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JPEF vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JPEF and BRK-B is 0.45, 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.

JPEF vs. BRK-B

Last updated May 31, 2025

Compare and contrast key facts about JPMorgan Equity Focus ETF (JPEF) and Berkshire Hathaway Inc. (BRK-B).

JPEF is an actively managed fund by JPMorgan. It was launched on Jul 29, 2011.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPEF or BRK-B.

Performance

JPEF vs. BRK-B - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JPEF:

0.72

BRK-B:

1.19

Sortino Ratio

JPEF:

1.01

BRK-B:

1.77

Omega Ratio

JPEF:

1.15

BRK-B:

1.25

Calmar Ratio

JPEF:

0.68

BRK-B:

2.81

Martin Ratio

JPEF:

2.40

BRK-B:

6.66

Ulcer Index

JPEF:

5.09%

BRK-B:

3.72%

Daily Std Dev

JPEF:

19.45%

BRK-B:

19.76%

Max Drawdown

JPEF:

-18.09%

BRK-B:

-53.86%

Current Drawdown

JPEF:

-4.20%

BRK-B:

-6.64%

Returns By Period

In the year-to-date period, JPEF achieves a -0.10% return, which is significantly lower than BRK-B's 11.18% return.

JPEF

YTD

-0.10%

1M

6.28%

6M

-2.64%

1Y

13.83%

3Y*

N/A

5Y*

N/A

10Y*

N/A

BRK-B

YTD

11.18%

1M

-4.95%

6M

4.34%

1Y

21.61%

3Y*

16.84%

5Y*

22.12%

10Y*

13.42%

*Annualized

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JPMorgan Equity Focus ETF

Berkshire Hathaway Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JPEF vs. BRK-B — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JPEF
The Risk-Adjusted Performance Rank of JPEF is 6161
Overall Rank
The Sharpe Ratio Rank of JPEF is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of JPEF is 5858
Sortino Ratio Rank
The Omega Ratio Rank of JPEF is 6161
Omega Ratio Rank
The Calmar Ratio Rank of JPEF is 6565
Calmar Ratio Rank
The Martin Ratio Rank of JPEF is 6161
Martin Ratio Rank
BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8787
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JPEF vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Focus ETF (JPEF) 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.

The current JPEF Sharpe Ratio is 0.72, which is lower than the BRK-B Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of JPEF 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JPEF vs. BRK-B - Dividend Comparison

JPEF's dividend yield for the trailing twelve months is around 0.72%, while BRK-B has not paid dividends to shareholders.

TTM20242023
JPEF
JPMorgan Equity Focus ETF		0.72%0.72%0.39%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%

Drawdowns

JPEF vs. BRK-B - Drawdown Comparison

The maximum JPEF drawdown since its inception was -18.09%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for JPEF and BRK-B.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JPEF vs. BRK-B - Volatility Comparison

The current volatility for JPMorgan Equity Focus ETF (JPEF) is 4.93%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.63%. This indicates that JPEF 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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