DYNF vs. BRK-B

Last updated Jun 5, 2026

DYNF (BlackRock U.S. Equity Factor Rotation ETF) is Large Cap Growth Equities fund actively managed by BlackRock, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, DYNF returned 15.11%/yr vs 10.35%/yr for BRK-B. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

DYNF vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock U.S. Equity Factor Rotation ETF (DYNF) 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, DYNF achieves a 11.93% return, which is significantly higher than BRK-B's -4.78% return.

DYNF

• 1D: 0.34%
• 1M: 5.19%
• YTD: 11.93%
• 6M: 11.85%
• 1Y: 30.76%
• 3Y*: 26.47%
• 5Y*: 15.11%
• 10Y*: —

BRK-B

• 1D: 0.69%
• 1M: 2.82%
• YTD: -4.78%
• 6M: -4.89%
• 1Y: -2.52%
• 3Y*: 13.36%
• 5Y*: 10.35%
• 10Y*: 12.93%

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

DYNF vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DYNF BlackRock U.S. Equity Factor Rotation ETF	11.93%	20.00%	30.29%	36.25%	-20.27%	22.12%	13.47%	14.07%
BRK-B Berkshire Hathaway Inc.	-4.78%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.80%

Correlation

The correlation between DYNF and BRK-B is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.49
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019	0.56

Over the past year, the correlation between DYNF and BRK-B has dropped to 0.12 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.

Return for Risk

DYNF vs. BRK-B — Risk / Return Rank

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

DYNF

DYNF Risk / Return Rank: 77
DYNF Sharpe Ratio Rank: 78
DYNF Sortino Ratio Rank: 76
DYNF Omega Ratio Rank: 75
DYNF Calmar Ratio Rank: 72
DYNF Martin Ratio Rank: 84

BRK-B

BRK-B Risk / Return Rank: 31
BRK-B Sharpe Ratio Rank: 34
BRK-B Sortino Ratio Rank: 28
BRK-B Omega Ratio Rank: 27
BRK-B Calmar Ratio Rank: 33
BRK-B Martin Ratio Rank: 32

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.

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

This table presents a comparison of risk-adjusted performance metrics for BlackRock U.S. Equity Factor Rotation ETF (DYNF) 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.

	DYNF	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	2.48	-0.18	+2.66
Sortino ratio: Return per unit of downside risk	3.37	-0.15	+3.52
Omega ratio: Gain probability vs. loss probability	1.44	0.98	+0.46
Calmar ratio: Return relative to maximum drawdown	3.57	-0.27	+3.83
Martin ratio: Return relative to average drawdown	17.29	-0.57	+17.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DYNF vs. BRK-B - Sharpe Ratio Comparison

The current DYNF Sharpe Ratio is 2.48, which is higher than the BRK-B Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of DYNF 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

	DYNF	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.48	-0.18	+2.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	0.61	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.48	+0.35

Drawdowns

DYNF vs. BRK-B - Drawdown Comparison

The maximum DYNF drawdown since its inception was -34.72%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for DYNF and BRK-B.

Drawdown Indicators

	DYNF	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-34.72%	-53.86%	+19.14%
Max Drawdown (1Y) Largest decline over 1 year	-8.67%	-9.42%	+0.75%
Max Drawdown (3Y) Largest decline over 3 years	-18.70%	-14.95%	-3.75%
Max Drawdown (5Y) Largest decline over 5 years	-28.65%	-26.58%	-2.07%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-0.24%	-11.33%	+11.09%
Average Drawdown Average peak-to-trough decline	-5.97%	-11.07%	+5.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.78%	4.46%	-2.68%

Volatility

DYNF vs. BRK-B - Volatility Comparison

The current volatility for BlackRock U.S. Equity Factor Rotation ETF (DYNF) is 3.21%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.72%. This indicates that DYNF 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

	DYNF	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.21%	3.72%	-0.51%
Volatility (6M) Calculated over the trailing 6-month period	9.55%	10.70%	-1.15%
Volatility (1Y) Calculated over the trailing 1-year period	12.44%	14.32%	-1.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.49%	17.11%	+0.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.90%	19.43%	+0.47%

Dividends

DYNF vs. BRK-B - Dividend Comparison

DYNF's dividend yield for the trailing twelve months is around 0.88%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DYNF BlackRock U.S. Equity Factor Rotation ETF	0.88%	1.01%	0.65%	1.11%	1.66%	2.89%	1.52%	1.22%

Frequently Asked Questions

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

DYNF and BRK-B have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DYNF or BRK-B?

BRK-B has higher volatility (3.72%) compared to DYNF (3.21%). In terms of maximum drawdown, DYNF dropped -34.72% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

DYNF currently has the higher Sharpe Ratio (2.48 vs -0.18), 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.