III.L vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about 3I Group plc (III.L) and Berkshire Hathaway Inc. (BRK-B).

Performance

III.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in 3I Group plc (III.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

III.L vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
III.L 3I Group plc	-20.81%	-6.44%	50.11%	85.46%	-3.46%	28.99%	9.36%	47.12%	-12.49%	32.12%
BRK-B Berkshire Hathaway Inc.	-3.23%	2.99%	29.31%	9.69%	15.59%	30.17%	-0.64%	6.71%	9.11%	11.10%

Different Trading Currencies

III.L is traded in GBp, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to GBp using the latest available exchange rates.

Fundamentals

Market Cap III.L : £25.00B BRK-B : $1.03T
EPS III.L : £10.84 BRK-B : $31.03
PE Ratio III.L : 2.38 BRK-B : 15.42
PEG Ratio III.L : 0.07 BRK-B : 0.60
PS Ratio III.L : 6.06 BRK-B : 2.78
PB Ratio III.L : 0.89 BRK-B : 1.44
Total Revenue (TTM) III.L : £4.13B BRK-B : $371.37B
Gross Profit (TTM) III.L : £7.39B BRK-B : $116.89B
EBITDA (TTM) III.L : £10.11B BRK-B : $87.30B

Returns By Period

In the year-to-date period, III.L achieves a -20.81% return, which is significantly lower than BRK-B's -3.23% return. Over the past 10 years, III.L has outperformed BRK-B with an annualized return of 22.55%, while BRK-B has yielded a comparatively lower 13.58% annualized return.

III.L

• 1D: 5.99%
• 1M: -20.07%
• YTD: -20.81%
• 6M: -36.91%
• 1Y: -27.60%
• 3Y*: 17.98%
• 5Y*: 20.44%
• 10Y*: 22.55%

BRK-B

• 1D: -0.38%
• 1M: 0.78%
• YTD: -3.23%
• 6M: -2.33%
• 1Y: -12.48%
• 3Y*: 12.98%
• 5Y*: 14.10%
• 10Y*: 13.58%

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

Return for Risk

III.L vs. BRK-B — Risk / Return Rank

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

III.L

III.L Risk / Return Rank: 14
III.L Sharpe Ratio Rank: 12
III.L Sortino Ratio Rank: 15
III.L Omega Ratio Rank: 13
III.L Calmar Ratio Rank: 21
III.L Martin Ratio Rank: 9

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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.

III.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 3I Group plc (III.L) 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.

	III.L	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	-0.67	-0.66	-0.01
Sortino ratio Return per unit of downside risk	-0.72	-0.80	+0.08
Omega ratio Gain probability vs. loss probability	0.89	0.90	-0.01
Calmar ratio Return relative to maximum drawdown	-0.58	-0.73	+0.15
Martin ratio Return relative to average drawdown	-1.48	-1.11	-0.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

III.L vs. BRK-B - Sharpe Ratio Comparison

The current III.L Sharpe Ratio is -0.67, which is comparable to the BRK-B Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of III.L 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.

Sharpe Ratios by Period

	III.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.67	-0.66	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.84	-0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.69	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.58	-0.20

Correlation

The correlation between III.L and BRK-B is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

III.L vs. BRK-B - Dividend Comparison

III.L's dividend yield for the trailing twelve months is around 3.06%, while BRK-B has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
III.L 3I Group plc	3.06%	2.42%	1.82%	2.32%	3.76%	2.78%	3.02%	3.42%	3.75%	1.75%	2.64%	1.68%
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

III.L vs. BRK-B - Drawdown Comparison

The maximum III.L drawdown since its inception was -84.42%, which is greater than BRK-B's maximum drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for III.L and BRK-B.

Drawdown Indicators

	III.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-84.42%	-53.86%	-30.56%
Max Drawdown (1Y) Largest decline over 1 year	-47.86%	-14.95%	-32.91%
Max Drawdown (5Y) Largest decline over 5 years	-47.86%	-26.58%	-21.28%
Max Drawdown (10Y) Largest decline over 10 years	-49.08%	-29.57%	-19.51%
Current Drawdown Current decline from peak	-41.39%	-11.36%	-30.03%
Average Drawdown Average peak-to-trough decline	-26.61%	-11.07%	-15.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.64%	8.72%	+9.92%

Volatility

III.L vs. BRK-B - Volatility Comparison

3I Group plc (III.L) has a higher volatility of 24.36% compared to Berkshire Hathaway Inc. (BRK-B) at 4.68%. This indicates that III.L'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.

Volatility by Period

	III.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.36%	4.68%	+19.68%
Volatility (6M) Calculated over the trailing 6-month period	37.37%	12.29%	+25.08%
Volatility (1Y) Calculated over the trailing 1-year period	41.00%	18.95%	+22.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.65%	16.95%	+12.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.79%	19.84%	+9.95%

Financials