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

Performance

GDX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Gold Miners ETF (GDX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GDX achieves a -8.28% return, which is significantly lower than BRK-B's -3.11% return. Both investments have delivered pretty close results over the past 10 years, with GDX having a 12.82% annualized return and BRK-B not far ahead at 13.14%.


GDX

1D
-0.22%
1M
-16.83%
YTD
-8.28%
6M
0.10%
1Y
53.51%
3Y*
37.89%
5Y*
17.28%
10Y*
12.82%

BRK-B

1D
-0.23%
1M
2.32%
YTD
-3.11%
6M
-2.06%
1Y
-1.32%
3Y*
13.25%
5Y*
11.03%
10Y*
13.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDX vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GDX
VanEck Gold Miners ETF
-8.28%154.77%10.63%9.98%-9.01%-9.52%23.66%39.84%-8.77%11.99%
BRK-B
Berkshire Hathaway Inc.
-3.11%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between GDX and BRK-B is -0.01, 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

-0.01

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

0.06

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

0.15

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

0.04

Correlation (All Time)
Calculated using the full available price history since May 23, 2006

0.10

The correlation between GDX and BRK-B shifts across timeframes, from -0.01 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GDX vs. BRK-B — Risk / Return Rank

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

GDX
GDX Risk / Return Rank: 3535
Overall Rank
GDX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 3232
Sortino Ratio Rank
GDX Omega Ratio Rank: 3737
Omega Ratio Rank
GDX Calmar Ratio Rank: 3737
Calmar Ratio Rank
GDX Martin Ratio Rank: 3232
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3535
Overall Rank
BRK-B Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3030
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3737
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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck Gold Miners ETF (GDX) 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.


GDXBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.22

1.00

+0.22

Calmar ratioReturn relative to maximum drawdown

1.68

-0.14

+1.82

Martin ratioReturn relative to average drawdown

4.32

-0.30

+4.62

GDX vs. BRK-B - Sharpe Ratio Comparison

The current GDX Sharpe Ratio is 1.16, which is higher than the BRK-B Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of GDX 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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Sharpe Ratios by Period


GDXBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

-0.09

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.65

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.68

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.48

-0.37

Drawdowns

GDX vs. BRK-B - Drawdown Comparison

The maximum GDX drawdown since its inception was -80.34%, 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 GDX and BRK-B.


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Drawdown Indicators


GDXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-80.34%

-53.86%

-26.48%

Max Drawdown (1Y)

Largest decline over 1 year

-32.09%

-9.42%

-22.67%

Max Drawdown (3Y)

Largest decline over 3 years

-32.09%

-14.95%

-17.14%

Max Drawdown (5Y)

Largest decline over 5 years

-46.51%

-26.58%

-19.93%

Max Drawdown (10Y)

Largest decline over 10 years

-49.79%

-29.57%

-20.22%

Current Drawdown

Current decline from peak

-32.09%

-9.78%

-22.31%

Average Drawdown

Average peak-to-trough decline

-40.43%

-11.07%

-29.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.42%

4.49%

+7.93%

Volatility

GDX vs. BRK-B - Volatility Comparison

VanEck Gold Miners ETF (GDX) has a higher volatility of 16.05% compared to Berkshire Hathaway Inc. (BRK-B) at 3.98%. This indicates that GDX'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


GDXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.05%

3.98%

+12.07%

Volatility (6M)

Calculated over the trailing 6-month period

38.61%

10.87%

+27.74%

Volatility (1Y)

Calculated over the trailing 1-year period

46.36%

14.38%

+31.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.61%

17.13%

+19.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.27%

19.44%

+17.83%

Dividends

GDX vs. BRK-B - Dividend Comparison

GDX's dividend yield for the trailing twelve months is around 0.80%, while BRK-B has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
GDX
VanEck Gold Miners ETF
0.80%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%

Frequently Asked Questions


GDX and BRK-B have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDX has higher volatility (16.05%) compared to BRK-B (3.98%). In terms of maximum drawdown, GDX dropped -80.34% vs BRK-B's -53.86%.

GDX currently has the higher Sharpe Ratio (1.16 vs -0.09), 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.

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