RSP vs. BRK-B

Last updated Jun 13, 2026

RSP (Invesco S&P 500 Equal Weight ETF) is S&P 500 fund tracking the S&P 500 Equal Weight Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, RSP returned 12.15%/yr vs 13.22%/yr for BRK-B. A 0.60 correlation means they provide meaningful diversification when combined.

Performance

RSP vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight ETF (RSP) 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, RSP achieves a 10.96% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, RSP has underperformed BRK-B with an annualized return of 12.15%, while BRK-B has yielded a comparatively higher 13.22% annualized return.

RSP

• 1D: 0.91%
• 1M: 3.92%
• YTD: 10.96%
• 6M: 10.34%
• 1Y: 21.34%
• 3Y*: 14.66%
• 5Y*: 8.59%
• 10Y*: 12.15%

BRK-B

• 1D: 0.71%
• 1M: 1.07%
• 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)

RSP vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RSP Invesco S&P 500 Equal Weight ETF	10.96%	11.21%	12.79%	13.70%	-11.62%	29.41%	12.66%	28.91%	-7.84%	18.52%
BRK-B Berkshire Hathaway Inc.	-2.67%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between RSP and BRK-B is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.68
Correlation (All Time) Calculated using the full available price history since Apr 30, 2003	0.60

Over the past year, the correlation between RSP and BRK-B has dropped to 0.33 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

Return for Risk

RSP vs. BRK-B — Risk / Return Rank

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

RSP

RSP Risk / Return Rank: 58
RSP Sharpe Ratio Rank: 57
RSP Sortino Ratio Rank: 59
RSP Omega Ratio Rank: 54
RSP Calmar Ratio Rank: 59
RSP Martin Ratio Rank: 62

BRK-B

BRK-B Risk / Return Rank: 39
BRK-B Sharpe Ratio Rank: 42
BRK-B Sortino Ratio Rank: 34
BRK-B Omega Ratio Rank: 33
BRK-B Calmar Ratio Rank: 42
BRK-B Martin Ratio Rank: 42

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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight ETF (RSP) 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.

	RSP	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	1.69	-0.02	+1.70
Sortino ratio: Return per unit of downside risk	2.44	0.08	+2.37
Omega ratio: Gain probability vs. loss probability	1.29	1.01	+0.28
Calmar ratio: Return relative to maximum drawdown	2.54	-0.02	+2.57
Martin ratio: Return relative to average drawdown	9.63	-0.05	+9.68

RSP vs. BRK-B - Sharpe Ratio Comparison

The current RSP Sharpe Ratio is 1.69, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of RSP 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.

Drawdowns

RSP vs. BRK-B - Drawdown Comparison

The maximum RSP drawdown since its inception was -59.92%, 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 RSP and BRK-B.

Drawdown Indicators

	RSP	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-59.92%	-53.86%	-6.06%
Max Drawdown (1Y) Largest decline over 1 year	-7.85%	-9.42%	+1.57%
Max Drawdown (3Y) Largest decline over 3 years	-17.81%	-14.95%	-2.86%
Max Drawdown (5Y) Largest decline over 5 years	-21.38%	-26.58%	+5.20%
Max Drawdown (10Y) Largest decline over 10 years	-39.04%	-29.57%	-9.47%
Current Drawdown Current decline from peak	0.00%	-9.36%	+9.36%
Average Drawdown Average peak-to-trough decline	-6.64%	-11.07%	+4.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	4.53%	-2.46%

Volatility

RSP vs. BRK-B - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight ETF (RSP) is 3.57%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.95%. This indicates that RSP 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

	RSP	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.57%	3.95%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	8.59%	10.78%	-2.19%
Volatility (1Y) Calculated over the trailing 1-year period	11.83%	14.38%	-2.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.22%	17.12%	-0.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.36%	19.44%	-1.08%

Dividends

RSP vs. BRK-B - Dividend Comparison

RSP'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	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%
RSP Invesco S&P 500 Equal Weight ETF	1.47%	1.64%	1.52%	1.64%	1.82%	1.28%	1.64%	1.69%	2.02%	1.52%	1.20%	1.70%

Frequently Asked Questions

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

RSP and BRK-B have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSP or BRK-B?

BRK-B has higher volatility (3.95%) compared to RSP (3.57%). In terms of maximum drawdown, RSP dropped -59.92% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

RSP currently has the higher Sharpe Ratio (1.69 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.