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

Performance

TTRIX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle 2055 Fund (TTRIX) 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, TTRIX achieves a 7.94% return, which is significantly higher than BRK-B's -0.79% return. Over the past 10 years, TTRIX has underperformed BRK-B with an annualized return of 11.93%, while BRK-B has yielded a comparatively higher 13.52% annualized return.


TTRIX

1D
0.19%
1M
-0.48%
YTD
7.94%
6M
7.16%
1Y
19.45%
3Y*
17.03%
5Y*
8.47%
10Y*
11.93%

BRK-B

1D
2.22%
1M
3.90%
YTD
-0.79%
6M
0.07%
1Y
2.81%
3Y*
14.14%
5Y*
12.37%
10Y*
13.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTRIX vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTRIX
TIAA-CREF Lifecycle 2055 Fund
7.94%18.93%14.46%20.24%-17.79%16.55%17.51%26.37%-9.93%20.90%
BRK-B
Berkshire Hathaway Inc.
-0.79%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between TTRIX and BRK-B is 0.09, 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

0.09

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

0.33

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

0.50

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

0.58

Correlation (All Time)
Calculated using the full available price history since May 2, 2011

0.64

Over the past year, the correlation between TTRIX and BRK-B has dropped to 0.09 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

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Return for Risk

TTRIX vs. BRK-B — Risk / Return Rank

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

TTRIX
TTRIX Risk / Return Rank: 4848
Overall Rank
TTRIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TTRIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
TTRIX Omega Ratio Rank: 4848
Omega Ratio Rank
TTRIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
TTRIX Martin Ratio Rank: 5656
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4747
Overall Rank
BRK-B Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 4242
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 4141
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 5151
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 5151
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.

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

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2055 Fund (TTRIX) 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.


TTRIXBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.30

1.05

+0.26

Calmar ratioReturn relative to maximum drawdown

2.20

0.30

+1.90

Martin ratioReturn relative to average drawdown

9.42

0.62

+8.80

TTRIX vs. BRK-B - Sharpe Ratio Comparison

The current TTRIX Sharpe Ratio is 1.65, which is higher than the BRK-B Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of TTRIX 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

TTRIX vs. BRK-B - Drawdown Comparison

The maximum TTRIX drawdown since its inception was -32.75%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for TTRIX and BRK-B.


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Drawdown Indicators


TTRIXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-32.75%

-53.86%

+21.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-9.42%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

-14.95%

-0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-25.87%

-26.58%

+0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-32.75%

-29.57%

-3.18%

Current Drawdown

Current decline from peak

-1.75%

-7.62%

+5.87%

Average Drawdown

Average peak-to-trough decline

-4.79%

-11.07%

+6.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

4.51%

-2.32%

Volatility

TTRIX vs. BRK-B - Volatility Comparison

TIAA-CREF Lifecycle 2055 Fund (TTRIX) has a higher volatility of 5.08% compared to Berkshire Hathaway Inc. (BRK-B) at 4.27%. This indicates that TTRIX'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.


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Volatility by Period


TTRIXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

4.27%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

10.40%

10.76%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

14.50%

-1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.99%

17.12%

-2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

19.40%

-3.24%

Dividends

TTRIX vs. BRK-B - Dividend Comparison

TTRIX's dividend yield for the trailing twelve months is around 6.04%, 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%
TTRIX
TIAA-CREF Lifecycle 2055 Fund
6.04%6.52%3.91%1.88%8.28%10.18%5.68%5.23%4.77%0.79%3.41%3.02%

Frequently Asked Questions


TTRIX and BRK-B have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTRIX has higher volatility (5.08%) compared to BRK-B (4.27%). In terms of maximum drawdown, TTRIX dropped -32.75% vs BRK-B's -53.86%.

TTRIX currently has the higher Sharpe Ratio (1.65 vs 0.19), 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.

Portfolio Optimizer

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