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

Performance

SGOV vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-3 Month Treasury Bond ETF (SGOV) 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, SGOV achieves a 1.61% return, which is significantly higher than BRK-B's -2.67% return.


SGOV

1D
0.02%
1M
0.30%
YTD
1.61%
6M
1.78%
1Y
3.95%
3Y*
4.71%
5Y*
3.56%
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)

SGOV vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SGOV
iShares 0-3 Month Treasury Bond ETF
1.61%4.24%5.27%5.12%1.58%0.04%0.04%
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%28.95%24.82%

Correlation

The correlation between SGOV and BRK-B is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

-0.02

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

-0.01

Correlation (All Time)
Calculated using the full available price history since May 28, 2020

-0.03

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Return for Risk

SGOV vs. BRK-B — Risk / Return Rank

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

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) 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.


SGOVBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+20.29

Sortino ratioReturn per unit of downside risk

+275.61

Omega ratioGain probability vs. loss probability

195.55

1.01

+194.54

Calmar ratioReturn relative to maximum drawdown

398.20

-0.02

+398.22

Martin ratioReturn relative to average drawdown

4,461.98

-0.05

+4,462.03

SGOV vs. BRK-B - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.28, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of SGOV 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

SGOV vs. BRK-B - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for SGOV and BRK-B.


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Drawdown Indicators


SGOVBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-53.86%

+53.83%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-9.42%

+9.41%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-14.95%

+14.94%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

-26.58%

+26.55%

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

-0.00%

-11.07%

+11.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.53%

-4.53%

Volatility

SGOV vs. BRK-B - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.95%. This indicates that SGOV 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


SGOVBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

3.95%

-3.90%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

10.78%

-10.65%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

14.38%

-14.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

17.12%

-16.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

19.44%

-19.20%

Dividends

SGOV vs. BRK-B - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.85%, 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%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.85%4.10%5.10%4.87%1.45%0.03%0.05%

Frequently Asked Questions


SGOV and BRK-B have a correlation of -0.02, 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 SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs BRK-B's -53.86%.

SGOV currently has the higher Sharpe Ratio (20.28 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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