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

Performance

KLIP vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares China Internet and Covered Call Strategy ETF (KLIP) 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, KLIP achieves a -15.37% return, which is significantly lower than BRK-B's -0.79% return.


KLIP

1D
1.59%
1M
-7.73%
YTD
-15.37%
6M
-17.65%
1Y
-9.98%
3Y*
4.43%
5Y*
10Y*

BRK-B

1D
2.22%
1M
3.90%
YTD
-0.79%
6M
0.07%
1Y
2.81%
3Y*
14.14%
5Y*
12.37%
10Y*
13.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KLIP vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023
KLIP
KraneShares China Internet and Covered Call Strategy ETF
-15.37%16.92%3.37%11.11%
BRK-B
Berkshire Hathaway Inc.
-0.79%10.89%27.09%11.33%

Correlation

The correlation between KLIP and BRK-B is -0.07, 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

-0.07

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2023

0.17

The correlation between KLIP and BRK-B shifts across timeframes, from -0.07 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

KLIP vs. BRK-B — Risk / Return Rank

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

KLIP
KLIP Risk / Return Rank: 55
Overall Rank
KLIP Sharpe Ratio Rank: 55
Sharpe Ratio Rank
KLIP Sortino Ratio Rank: 55
Sortino Ratio Rank
KLIP Omega Ratio Rank: 44
Omega Ratio Rank
KLIP Calmar Ratio Rank: 66
Calmar Ratio Rank
KLIP Martin Ratio Rank: 33
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4747
Overall Rank
BRK-B Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 4242
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 4141
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 5151
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 5151
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.

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

This table presents a comparison of risk-adjusted performance metrics for KraneShares China Internet and Covered Call Strategy ETF (KLIP) 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.


KLIPBRK-BDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

0.90

1.05

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.47

0.30

-0.77

Martin ratioReturn relative to average drawdown

-1.26

0.62

-1.89

KLIP vs. BRK-B - Sharpe Ratio Comparison

The current KLIP Sharpe Ratio is -0.61, which is lower than the BRK-B Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of KLIP 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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Drawdowns

KLIP vs. BRK-B - Drawdown Comparison

The maximum KLIP drawdown since its inception was -21.48%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for KLIP and BRK-B.


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Drawdown Indicators


KLIPBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-21.48%

-53.86%

+32.38%

Max Drawdown (1Y)

Largest decline over 1 year

-21.48%

-9.42%

-12.06%

Max Drawdown (3Y)

Largest decline over 3 years

-21.48%

-14.95%

-6.53%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-20.23%

-7.62%

-12.61%

Average Drawdown

Average peak-to-trough decline

-4.02%

-11.07%

+7.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.91%

4.51%

+3.40%

Volatility

KLIP vs. BRK-B - Volatility Comparison

KraneShares China Internet and Covered Call Strategy ETF (KLIP) has a higher volatility of 5.98% compared to Berkshire Hathaway Inc. (BRK-B) at 4.27%. This indicates that KLIP'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


KLIPBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

4.27%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

13.33%

10.76%

+2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

16.35%

14.50%

+1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

17.12%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.15%

19.40%

-1.25%

Dividends

KLIP vs. BRK-B - Dividend Comparison

KLIP's dividend yield for the trailing twelve months is around 30.64%, while BRK-B has not paid dividends to shareholders.


PositionTTM202520242023
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%
KLIP
KraneShares China Internet and Covered Call Strategy ETF
30.64%25.14%54.26%61.22%

Frequently Asked Questions


KLIP and BRK-B have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KLIP has higher volatility (5.98%) compared to BRK-B (4.27%). In terms of maximum drawdown, KLIP dropped -21.48% vs BRK-B's -53.86%.

BRK-B currently has the higher Sharpe Ratio (0.19 vs -0.61), 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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