Berkshire Hathaway Inc

10-Year Study

BRK-A.US · Financial Services · US · Common Stock

Executive Summary: Berkshire Hathaway Inc has compounded at 13.0% annually over the last 10 years, with a maximum drawdown of 23.2% and an annualized volatility of 18.8%.

1Y CAGR
-6.4%
3Y CAGR
+13.9%
5Y CAGR
+10.5%
10Y CAGR
+13.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +29.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -5.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.34.8-5.1-0.8————————-5.6%
20253.210.33.00.3-5.4-3.8-1.24.9-0.1-5.17.6-2.010.9%
20246.56.72.9-5.54.7-2.47.78.5-3.4-2.17.0-6.025.5%
20230.9-2.00.48.0-3.06.13.42.1-2.8-2.65.4-0.615.8%
20224.21.411.1-8.4-2.1-13.710.5-6.7-3.59.57.9-2.44.0%
2021-1.16.05.86.95.7-4.00.12.6-4.35.2-3.78.129.6%
2020-1.1-8.0-12.03.6-1.1-4.19.911.6-2.3-5.513.61.22.4%
20191.8-3.0-0.37.9-8.67.2-3.0-1.82.92.33.62.811.0%
20188.7-4.1-3.6-2.8-1.2-1.86.94.71.3-3.85.9-6.12.8%
20170.84.5-2.8-0.80.32.53.23.31.22.13.92.121.9%
2016———2.6-3.32.5-0.44.5-4.2-0.29.93.014.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 18.8%. The dominant macroeconomic risk driver is VTV.US, accounting for 45.9% of variance. Idiosyncratic stock-specific factors contribute 18.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110260.014054813773
2016-05-019917.779339423752
2016-06-0110165.14406184118
2016-07-0110119.465917076597
2016-08-0110576.715858514875
2016-09-0110129.772780510657
2016-10-0110105.411103302882
2016-11-0111103.302881236823
2016-12-0111436.91731084563
2017-01-0111524.02670414617
2017-02-0112044.975404075894
2017-03-0111705.31740454439
2017-04-0111608.33918950574
2017-05-0111639.259779807919
2017-06-0111932.536893886156
2017-07-0112311.360974467088
2017-08-0112717.26399625205
2017-09-0112871.398453970483
2017-10-0113139.845397048488
2017-11-0113656.594050128837
2017-12-0113942.37573202155
2018-01-0115149.920356055281
2018-02-0114535.01991098618
2018-03-0114012.649332396346
2018-04-0113616.77207776997
2018-05-0113455.141719372219
2018-06-0113213.39939095807
2018-07-0114127.430311548373
2018-08-0114795.033965799954
2018-09-0114991.80370110096
2018-10-0114415.788240805809
2018-11-0115272.897634106348
2018-12-0114335.910049191849
2019-01-0114593.581635043336
2019-02-0114157.882408058093
2019-03-0114111.735769501054
2019-04-0115229.796673694074
2019-05-0113917.076598735068
2019-06-0114914.499882876553
2019-07-0114460.810494260952
2019-08-0114199.01616303584
2019-09-0114609.135628952916
2019-10-0114942.094167252284
2019-11-0115483.490747247599
2019-12-0115909.58069805575
2020-01-0115741.204497540408
2020-02-0114480.955727336614
2020-03-0112743.0311548372
2020-04-0113197.47013352073
2020-05-0113054.111033028812
2020-06-0112522.83907238229
2020-07-0113756.430077301477
2020-08-0115345.982665729678
2020-09-0114991.848208011244
2020-10-0114171.937690325605
2020-11-0116101.569454204731
2020-12-0116294.916842351839
2021-01-0116120.871398453972
2021-02-0117080.34715390021
2021-03-0118069.89927383462
2021-04-0119325.36893886156
2021-05-0120426.328882642305
2021-06-0119611.197001639728
2021-07-0119625.204966034198
2021-08-0120140.548137737176
2021-09-0119272.85031623331
2021-10-0120281.18997423284
2021-11-0119530.381822440853
2021-12-0121113.234949636917
2022-01-0122010.072616537833
2022-02-0122309.90864371047
2022-03-0124779.62052002811
2022-04-0122691.02834387444
2022-05-0122208.948231435934
2022-06-0119159.05364253924
2022-07-0121161.86460529398
2022-08-0119738.018271257908
2022-09-0119042.86718200984
2022-10-0120850.316233309906
2022-11-0122500.8198641368
2022-12-0121958.81752166784
2023-01-0122159.75169829
2023-02-0121715.85851487468
2023-03-0121813.070976809555
2023-04-0123559.6148981026
2023-05-0122863.62052002811
2023-06-0124259.07706722886
2023-07-0125083.157648161163
2023-08-0125613.72733661279
2023-09-0124899.367533380184
2023-10-0124259.779807917545
2023-11-0125575.076130241272
2023-12-0125421.6458186929
2024-01-0127079.877723120168
2024-02-0128885.500117123447
2024-03-0129723.120168657762
2024-04-0128086.203326305927
2024-05-0129393.30053876786
2024-06-0128683.110798781916
2024-07-0130883.618177559143
2024-08-0133511.35628952917
2024-09-0132381.3539470602
2024-10-0131715.132349496373
2024-11-0133920.82454907472
2024-12-0131900.67931599906
2025-01-0132917.0063246662
2025-02-0136308.268446943075
2025-03-0137406.493323963456
2025-04-0137504.802061372684
2025-05-0135483.71984071211
2025-06-0134143.827594284376
2025-07-0133724.52565003514
2025-08-0135384.39915671117
2025-09-0135333.80182712579
2025-10-0133531.97470133521
2025-11-0136078.70695713282
2025-12-0135361.91145467323
2026-01-0133848.67650503631
2026-02-0135464.98008901382
2026-03-0133644.413211524945
2026-04-0133389.5525884282
Annual Return Matrix
YearAnnual Return
20170.21906763449273114
20180.028225771901015717
20190.10977124183006537
20200.024220383403515955
20210.29569455026378977
20220.04004988217333616
20230.15769648313749696
20240.25486286543029535
20250.10850026434823468
2026-0.05577636459989399
Total Factor Risk
0.18765627006997412
VTI.US Exposure
-0.04903405751235811
VEA.US Exposure
0.04122137024633166
VWO.US Exposure
-0.033958403542857195
QQQ.US Exposure
-0.007539109106944726
VTV.US Exposure
0.45918867374809574
IJR.US Exposure
-0.09052194567004757
QUAL.US Exposure
0.05838049985230717
SHV.US Exposure
0.28829767714617993
TLT.US Exposure
0.029631698913641542
LQD.US Exposure
-0.004584550556327662
HYG.US Exposure
0.0713848228000575
GLD.US Exposure
0.0019714421582182145
USO.US Exposure
0.0008501120323406167
VNQ.US Exposure
0.015165317361416025
BTC-USD.CC Exposure
0.0023483629583507942
CPER.US Exposure
0.004202777549383562
VIX.INDX Exposure
0.014252729692598148
UUP.US Exposure
0.015343326800039202
TIP.US Exposure
-0.0047109069103781365
Idiosyncratic Exposure
0.18811016203995334
Value Score
43.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →15.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$1.0T
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-3.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
11.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.70
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Berkshire Hathaway Inc a high-risk investment?

Berkshire Hathaway Inc (BRK-A.US) has an annualized volatility of 18.8% and experienced a maximum drawdown of 23.2% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of BRK-A.US?

Over the past 10 years, BRK-A.US has generated a Compound Annual Growth Rate (CAGR) of 13.0%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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