MAGS vs. BRK-B

Last updated Jun 9, 2026

MAGS (Roundhill Magnificent Seven ETF) is Technology Equities fund actively managed by Roundhill, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 3 years, MAGS returned 33.16%/yr vs 13.25%/yr for BRK-B. At a 0.12 correlation, their price movements are largely independent.

Performance

MAGS vs. BRK-B - Performance Comparison

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

Returns By Period

In the year-to-date period, MAGS achieves a 0.86% return, which is significantly higher than BRK-B's -3.11% return.

MAGS

• 1D: 0.03%
• 1M: -4.44%
• YTD: 0.86%
• 6M: 0.73%
• 1Y: 28.10%
• 3Y*: 33.16%
• 5Y*: —
• 10Y*: —

BRK-B

• 1D: -0.23%
• 1M: 2.32%
• YTD: -3.11%
• 6M: -2.06%
• 1Y: -1.32%
• 3Y*: 13.25%
• 5Y*: 11.03%
• 10Y*: 13.14%

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

MAGS vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
MAGS Roundhill Magnificent Seven ETF	0.86%	22.99%	63.97%	37.32%
BRK-B Berkshire Hathaway Inc.	-3.11%	10.89%	27.09%	13.69%

Correlation

The correlation between MAGS and BRK-B is -0.04, 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	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (All Time) Calculated using the full available price history since Apr 12, 2023	0.12

The correlation between MAGS and BRK-B shifts across timeframes, from -0.04 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MAGS vs. BRK-B — Risk / Return Rank

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

MAGS

MAGS Risk / Return Rank: 39
MAGS Sharpe Ratio Rank: 44
MAGS Sortino Ratio Rank: 42
MAGS Omega Ratio Rank: 41
MAGS Calmar Ratio Rank: 34
MAGS Martin Ratio Rank: 37

BRK-B

BRK-B Risk / Return Rank: 35
BRK-B Sharpe Ratio Rank: 38
BRK-B Sortino Ratio Rank: 30
BRK-B Omega Ratio Rank: 30
BRK-B Calmar Ratio Rank: 38
BRK-B Martin Ratio Rank: 37

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.

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

This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven ETF (MAGS) 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.

	MAGS	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	1.40	-0.09	+1.49
Sortino ratio: Return per unit of downside risk	1.93	-0.03	+1.96
Omega ratio: Gain probability vs. loss probability	1.24	1.00	+0.25
Calmar ratio: Return relative to maximum drawdown	1.52	-0.14	+1.66
Martin ratio: Return relative to average drawdown	5.22	-0.30	+5.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MAGS vs. BRK-B - Sharpe Ratio Comparison

The current MAGS Sharpe Ratio is 1.40, which is higher than the BRK-B Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of MAGS 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.

Sharpe Ratios by Period

	MAGS	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	-0.09	+1.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.65	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.49	0.48	+1.01

Drawdowns

MAGS vs. BRK-B - Drawdown Comparison

The maximum MAGS drawdown since its inception was -29.91%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for MAGS and BRK-B.

Drawdown Indicators

	MAGS	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-29.91%	-53.86%	+23.95%
Max Drawdown (1Y) Largest decline over 1 year	-18.62%	-9.42%	-9.20%
Max Drawdown (3Y) Largest decline over 3 years	-29.91%	-14.95%	-14.96%
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	-6.22%	-9.78%	+3.56%
Average Drawdown Average peak-to-trough decline	-4.70%	-11.07%	+6.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.40%	4.49%	+0.91%

Volatility

MAGS vs. BRK-B - Volatility Comparison

Roundhill Magnificent Seven ETF (MAGS) has a higher volatility of 5.89% compared to Berkshire Hathaway Inc. (BRK-B) at 3.98%. This indicates that MAGS'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

	MAGS	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.89%	3.98%	+1.91%
Volatility (6M) Calculated over the trailing 6-month period	14.84%	10.87%	+3.97%
Volatility (1Y) Calculated over the trailing 1-year period	20.22%	14.38%	+5.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.99%	17.13%	+8.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.99%	19.44%	+6.55%

Dividends

MAGS vs. BRK-B - Dividend Comparison

MAGS's dividend yield for the trailing twelve months is around 1.47%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%
MAGS Roundhill Magnificent Seven ETF	1.47%	1.48%	0.81%	0.44%

Frequently Asked Questions

Can I hold both MAGS and BRK-B in my portfolio?

MAGS and BRK-B have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MAGS or BRK-B?

MAGS has higher volatility (5.89%) compared to BRK-B (3.98%). In terms of maximum drawdown, MAGS dropped -29.91% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

MAGS currently has the higher Sharpe Ratio (1.40 vs -0.09), 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.