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

Performance

GLDM vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold MiniShares Trust (GLDM) 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, GLDM achieves a 0.30% return, which is significantly higher than BRK-B's -3.11% return.


GLDM

1D
0.25%
1M
-8.41%
YTD
0.30%
6M
3.19%
1Y
30.55%
3Y*
30.08%
5Y*
17.89%
10Y*

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)

GLDM vs. BRK-B - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GLDM
SPDR Gold MiniShares Trust
0.30%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.84%
BRK-B
Berkshire Hathaway Inc.
-3.11%10.89%27.09%15.46%3.31%28.95%2.37%10.93%9.52%

Correlation

The correlation between GLDM and BRK-B is -0.04, 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

-0.04

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

0.00

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2018

-0.01

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Return for Risk

GLDM vs. BRK-B — Risk / Return Rank

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

GLDM
GLDM Risk / Return Rank: 3434
Overall Rank
GLDM Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3939
Omega Ratio Rank
GLDM Calmar Ratio Rank: 3434
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2929
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold MiniShares Trust (GLDM) 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.


GLDMBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.57

Omega ratioGain probability vs. loss probability

1.23

1.00

+0.24

Calmar ratioReturn relative to maximum drawdown

1.53

-0.14

+1.68

Martin ratioReturn relative to average drawdown

3.85

-0.30

+4.14

GLDM vs. BRK-B - Sharpe Ratio Comparison

The current GLDM Sharpe Ratio is 1.15, which is higher than the BRK-B Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of GLDM 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


GLDMBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

-0.09

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.65

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.48

+0.51

Drawdowns

GLDM vs. BRK-B - Drawdown Comparison

The maximum GLDM drawdown since its inception was -21.63%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for GLDM and BRK-B.


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Drawdown Indicators


GLDMBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-21.63%

-53.86%

+32.23%

Max Drawdown (1Y)

Largest decline over 1 year

-20.00%

-9.42%

-10.58%

Max Drawdown (3Y)

Largest decline over 3 years

-20.00%

-14.95%

-5.05%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-26.58%

+5.66%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-19.80%

-9.78%

-10.02%

Average Drawdown

Average peak-to-trough decline

-6.24%

-11.07%

+4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.96%

4.49%

+3.47%

Volatility

GLDM vs. BRK-B - Volatility Comparison

SPDR Gold MiniShares Trust (GLDM) has a higher volatility of 5.65% compared to Berkshire Hathaway Inc. (BRK-B) at 3.98%. This indicates that GLDM'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


GLDMBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

3.98%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

23.31%

10.87%

+12.44%

Volatility (1Y)

Calculated over the trailing 1-year period

26.65%

14.38%

+12.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.98%

17.13%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

19.44%

-2.55%

Dividends

GLDM vs. BRK-B - Dividend Comparison

Neither GLDM nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLDM and BRK-B have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLDM has higher volatility (5.65%) compared to BRK-B (3.98%). In terms of maximum drawdown, GLDM dropped -21.63% vs BRK-B's -53.86%.

GLDM currently has the higher Sharpe Ratio (1.15 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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