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

EGLIX vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Eagle MLP Strategy Fund (EGLIX) and Berkshire Hathaway Inc. (BRK-B).

EGLIX is managed by Eagle MLP. It was launched on Sep 13, 2012.

Performance

EGLIX vs. BRK-B - Performance Comparison

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

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EGLIX vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EGLIX
Eagle MLP Strategy Fund		24.64%3.00%43.07%16.07%33.19%49.17%-23.58%9.31%-18.79%-9.37%
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, EGLIX achieves a 24.64% return, which is significantly higher than BRK-B's -4.80% return. Over the past 10 years, EGLIX has outperformed BRK-B with an annualized return of 14.65%, while BRK-B has yielded a comparatively lower 12.78% annualized return.

EGLIX

1D
-0.70%
1M
1.03%
YTD
24.64%
6M
26.09%
1Y
20.10%
3Y*
28.54%
5Y*
28.36%
10Y*
14.65%

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)

Compare stocks, funds, or ETFs

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Eagle MLP Strategy Fund

Berkshire Hathaway Inc.

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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

EGLIX vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EGLIX
EGLIX Risk / Return Rank: 4747
Overall Rank
EGLIX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EGLIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
EGLIX Omega Ratio Rank: 5151
Omega Ratio Rank
EGLIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
EGLIX Martin Ratio Rank: 2828
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.

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

This table presents a comparison of risk-adjusted performance metrics for Eagle MLP Strategy Fund (EGLIX) 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.

EGLIXBRK-BDifference

Sharpe ratio

Return per unit of total volatility

1.08

-0.56

+1.64

Sortino ratio

Return per unit of downside risk

1.43

-0.65

+2.08

Omega ratio

Gain probability vs. loss probability

1.22

0.91

+0.31

Calmar ratio

Return relative to maximum drawdown

1.33

-0.68

+2.01

Martin ratio

Return relative to average drawdown

3.23

-1.16

+4.40

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

EGLIX vs. BRK-B - Sharpe Ratio Comparison

The current EGLIX Sharpe Ratio is 1.08, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of EGLIX 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

EGLIXBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

-0.56

+1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.34

0.77

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.66

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.48

-0.18

Correlation

The correlation between EGLIX and BRK-B is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EGLIX vs. BRK-B - Dividend Comparison

EGLIX's dividend yield for the trailing twelve months is around 4.29%, while BRK-B has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
EGLIX
Eagle MLP Strategy Fund		4.29%3.98%4.38%5.85%5.25%5.24%10.88%8.08%8.12%7.10%6.38%8.61%
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%

Drawdowns

EGLIX vs. BRK-B - Drawdown Comparison

The maximum EGLIX drawdown since its inception was -78.89%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for EGLIX and BRK-B.

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Drawdown Indicators

EGLIXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-78.89%

-53.86%

-25.03%

Max Drawdown (1Y)

Largest decline over 1 year

-15.68%

-14.95%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-22.06%

-26.58%

+4.52%

Max Drawdown (10Y)

Largest decline over 10 years

-68.86%

-29.57%

-39.29%

Current Drawdown

Current decline from peak

-1.55%

-11.36%

+9.81%

Average Drawdown

Average peak-to-trough decline

-27.80%

-11.07%

-16.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.46%

8.72%

-2.26%

Volatility

EGLIX vs. BRK-B - Volatility Comparison

The current volatility for Eagle MLP Strategy Fund (EGLIX) is 3.96%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.33%. This indicates that EGLIX 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

EGLIXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

4.33%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

11.14%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

19.35%

18.30%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.25%

17.20%

+4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.13%

19.45%

+6.68%