RYDAX vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Rydex Dow Jones Industrial Average Fund (RYDAX) and Berkshire Hathaway Inc. (BRK-B).

RYDAX is managed by Rydex Funds. It was launched on Dec 1, 2015.

Performance

RYDAX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Dow Jones Industrial Average Fund (RYDAX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

RYDAX vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RYDAX Rydex Dow Jones Industrial Average Fund	-3.60%	12.98%	13.10%	14.36%	-8.88%	19.11%	7.47%	23.13%	-5.14%	26.19%
BRK-B Berkshire Hathaway Inc.	-4.80%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Returns By Period

In the year-to-date period, RYDAX achieves a -3.60% return, which is significantly higher than BRK-B's -4.80% return. Over the past 10 years, RYDAX has underperformed BRK-B with an annualized return of 10.50%, while BRK-B has yielded a comparatively higher 12.78% annualized return.

RYDAX

• 1D: 2.49%
• 1M: -5.26%
• YTD: -3.60%
• 6M: -0.25%
• 1Y: 10.38%
• 3Y*: 11.90%
• 5Y*: 7.11%
• 10Y*: 10.50%

BRK-B

• 1D: -0.15%
• 1M: -0.35%
• YTD: -4.80%
• 6M: -3.95%
• 1Y: -10.22%
• 3Y*: 15.72%
• 5Y*: 13.13%
• 10Y*: 12.78%

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

Return for Risk

RYDAX vs. BRK-B — Risk / Return Rank

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

RYDAX

RYDAX Risk / Return Rank: 27
RYDAX Sharpe Ratio Rank: 22
RYDAX Sortino Ratio Rank: 23
RYDAX Omega Ratio Rank: 21
RYDAX Calmar Ratio Rank: 36
RYDAX Martin Ratio Rank: 33

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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.

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

This table presents a comparison of risk-adjusted performance metrics for Rydex Dow Jones Industrial Average Fund (RYDAX) 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.

	RYDAX	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	0.62	-0.56	+1.18
Sortino ratio Return per unit of downside risk	1.00	-0.65	+1.65
Omega ratio Gain probability vs. loss probability	1.14	0.91	+0.23
Calmar ratio Return relative to maximum drawdown	1.05	-0.68	+1.73
Martin ratio Return relative to average drawdown	3.84	-1.16	+5.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RYDAX vs. BRK-B - Sharpe Ratio Comparison

The current RYDAX Sharpe Ratio is 0.62, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of RYDAX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RYDAX	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	-0.56	+1.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.77	-0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.66	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.48	+0.13

Correlation

The correlation between RYDAX and BRK-B is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

RYDAX vs. BRK-B - Dividend Comparison

RYDAX's dividend yield for the trailing twelve months is around 0.39%, while BRK-B has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
RYDAX Rydex Dow Jones Industrial Average Fund	0.39%	0.38%	1.73%	0.75%	3.17%	1.22%	4.87%	4.02%	1.25%	3.70%	0.56%
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%

Drawdowns

RYDAX vs. BRK-B - Drawdown Comparison

The maximum RYDAX drawdown since its inception was -37.34%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for RYDAX and BRK-B.

Drawdown Indicators

	RYDAX	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-37.34%	-53.86%	+16.52%
Max Drawdown (1Y) Largest decline over 1 year	-10.87%	-14.95%	+4.08%
Max Drawdown (5Y) Largest decline over 5 years	-22.12%	-26.58%	+4.46%
Max Drawdown (10Y) Largest decline over 10 years	-37.34%	-29.57%	-7.77%
Current Drawdown Current decline from peak	-7.62%	-11.36%	+3.74%
Average Drawdown Average peak-to-trough decline	-4.38%	-11.07%	+6.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	8.72%	-5.74%

Volatility

RYDAX vs. BRK-B - Volatility Comparison

Rydex Dow Jones Industrial Average Fund (RYDAX) has a higher volatility of 4.90% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. This indicates that RYDAX'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

	RYDAX	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.90%	4.33%	+0.57%
Volatility (6M) Calculated over the trailing 6-month period	9.25%	11.14%	-1.89%
Volatility (1Y) Calculated over the trailing 1-year period	16.83%	18.30%	-1.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.77%	17.20%	-2.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.58%	19.45%	-1.87%