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

Performance

KMLM vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KFA Mount Lucas Index Strategy ETF (KMLM) 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, KMLM achieves a 8.32% return, which is significantly higher than BRK-B's -2.67% return.


KMLM

1D
-0.53%
1M
-5.80%
YTD
8.32%
6M
9.68%
1Y
13.24%
3Y*
-1.51%
5Y*
4.11%
10Y*

BRK-B

1D
0.71%
1M
1.36%
YTD
-2.67%
6M
-2.06%
1Y
0.35%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KMLM vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
KMLM
KFA Mount Lucas Index Strategy ETF
8.32%-2.98%-1.69%-5.66%30.61%7.04%5.74%
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%28.95%0.95%

Correlation

The correlation between KMLM and BRK-B is 0.03, 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

0.03

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

-0.01

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2020

-0.04

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Return for Risk

KMLM vs. BRK-B — Risk / Return Rank

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

KMLM
KMLM Risk / Return Rank: 3636
Overall Rank
KMLM Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
KMLM Sortino Ratio Rank: 3131
Sortino Ratio Rank
KMLM Omega Ratio Rank: 3232
Omega Ratio Rank
KMLM Calmar Ratio Rank: 4141
Calmar Ratio Rank
KMLM Martin Ratio Rank: 4141
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
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.

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

This table presents a comparison of risk-adjusted performance metrics for KFA Mount Lucas Index Strategy ETF (KMLM) 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.


KMLMBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.19

1.01

+0.18

Calmar ratioReturn relative to maximum drawdown

1.78

-0.02

+1.81

Martin ratioReturn relative to average drawdown

5.86

-0.05

+5.91

KMLM vs. BRK-B - Sharpe Ratio Comparison

The current KMLM Sharpe Ratio is 1.06, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of KMLM 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

KMLM vs. BRK-B - Drawdown Comparison

The maximum KMLM drawdown since its inception was -27.47%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for KMLM and BRK-B.


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Drawdown Indicators


KMLMBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-27.47%

-53.86%

+26.39%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

-9.42%

+2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-22.28%

-14.95%

-7.33%

Max Drawdown (5Y)

Largest decline over 5 years

-27.47%

-26.58%

-0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-15.54%

-9.36%

-6.18%

Average Drawdown

Average peak-to-trough decline

-12.74%

-11.07%

-1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

4.53%

-2.43%

Volatility

KMLM vs. BRK-B - Volatility Comparison

The current volatility for KFA Mount Lucas Index Strategy ETF (KMLM) is 3.35%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.95%. This indicates that KMLM 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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Volatility by Period


KMLMBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

3.95%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

10.78%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.50%

14.38%

-2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

17.12%

-2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.71%

19.44%

-4.73%

Dividends

KMLM vs. BRK-B - Dividend Comparison

KMLM's dividend yield for the trailing twelve months is around 4.64%, while BRK-B has not paid dividends to shareholders.


PositionTTM20252024202320222021
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
KMLM
KFA Mount Lucas Index Strategy ETF
4.64%5.02%0.82%0.00%13.22%6.94%

Frequently Asked Questions


KMLM and BRK-B have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRK-B has higher volatility (3.95%) compared to KMLM (3.35%). In terms of maximum drawdown, KMLM dropped -27.47% vs BRK-B's -53.86%.

KMLM currently has the higher Sharpe Ratio (1.06 vs -0.02), 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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