TIP vs. BRK-B
TIP (iShares TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the ICE U.S. Treasury Inflation Linked Bond Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, TIP returned 2.53%/yr vs 13.22%/yr for BRK-B. At a correlation of -0.09, they often move in opposite directions.
Performance
TIP vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, TIP achieves a 1.40% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, TIP has underperformed BRK-B with an annualized return of 2.53%, while BRK-B has yielded a comparatively higher 13.22% annualized return.
TIP
- 1D
- 0.01%
- 1M
- -0.21%
- YTD
- 1.40%
- 6M
- 1.42%
- 1Y
- 4.61%
- 3Y*
- 4.00%
- 5Y*
- 0.91%
- 10Y*
- 2.53%
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%
TIP vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIP iShares TIPS Bond ETF | 1.40% | 6.77% | 1.65% | 3.80% | -12.26% | 5.68% | 10.84% | 8.35% | -1.42% | 2.92% |
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 TIP 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 | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2003 | -0.09 |
The correlation between TIP and BRK-B shifts across timeframes, from -0.09 (all time) to 0.09 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TIP vs. BRK-B — Risk / Return Rank
TIP
BRK-B
TIP vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares TIPS Bond ETF (TIP) 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.
| TIP | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.01 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | -0.02 | +2.37 |
| Martin ratioReturn relative to average drawdown | 7.00 | -0.05 | +7.05 |
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Drawdowns
TIP vs. BRK-B - Drawdown Comparison
The maximum TIP drawdown since its inception was -14.57%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for TIP and BRK-B.
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Drawdown Indicators
| TIP | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.57% | -53.86% | +39.29% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -9.42% | +7.44% |
Max Drawdown (3Y)Largest decline over 3 years | -4.54% | -14.95% | +10.41% |
Max Drawdown (5Y)Largest decline over 5 years | -14.51% | -26.58% | +12.07% |
Max Drawdown (10Y)Largest decline over 10 years | -14.51% | -29.57% | +15.06% |
Current DrawdownCurrent decline from peak | -0.46% | -9.36% | +8.90% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -11.07% | +7.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 4.53% | -3.87% |
Volatility
TIP vs. BRK-B - Volatility Comparison
The current volatility for iShares TIPS Bond ETF (TIP) is 1.03%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.95%. This indicates that TIP 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
| TIP | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.03% | 3.95% | -2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 2.32% | 10.78% | -8.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.39% | 14.38% | -10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.21% | 17.12% | -10.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.74% | 19.44% | -13.70% |
Dividends
TIP vs. BRK-B - Dividend Comparison
TIP's dividend yield for the trailing twelve months is around 3.76%, 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% |
TIP iShares TIPS Bond ETF | 3.76% | 3.46% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% |
Frequently Asked Questions
TIP 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 TIP (1.03%). In terms of maximum drawdown, TIP dropped -14.57% vs BRK-B's -53.86%.
TIP currently has the higher Sharpe Ratio (1.37 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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