Berkshire Hathaway Inc

10-Year Study

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

Executive Summary: Berkshire Hathaway Inc has compounded at 13.1% annually over the last 10 years, with a maximum drawdown of 24.3% and an annualized volatility of 19.6%.

1Y CAGR
-6.2%
3Y CAGR
+14.4%
5Y CAGR
+10.6%
10Y CAGR
+13.1%

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 →
24.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.06
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 · +29.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -5.5%
% 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.
2026-4.45.1-5.1-0.9————————-5.5%
20253.49.63.60.1-5.5-3.6-2.96.6-0.0-5.07.6-2.210.9%
20247.66.72.7-5.74.5-1.87.88.5-3.3-2.07.1-6.227.1%
20230.8-2.01.26.4-2.36.23.22.3-2.7-2.65.5-0.915.5%
20224.72.79.8-8.5-2.1-13.610.1-6.6-4.910.58.0-3.03.3%
2021-1.75.56.27.65.3-4.00.12.7-4.55.2-3.68.129.0%
2020-0.9-8.1-11.42.5-1.0-3.89.711.4-2.3-5.213.41.32.4%
20190.7-2.1-0.27.9-8.98.0-3.6-1.02.32.23.62.810.9%
20188.2-3.3-3.7-2.9-1.1-2.56.05.52.6-4.16.3-6.43.0%
20170.74.4-2.8-0.90.02.53.33.51.22.03.22.721.6%
2016———2.5-3.43.0-0.44.3-4.0-0.19.13.514.9%

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 19.6%. The dominant macroeconomic risk driver is VTV.US, accounting for 42.1% of variance. Idiosyncratic stock-specific factors contribute 18.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110253.735551170003
2016-05-019905.55398928672
2016-06-0110205.10290386242
2016-07-0110168.452213137864
2016-08-0110606.850859881592
2016-09-0110182.548632647307
2016-10-0110170.566676064282
2016-11-0111096.70143783479
2016-12-0111487.172258246404
2017-01-0111568.931491401185
2017-02-0112082.041161544967
2017-03-0111747.956019171132
2017-04-0111644.347335776714
2017-05-0111649.281082605019
2017-06-0111937.552861573162
2017-07-0112332.25260783761
2017-08-0112768.53679165492
2017-09-0112920.778122356922
2017-10-0113175.923315477869
2017-11-0113603.749647589511
2017-12-0113970.961375810544
2018-01-0115109.95207217367
2018-02-0114603.890611784607
2018-03-0114059.768818720044
2018-04-0113654.496757823514
2018-05-0113499.436143219624
2018-06-0113155.483507189174
2018-07-0113946.292641669015
2018-08-0114711.023400056387
2018-09-0115090.92190583592
2018-10-0114468.56498449394
2018-11-0115382.012968705949
2018-12-0114391.034677191994
2019-01-0114486.890329856216
2019-02-0114188.046236255992
2019-03-0114159.148576261628
2019-04-0115274.175359458699
2019-05-0113914.575697772767
2019-06-0115024.668734141529
2019-07-0114479.137299126023
2019-08-0114336.763462080633
2019-09-0114661.685931773332
2019-10-0114983.084296588668
2019-11-0115527.20608965323
2019-12-0115964.195094446011
2020-01-0115818.297152523259
2020-02-0114543.276007893995
2020-03-0112886.241894558783
2020-04-0113205.525796447704
2020-05-0113080.067662813646
2020-06-0112581.759233154778
2020-07-0113798.98505779532
2020-08-0115367.916549196503
2020-09-0115008.457851705667
2020-10-0114230.335494784325
2020-11-0116134.056949534819
2020-12-0116342.6839582746
2021-01-0116060.755568085708
2021-02-0116951.649281082606
2021-03-0118006.06146038906
2021-04-0119379.052720608965
2021-05-0120400.338314068227
2021-06-0119588.38455032422
2021-07-0119614.46292641669
2021-08-0120141.669016069918
2021-09-0119237.38370453905
2021-10-0120229.066817028473
2021-11-0119501.691570341132
2021-12-0121074.147166619678
2022-01-0122062.306174231744
2022-02-0122656.470256554836
2022-03-0124873.837045390475
2022-04-0122753.735551170004
2022-05-0122270.933182971527
2022-06-0119243.022272342823
2022-07-0121186.91852269524
2022-08-0119791.37299126022
2022-09-0118820.129687059485
2022-10-0120798.562165210038
2022-11-0122455.596278545254
2022-12-0121771.919932337183
2023-01-0121956.58302791091
2023-02-0121509.726529461517
2023-03-0121762.757259656046
2023-04-0123156.89314914012
2023-05-0122630.391880462364
2023-06-0124034.395263603048
2023-07-0124806.87905272061
2023-08-0125387.651536509726
2023-09-0124689.87877079222
2023-10-0124057.65435579363
2023-11-0125373.555117000284
2023-12-0125138.144911192558
2024-01-0127046.800112771358
2024-02-0128855.370735833098
2024-03-0129639.131660558218
2024-04-0127962.362559909787
2024-05-0129207.781223569214
2024-06-0128672.11728221032
2024-07-0130906.399774457288
2024-08-0133543.83986467437
2024-09-0132440.090217084864
2024-10-0131781.7874259938
2024-11-0134044.262757259654
2024-12-0131948.125176205245
2025-01-0133032.844657457004
2025-02-0136215.8161826896
2025-03-0137537.355511700036
2025-04-0137584.57851705667
2025-05-0135520.15787989851
2025-06-0134238.08852551452
2025-07-0133259.09219058359
2025-08-0135451.085424302226
2025-09-0135434.169720890895
2025-10-0133658.020862700876
2025-11-0136214.40654073865
2025-12-0135427.82633211164
2026-01-0133868.76233436707
2026-02-0135589.93515647026
2026-03-0133775.02114462927
2026-04-0133487.45418663659
Annual Return Matrix
YearAnnual Return
20170.21622284942937786
20180.030067601654727216
20190.10931531002057016
20200.023708609271523295
20210.28951567688791124
20220.0331103678929765
20230.15461314341210763
20240.2709022598553241
20250.10891722555594785
2026-0.054769720481448236
Total Factor Risk
0.1960680604904618
VTI.US Exposure
-0.06354759507094908
VEA.US Exposure
0.03243132481153918
VWO.US Exposure
-0.028783276140098773
QQQ.US Exposure
0.0032739341129972388
VTV.US Exposure
0.4213925101019856
IJR.US Exposure
-0.07325813529944396
QUAL.US Exposure
0.04617589058021627
SHV.US Exposure
0.3597700966714597
TLT.US Exposure
0.0246707925380135
LQD.US Exposure
-0.004967605038191592
HYG.US Exposure
0.057053447483749554
GLD.US Exposure
0.00003629450020819055
USO.US Exposure
-0.0000615424488440885
VNQ.US Exposure
0.01466319386240341
BTC-USD.CC Exposure
0.0007410518585921598
CPER.US Exposure
0.005193397929430609
VIX.INDX Exposure
0.015545698717494881
UUP.US Exposure
0.012317271836597378
TIP.US Exposure
-0.004548588993154189
Idiosyncratic Exposure
0.1819018379859942
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
19.6%

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 →
12.0% 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-B.US) has an annualized volatility of 19.6% and experienced a maximum drawdown of 24.3% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, BRK-B.US has generated a Compound Annual Growth Rate (CAGR) of 13.1%. 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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