RPV vs. BRK-B

Last updated Jun 5, 2026

RPV (Invesco S&P 500® Pure Value ETF) is Large Cap Value Equities fund tracking the S&P 500/Citigroup Pure Value Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, RPV returned 10.61%/yr vs 12.93%/yr for BRK-B. A 0.65 correlation means they provide meaningful diversification when combined.

Performance

RPV vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Pure Value ETF (RPV) 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, RPV achieves a 11.49% return, which is significantly higher than BRK-B's -4.78% return. Over the past 10 years, RPV has underperformed BRK-B with an annualized return of 10.61%, while BRK-B has yielded a comparatively higher 12.93% annualized return.

RPV

• 1D: 0.92%
• 1M: 3.10%
• YTD: 11.49%
• 6M: 13.62%
• 1Y: 29.85%
• 3Y*: 18.73%
• 5Y*: 9.49%
• 10Y*: 10.61%

BRK-B

• 1D: 0.69%
• 1M: 2.82%
• YTD: -4.78%
• 6M: -4.89%
• 1Y: -2.52%
• 3Y*: 13.36%
• 5Y*: 10.35%
• 10Y*: 12.93%

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

RPV vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RPV Invesco S&P 500® Pure Value ETF	11.49%	17.70%	12.41%	7.98%	-1.27%	34.22%	-8.69%	24.80%	-12.31%	17.30%
BRK-B Berkshire Hathaway Inc.	-4.78%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between RPV 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	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Mar 8, 2006	0.65

Over the past year, the correlation between RPV and BRK-B has dropped to 0.41 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

Return for Risk

RPV vs. BRK-B — Risk / Return Rank

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

RPV

RPV Risk / Return Rank: 74
RPV Sharpe Ratio Rank: 74
RPV Sortino Ratio Rank: 77
RPV Omega Ratio Rank: 70
RPV Calmar Ratio Rank: 77
RPV Martin Ratio Rank: 73

BRK-B

BRK-B Risk / Return Rank: 31
BRK-B Sharpe Ratio Rank: 34
BRK-B Sortino Ratio Rank: 28
BRK-B Omega Ratio Rank: 27
BRK-B Calmar Ratio Rank: 33
BRK-B Martin Ratio Rank: 32

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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Pure Value ETF (RPV) 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.

	RPV	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	2.39	-0.18	+2.56
Sortino ratio: Return per unit of downside risk	3.43	-0.15	+3.58
Omega ratio: Gain probability vs. loss probability	1.41	0.98	+0.43
Calmar ratio: Return relative to maximum drawdown	3.87	-0.27	+4.14
Martin ratio: Return relative to average drawdown	13.56	-0.57	+14.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RPV vs. BRK-B - Sharpe Ratio Comparison

The current RPV Sharpe Ratio is 2.39, which is higher than the BRK-B Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of RPV 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

	RPV	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.39	-0.18	+2.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.61	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.67	-0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.48	-0.10

Drawdowns

RPV vs. BRK-B - Drawdown Comparison

The maximum RPV drawdown since its inception was -75.32%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for RPV and BRK-B.

Drawdown Indicators

	RPV	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-75.32%	-53.86%	-21.46%
Max Drawdown (1Y) Largest decline over 1 year	-7.74%	-9.42%	+1.68%
Max Drawdown (3Y) Largest decline over 3 years	-15.50%	-14.95%	-0.55%
Max Drawdown (5Y) Largest decline over 5 years	-22.64%	-26.58%	+3.94%
Max Drawdown (10Y) Largest decline over 10 years	-50.67%	-29.57%	-21.10%
Current Drawdown Current decline from peak	0.00%	-11.33%	+11.33%
Average Drawdown Average peak-to-trough decline	-10.68%	-11.07%	+0.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	4.46%	-2.25%

Volatility

RPV vs. BRK-B - Volatility Comparison

The current volatility for Invesco S&P 500® Pure Value ETF (RPV) is 2.61%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.72%. This indicates that RPV 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.

Volatility by Period

	RPV	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.61%	3.72%	-1.11%
Volatility (6M) Calculated over the trailing 6-month period	8.53%	10.70%	-2.17%
Volatility (1Y) Calculated over the trailing 1-year period	12.62%	14.32%	-1.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.88%	17.11%	+0.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.92%	19.43%	+2.49%

Dividends

RPV vs. BRK-B - Dividend Comparison

RPV's dividend yield for the trailing twelve months is around 2.26%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RPV Invesco S&P 500® Pure Value ETF	2.26%	2.50%	2.16%	2.38%	2.29%	1.92%	2.11%	2.28%	2.49%	1.73%	1.73%	2.39%

Frequently Asked Questions

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

RPV 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.

Which is riskier, RPV or BRK-B?

BRK-B has higher volatility (3.72%) compared to RPV (2.61%). In terms of maximum drawdown, RPV dropped -75.32% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

RPV currently has the higher Sharpe Ratio (2.39 vs -0.18), 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.