VUG vs. BRK-B

Last updated Jun 6, 2026

VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, VUG returned 17.81%/yr vs 13.19%/yr for BRK-B. At a 0.50 correlation, their price movements are largely independent.

Performance

VUG vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth ETF (VUG) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VUG achieves a 5.80% return, which is significantly higher than BRK-B's -2.89% return. Over the past 10 years, VUG has outperformed BRK-B with an annualized return of 17.81%, while BRK-B has yielded a comparatively lower 13.19% annualized return.

VUG

• 1D: -3.62%
• 1M: 0.03%
• YTD: 5.80%
• 6M: 4.57%
• 1Y: 23.98%
• 3Y*: 24.49%
• 5Y*: 14.33%
• 10Y*: 17.81%

BRK-B

• 1D: 1.98%
• 1M: 3.90%
• YTD: -2.89%
• 6M: -3.21%
• 1Y: -0.12%
• 3Y*: 13.55%
• 5Y*: 10.78%
• 10Y*: 13.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VUG vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VUG Vanguard Growth ETF	5.80%	19.40%	32.69%	46.83%	-33.16%	27.35%	40.25%	37.03%	-3.32%	27.72%
BRK-B Berkshire Hathaway Inc.	-2.89%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between VUG and BRK-B is -0.04, 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	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (10Y) Calculated over the trailing 10-year period	0.45
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004	0.50

The correlation between VUG and BRK-B shifts across timeframes, from -0.04 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VUG vs. BRK-B — Risk / Return Rank

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

VUG

VUG Risk / Return Rank: 38
VUG Sharpe Ratio Rank: 43
VUG Sortino Ratio Rank: 40
VUG Omega Ratio Rank: 41
VUG Calmar Ratio Rank: 30
VUG Martin Ratio Rank: 34

BRK-B

BRK-B Risk / Return Rank: 38
BRK-B Sharpe Ratio Rank: 41
BRK-B Sortino Ratio Rank: 33
BRK-B Omega Ratio Rank: 32
BRK-B Calmar Ratio Rank: 41
BRK-B Martin Ratio Rank: 41

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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) 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.

	VUG	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	1.48	-0.01	+1.49
Sortino ratio: Return per unit of downside risk	2.01	0.09	+1.93
Omega ratio: Gain probability vs. loss probability	1.26	1.01	+0.25
Calmar ratio: Return relative to maximum drawdown	1.46	-0.01	+1.47
Martin ratio: Return relative to average drawdown	5.09	-0.03	+5.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VUG vs. BRK-B - Sharpe Ratio Comparison

The current VUG Sharpe Ratio is 1.48, which is higher than the BRK-B Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of VUG 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.

Sharpe Ratios by Period

	VUG	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	-0.01	+1.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.63	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.68	+0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.48	+0.13

Drawdowns

VUG vs. BRK-B - Drawdown Comparison

The maximum VUG drawdown since its inception was -50.68%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VUG and BRK-B.

Drawdown Indicators

	VUG	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-50.68%	-53.86%	+3.18%
Max Drawdown (1Y) Largest decline over 1 year	-16.53%	-9.42%	-7.11%
Max Drawdown (3Y) Largest decline over 3 years	-22.85%	-14.95%	-7.90%
Max Drawdown (5Y) Largest decline over 5 years	-35.61%	-26.58%	-9.03%
Max Drawdown (10Y) Largest decline over 10 years	-35.61%	-29.57%	-6.04%
Current Drawdown Current decline from peak	-4.83%	-9.57%	+4.74%
Average Drawdown Average peak-to-trough decline	-7.09%	-11.07%	+3.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.72%	4.47%	+0.25%

Volatility

VUG vs. BRK-B - Volatility Comparison

Vanguard Growth ETF (VUG) has a higher volatility of 5.17% compared to Berkshire Hathaway Inc. (BRK-B) at 4.08%. This indicates that VUG'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.

Volatility by Period

	VUG	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.17%	4.08%	+1.09%
Volatility (6M) Calculated over the trailing 6-month period	12.68%	10.87%	+1.81%
Volatility (1Y) Calculated over the trailing 1-year period	16.26%	14.39%	+1.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.27%	17.13%	+5.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.47%	19.43%	+2.04%

Dividends

VUG vs. BRK-B - Dividend Comparison

VUG's dividend yield for the trailing twelve months is around 0.39%, 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%
VUG Vanguard Growth ETF	0.39%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both VUG and BRK-B in my portfolio?

VUG and BRK-B have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VUG or BRK-B?

VUG has higher volatility (5.17%) compared to BRK-B (4.08%). In terms of maximum drawdown, VUG dropped -50.68% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

VUG currently has the higher Sharpe Ratio (1.48 vs -0.01), 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.