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

Performance

REIT vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Active REIT ETF (REIT) 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, REIT achieves a 17.44% return, which is significantly higher than BRK-B's -2.67% return.


REIT

1D
0.97%
1M
4.83%
YTD
17.44%
6M
17.70%
1Y
18.15%
3Y*
11.38%
5Y*
4.64%
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)

REIT vs. BRK-B - Yearly Performance Comparison


2026 (YTD)20252024202320222021
REIT
ALPS Active REIT ETF
17.44%-0.55%7.11%13.74%-21.23%33.02%
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%22.70%

Correlation

The correlation between REIT and BRK-B is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

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

0.45

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

0.50

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2021

0.48

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Return for Risk

REIT vs. BRK-B — Risk / Return Rank

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

REIT
REIT Risk / Return Rank: 4444
Overall Rank
REIT Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
REIT Sortino Ratio Rank: 4040
Sortino Ratio Rank
REIT Omega Ratio Rank: 4040
Omega Ratio Rank
REIT Calmar Ratio Rank: 5353
Calmar Ratio Rank
REIT Martin Ratio Rank: 4646
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.

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

This table presents a comparison of risk-adjusted performance metrics for ALPS Active REIT ETF (REIT) 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.


REITBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.72

Omega ratioGain probability vs. loss probability

1.23

1.01

+0.22

Calmar ratioReturn relative to maximum drawdown

2.35

-0.02

+2.37

Martin ratioReturn relative to average drawdown

6.81

-0.05

+6.86

REIT vs. BRK-B - Sharpe Ratio Comparison

The current REIT Sharpe Ratio is 1.32, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of REIT 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

REIT vs. BRK-B - Drawdown Comparison

The maximum REIT drawdown since its inception was -29.30%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for REIT and BRK-B.


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Drawdown Indicators


REITBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-29.30%

-53.86%

+24.56%

Max Drawdown (1Y)

Largest decline over 1 year

-7.35%

-9.42%

+2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-18.19%

-14.95%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-29.30%

-26.58%

-2.72%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

0.00%

-9.36%

+9.36%

Average Drawdown

Average peak-to-trough decline

-10.32%

-11.07%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

4.53%

-2.00%

Volatility

REIT vs. BRK-B - Volatility Comparison

ALPS Active REIT ETF (REIT) has a higher volatility of 4.60% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that REIT'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


REITBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

3.95%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

10.78%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

13.07%

14.38%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

17.12%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

19.44%

-1.07%

Dividends

REIT vs. BRK-B - Dividend Comparison

REIT's dividend yield for the trailing twelve months is around 2.69%, 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%
REIT
ALPS Active REIT ETF
2.69%3.20%3.06%3.13%2.81%4.71%

Frequently Asked Questions


REIT and BRK-B have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REIT has higher volatility (4.60%) compared to BRK-B (3.95%). In terms of maximum drawdown, REIT dropped -29.30% vs BRK-B's -53.86%.

REIT currently has the higher Sharpe Ratio (1.32 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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