GRNY vs. BRK-B
GRNY (Fundstrat Granny Shots U.S. Large Cap ETF) is Large Cap Blend Equities fund actively managed by Tidal ETFs, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past year, GRNY returned 29.58% vs 1.64% for BRK-B. At a 0.14 correlation, their price movements are largely independent.
Performance
GRNY vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, GRNY achieves a 11.63% return, which is significantly higher than BRK-B's -1.42% return.
GRNY
- 1D
- 1.62%
- 1M
- 3.21%
- YTD
- 11.63%
- 6M
- 11.09%
- 1Y
- 29.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BRK-B
- 1D
- 1.28%
- 1M
- 2.66%
- YTD
- -1.42%
- 6M
- -2.14%
- 1Y
- 1.64%
- 3Y*
- 13.57%
- 5Y*
- 11.85%
- 10Y*
- 13.41%
GRNY vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GRNY Fundstrat Granny Shots U.S. Large Cap ETF | 11.63% | 24.05% | -0.45% |
BRK-B Berkshire Hathaway Inc. | -1.42% | 10.89% | -3.33% |
Correlation
The correlation between GRNY 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 (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.14 |
The correlation between GRNY and BRK-B shifts across timeframes, from -0.01 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GRNY vs. BRK-B — Risk / Return Rank
GRNY
BRK-B
GRNY vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GRNY | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.03 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 0.17 | +2.38 |
| Martin ratioReturn relative to average drawdown | 7.74 | 0.36 | +7.38 |
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Drawdowns
GRNY vs. BRK-B - Drawdown Comparison
The maximum GRNY drawdown since its inception was -24.18%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for GRNY and BRK-B.
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Drawdown Indicators
| GRNY | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.18% | -53.86% | +29.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -9.42% | -2.21% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.95% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.57% | — |
Current DrawdownCurrent decline from peak | -0.43% | -8.20% | +7.77% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -11.07% | +7.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 4.53% | -0.70% |
Volatility
GRNY vs. BRK-B - Volatility Comparison
Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) has a higher volatility of 5.68% compared to Berkshire Hathaway Inc. (BRK-B) at 4.12%. This indicates that GRNY'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
| GRNY | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 4.12% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 13.39% | 10.80% | +2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.11% | 14.45% | +3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.21% | 17.13% | +6.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.21% | 19.44% | +3.77% |
Dividends
GRNY vs. BRK-B - Dividend Comparison
Neither GRNY nor BRK-B has paid dividends to shareholders.
Frequently Asked Questions
GRNY 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.
GRNY has higher volatility (5.68%) compared to BRK-B (4.12%). In terms of maximum drawdown, GRNY dropped -24.18% vs BRK-B's -53.86%.
GRNY currently has the higher Sharpe Ratio (1.64 vs 0.11), 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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