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

Performance

TIP vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares TIPS Bond ETF (TIP) 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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIP vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

TIP
TIP Risk / Return Rank: 4747
Overall Rank
TIP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 4848
Sortino Ratio Rank
TIP Omega Ratio Rank: 4242
Omega Ratio Rank
TIP Calmar Ratio Rank: 5353
Calmar Ratio Rank
TIP Martin Ratio Rank: 4949
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.

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.


TIPBRK-BDifference
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

TIP vs. BRK-B - Sharpe Ratio Comparison

The current TIP Sharpe Ratio is 1.37, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of TIP 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

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


TIPBRK-BDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.46%

-9.36%

+8.90%

Average Drawdown

Average peak-to-trough decline

-3.43%

-11.07%

+7.64%

Ulcer Index

Depth 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


TIPBRK-BDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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