.

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Sharpe Ratios by Period

CPIEXBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

-0.56

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.81

0.77

+1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.66

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.48

+0.05

Correlation

The correlation between CPIEX and BRK-B is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CPIEX vs. BRK-B - Dividend Comparison

CPIEX's dividend yield for the trailing twelve months is around 5.65%, while BRK-B has not paid dividends to shareholders.

TTM202520242023202220212020201920182017
CPIEX
Counterpoint Tactical Equity Fund		5.65%5.56%2.16%2.44%3.05%0.00%0.00%0.00%3.40%5.93%
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%

Drawdowns

CPIEX vs. BRK-B - Drawdown Comparison

The maximum CPIEX drawdown since its inception was -48.20%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for CPIEX and BRK-B.

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Drawdown Indicators

CPIEXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-48.20%

-53.86%

+5.66%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-14.95%

+7.81%

Max Drawdown (5Y)

Largest decline over 5 years

-9.76%

-26.58%

+16.82%

Max Drawdown (10Y)

Largest decline over 10 years

-48.20%

-29.57%

-18.63%

Current Drawdown

Current decline from peak

-4.98%

-11.36%

+6.38%

Average Drawdown

Average peak-to-trough decline

-10.03%

-11.07%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

8.72%

-6.51%

Volatility

CPIEX vs. BRK-B - Volatility Comparison

The current volatility for Counterpoint Tactical Equity Fund (CPIEX) is 2.94%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.33%. This indicates that CPIEX 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

CPIEXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

4.33%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

11.14%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.06%

18.30%

-7.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.85%

17.20%

-4.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.71%

19.45%

-6.74%