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

Performance

REMIX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Standpoint Multi-Asset Fund Investor Class (REMIX) 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, REMIX achieves a 13.77% return, which is significantly higher than BRK-B's -2.67% return.


REMIX

1D
0.90%
1M
-3.29%
YTD
13.77%
6M
15.26%
1Y
27.94%
3Y*
10.31%
5Y*
8.65%
10Y*

BRK-B

1D
0.71%
1M
0.77%
YTD
-2.67%
6M
-2.06%
1Y
-0.22%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REMIX vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
REMIX
Standpoint Multi-Asset Fund Investor Class
13.77%3.85%12.92%5.53%3.44%19.81%16.06%
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%28.95%2.37%

Correlation

The correlation between REMIX and BRK-B is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.23

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

0.35

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

0.40

Over the past year, the correlation between REMIX and BRK-B has dropped to 0.10 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

REMIX vs. BRK-B — Risk / Return Rank

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

REMIX
REMIX Risk / Return Rank: 8484
Overall Rank
REMIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
REMIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
REMIX Omega Ratio Rank: 7474
Omega Ratio Rank
REMIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
REMIX Martin Ratio Rank: 9595
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.

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

This table presents a comparison of risk-adjusted performance metrics for Standpoint Multi-Asset Fund Investor Class (REMIX) 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.


REMIXBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+2.24

Sortino ratioReturn per unit of downside risk

+2.84

Omega ratioGain probability vs. loss probability

1.39

1.01

+0.38

Calmar ratioReturn relative to maximum drawdown

6.04

-0.02

+6.06

Martin ratioReturn relative to average drawdown

18.45

-0.05

+18.50

REMIX vs. BRK-B - Sharpe Ratio Comparison

The current REMIX Sharpe Ratio is 2.23, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of REMIX 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

REMIX vs. BRK-B - Drawdown Comparison

The maximum REMIX drawdown since its inception was -17.89%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for REMIX and BRK-B.


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Drawdown Indicators


REMIXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-17.89%

-53.86%

+35.97%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

-9.42%

+4.64%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

-14.95%

-2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-17.89%

-26.58%

+8.69%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-3.90%

-9.36%

+5.46%

Average Drawdown

Average peak-to-trough decline

-3.29%

-11.07%

+7.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

4.53%

-2.97%

Volatility

REMIX vs. BRK-B - Volatility Comparison

The current volatility for Standpoint Multi-Asset Fund Investor Class (REMIX) is 3.54%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.95%. This indicates that REMIX 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


REMIXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.95%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

10.78%

-0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

12.98%

14.38%

-1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.74%

17.12%

-5.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.79%

19.44%

-7.65%

Dividends

REMIX vs. BRK-B - Dividend Comparison

REMIX's dividend yield for the trailing twelve months is around 0.41%, while BRK-B has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
REMIX
Standpoint Multi-Asset Fund Investor Class
0.41%0.47%5.52%3.46%2.48%6.04%1.09%

Frequently Asked Questions


REMIX and BRK-B have a correlation of 0.10, 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 REMIX (3.54%). In terms of maximum drawdown, REMIX dropped -17.89% vs BRK-B's -53.86%.

REMIX currently has the higher Sharpe Ratio (2.23 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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