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

Performance

TLT vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 20+ Year Treasury Bond ETF (TLT) 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, TLT achieves a -1.08% return, which is significantly higher than BRK-B's -3.11% return. Over the past 10 years, TLT has underperformed BRK-B with an annualized return of -1.85%, while BRK-B has yielded a comparatively higher 13.14% annualized return.


TLT

1D
-0.52%
1M
-1.31%
YTD
-1.08%
6M
-1.51%
1Y
3.67%
3Y*
-2.05%
5Y*
-6.70%
10Y*
-1.85%

BRK-B

1D
-0.23%
1M
2.32%
YTD
-3.11%
6M
-2.06%
1Y
-1.32%
3Y*
13.25%
5Y*
11.03%
10Y*
13.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLT vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLT
iShares 20+ Year Treasury Bond ETF
-1.08%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%
BRK-B
Berkshire Hathaway Inc.
-3.11%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between TLT and BRK-B is 0.05, 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

0.05

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

0.09

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

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.16

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2002

-0.21

The correlation between TLT and BRK-B shifts across timeframes, from -0.21 (all time) to 0.09 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TLT vs. BRK-B — Risk / Return Rank

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

TLT
TLT Risk / Return Rank: 1515
Overall Rank
TLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLT Omega Ratio Rank: 1414
Omega Ratio Rank
TLT Calmar Ratio Rank: 1515
Calmar Ratio Rank
TLT Martin Ratio Rank: 1515
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3535
Overall Rank
BRK-B Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3030
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3737
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year Treasury Bond ETF (TLT) 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.


TLTBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.07

1.00

+0.07

Calmar ratioReturn relative to maximum drawdown

0.49

-0.14

+0.63

Martin ratioReturn relative to average drawdown

1.19

-0.30

+1.49

TLT vs. BRK-B - Sharpe Ratio Comparison

The current TLT Sharpe Ratio is 0.38, which is higher than the BRK-B Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of TLT 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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Sharpe Ratios by Period


TLTBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

-0.09

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

0.65

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

0.68

-0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.48

-0.23

Drawdowns

TLT vs. BRK-B - Drawdown Comparison

The maximum TLT drawdown since its inception was -48.35%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for TLT and BRK-B.


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Drawdown Indicators


TLTBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-48.35%

-53.86%

+5.51%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-9.42%

+1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-14.95%

-4.23%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-26.58%

-17.12%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

-29.57%

-18.78%

Current Drawdown

Current decline from peak

-40.92%

-9.78%

-31.14%

Average Drawdown

Average peak-to-trough decline

-13.83%

-11.07%

-2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

4.49%

-1.41%

Volatility

TLT vs. BRK-B - Volatility Comparison

The current volatility for iShares 20+ Year Treasury Bond ETF (TLT) is 2.65%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.98%. This indicates that TLT 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


TLTBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

3.98%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

6.51%

10.87%

-4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

9.60%

14.38%

-4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

17.13%

-1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

19.44%

-4.53%

Dividends

TLT vs. BRK-B - Dividend Comparison

TLT's dividend yield for the trailing twelve months is around 4.63%, 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%
TLT
iShares 20+ Year Treasury Bond ETF
4.63%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


TLT and BRK-B have a correlation of 0.05, 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 (3.98%) compared to TLT (2.65%). In terms of maximum drawdown, TLT dropped -48.35% vs BRK-B's -53.86%.

TLT currently has the higher Sharpe Ratio (0.38 vs -0.09), 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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