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^DWGROT vs. BRK-B
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DWGROT and BRK-B is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

^DWGROT vs. BRK-B

Last updated Jun 1, 2025

Compare and contrast key facts about Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) and Berkshire Hathaway Inc. (BRK-B).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DWGROT or BRK-B.

Performance

^DWGROT vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^DWGROT:

0.66

BRK-B:

1.19

Sortino Ratio

^DWGROT:

0.95

BRK-B:

1.77

Omega Ratio

^DWGROT:

1.13

BRK-B:

1.25

Calmar Ratio

^DWGROT:

0.61

BRK-B:

2.81

Martin Ratio

^DWGROT:

2.02

BRK-B:

6.66

Ulcer Index

^DWGROT:

7.06%

BRK-B:

3.72%

Daily Std Dev

^DWGROT:

25.55%

BRK-B:

19.76%

Max Drawdown

^DWGROT:

-34.14%

BRK-B:

-53.86%

Current Drawdown

^DWGROT:

-5.29%

BRK-B:

-6.64%

Returns By Period

In the year-to-date period, ^DWGROT achieves a -1.22% return, which is significantly lower than BRK-B's 11.18% return.

^DWGROT

YTD

-1.22%

1M

7.17%

6M

-0.90%

1Y

16.51%

3Y*

20.23%

5Y*

17.53%

10Y*

N/A

BRK-B

YTD

11.18%

1M

-4.95%

6M

4.34%

1Y

21.61%

3Y*

16.84%

5Y*

22.12%

10Y*

13.42%

*Annualized

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Dow Jones U.S. Growth Total Stock Market Index

Berkshire Hathaway Inc.

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Risk-Adjusted Performance

^DWGROT vs. BRK-B — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^DWGROT
The Risk-Adjusted Performance Rank of ^DWGROT is 6161
Overall Rank
The Sharpe Ratio Rank of ^DWGROT is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWGROT is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^DWGROT is 5959
Omega Ratio Rank
The Calmar Ratio Rank of ^DWGROT is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ^DWGROT is 6262
Martin Ratio Rank
BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8787
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^DWGROT vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) 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.

The current ^DWGROT Sharpe Ratio is 0.66, which is lower than the BRK-B Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of ^DWGROT and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

^DWGROT vs. BRK-B - Drawdown Comparison

The maximum ^DWGROT drawdown since its inception was -34.14%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ^DWGROT and BRK-B.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^DWGROT vs. BRK-B - Volatility Comparison

The current volatility for Dow Jones U.S. Growth Total Stock Market Index (^DWGROT) is 5.84%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.63%. This indicates that ^DWGROT 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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