Berkshire Hathaway CDR (CAD Hedged)

10-Year Study

BRK.TO · Financial Services · CA · Common Stock

Executive Summary: Berkshire Hathaway CDR (CAD Hedged) has compounded at 25.9% annually over the last 10 years, with a maximum drawdown of 48.5% and an annualized volatility of 143.4%.

1Y CAGR
-8.4%
3Y CAGR
+12.3%
5Y CAGR
+44.6%
10Y CAGR
+25.9%

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 →
48.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
185.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +506.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -44.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.54.7-5.2-0.9————————-6.1%
20253.19.83.1-0.0-5.8-3.8-3.06.2-0.2-5.17.5-2.68.0%
20247.56.52.6-5.84.3-1.97.88.3-3.5-2.27.3-6.525.3%
20231.0-2.31.16.5-2.56.42.82.4-2.9-2.65.5-1.114.3%
202215.2-7.92.97.4-8.7-4.7483.3-6.4-5.510.77.3-3.0506.1%
20210.511.838.8-4.0-6.6-2.7-7.3-4.7-0.80.0-20.73.1-2.5%
20200.3-0.5-24.226.42.22.1-35.44.3-18.90.06.6-4.3-44.5%
2019————-6.7-0.9-8.4-0.3-6.224.68.7-1.95.2%

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 143.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 65.0% of variance. Idiosyncratic stock-specific factors contribute 16.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019333.333379270029
2019-06-019250.00031007269
2019-07-018472.222241362511
2019-08-018444.444551630066
2019-09-017916.667068612747
2019-10-019861.111551337772
2019-11-0110722.222689245287
2019-12-0110519.916795783232
2020-01-0110548.817637706383
2020-02-0110491.015953860082
2020-03-017947.739108421119
2020-04-0110043.051870475609
2020-05-0110259.808529424452
2020-06-0110476.565188373295
2020-07-016762.803211471091
2020-08-017051.812319753022
2020-09-015722.37221318724
2020-10-015722.37221318724
2020-11-016098.0831581882
2020-12-015837.975580879843
2021-01-015866.876422802993
2021-02-016560.497318009036
2021-03-019103.774163447997
2021-04-018742.5132948834
2021-05-018164.495767369963
2021-06-017947.739108421119
2021-07-017369.721580907681
2021-08-017022.911477829872
2021-09-016965.109793983571
2021-10-016965.109793983571
2021-11-015520.065975199973
2021-12-015693.47137126409
2022-01-016560.497318009036
2022-02-016040.2814743418985
2022-03-016213.687214931226
2022-04-016676.100685701639
2022-05-016098.0831581882
2022-06-015809.074738956692
2022-07-0133886.270573839814
2022-08-0131718.705362452234
2022-09-0129984.6520908615
2022-10-0133178.19684599571
2022-11-0135591.419558255286
2022-12-0134507.6369525615
2023-01-0134839.99904635421
2023-02-0134030.7727163043
2023-03-0134392.03358486889
2023-04-0136617.40185820362
2023-05-0135707.02292594789
2023-06-0137990.194261229764
2023-07-0139059.526101436764
2023-08-0139984.35304297759
2023-09-0138813.86860056477
2023-10-0137802.337066103224
2023-11-0139868.74967528499
2023-12-0139435.237735488154
2024-01-0142412.02652072395
2024-02-0145186.51010154811
2024-03-0146371.44530944772
2024-04-0143669.21279985579
2024-05-0145562.2217355995
2024-06-0144680.74433431734
2024-07-0148163.301642985614
2024-08-0152180.52073745483
2024-09-0150345.31486365828
2024-10-0149218.18271770583
2024-11-0152816.337881663305
2024-12-0149406.03440042897
2025-01-0150937.782467608085
2025-02-0155923.18355628019
2025-03-0157657.23682787093
2025-04-0157642.78330618245
2025-05-0154304.736408583754
2025-06-0152238.323799401995
2025-07-0150648.77267027573
2025-08-0153798.96788515128
2025-09-0153683.36727366037
2025-10-0150966.683998581655
2025-11-0154781.59788863925
2025-12-0153379.90593910475
2026-01-0150952.23290235067
2026-02-0153322.10420013442
2026-03-0150562.07116430091
2026-04-0150099.65725253823
Annual Return Matrix
YearAnnual Return
2020-0.4450549662883344
2021-0.02475245187544539
20225.060913404557958
20230.1427973984338815
20240.2528397757310339
20250.08043291850683887
2026-0.06145100162425543
Total Factor Risk
1.4343263776759916
VTI.US Exposure
0.08315660639350214
VEA.US Exposure
0.002799488233473596
VWO.US Exposure
-0.001634608075714327
QQQ.US Exposure
-0.01091574804352056
VTV.US Exposure
-0.008694233706452609
IJR.US Exposure
0.004240303398158428
QUAL.US Exposure
-0.0034397767673107673
SHV.US Exposure
0.6499295406998886
TLT.US Exposure
0.0006657381154476221
LQD.US Exposure
0.0003813230021524965
HYG.US Exposure
0.11680046585569362
GLD.US Exposure
0.00137134265267341
USO.US Exposure
0.0011783400278743419
VNQ.US Exposure
-0.00431391874977872
BTC-USD.CC Exposure
-0.0022587060756577605
CPER.US Exposure
0.00409994095481187
VIX.INDX Exposure
-0.005687306708094476
UUP.US Exposure
0.001139263118985548
TIP.US Exposure
0.004730011096514864
Idiosyncratic Exposure
0.16645193457735263
Value Score
44.1
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
143.4%

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 →14.7x
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$1.4T
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 →
-1.1%
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 →
-2.2%
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 →
14.1% 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 CDR (CAD Hedged) a high-risk investment?

Berkshire Hathaway CDR (CAD Hedged) (BRK.TO) has an annualized volatility of 143.4% and experienced a maximum drawdown of 48.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BRK.TO?

Over the past 10 years, BRK.TO has generated a Compound Annual Growth Rate (CAGR) of 25.9%. It has had a positive return in 57% 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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