Berkshire Hathaway Inc

10-Year Study

BRYN.XETRA · Financial Services · DE · Common Stock

Executive Summary: Berkshire Hathaway Inc has compounded at 12.2% annually over the last 10 years, with a maximum drawdown of 22.1% and an annualized volatility of 16.7%.

1Y CAGR
-10.1%
3Y CAGR
+10.5%
5Y CAGR
+11.3%
10Y CAGR
+12.2%

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 →
22.1%
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 →
1.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +42.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -7.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.56.0-3.1-2.7————————-5.5%
20253.97.80.4-4.2-5.6-6.70.44.1-1.7-2.57.4-4.3-2.3%
202410.16.52.1-3.61.30.86.64.9-3.72.09.7-5.134.7%
2023-1.91.5-1.75.01.23.52.64.40.6-4.22.8-1.912.1%
20224.52.612.9-3.4-5.1-11.712.8-3.7-1.67.70.7-4.58.6%
20210.46.79.24.63.5-1.10.62.8-1.85.2-1.37.642.0%
20200.0-9.4-8.02.3-4.6-4.34.611.0-1.4-4.611.2-2.4-7.6%
20192.9-1.90.87.5-7.64.80.8-1.53.5-0.34.61.515.4%
20182.80.3-5.60.02.0-2.54.46.53.1-1.75.1-8.45.1%
2017-1.76.7-3.1-2.9-3.31.2-0.12.61.74.4-0.23.68.4%
2016———1.51.40.00.43.8-3.51.613.92.923.3%

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 16.7%. The dominant macroeconomic risk driver is VTV.US, accounting for 36.9% of variance. Idiosyncratic stock-specific factors contribute 29.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110148.17781337605
2016-05-0110288.346015218262
2016-06-0110292.350820985183
2016-07-0110336.403684421308
2016-08-0110728.874649579495
2016-09-0110356.42771325591
2016-10-0110523.588305967161
2016-11-0111990.388466159391
2016-12-0112334.801762114537
2017-01-0112122.54705646776
2017-02-0112931.517821385663
2017-03-0112527.032438926713
2017-04-0112158.590308370045
2017-05-0111758.109731678014
2017-06-0111894.273127753306
2017-07-0111878.253904685625
2017-08-0112182.619142971567
2017-09-0112390.869042851422
2017-10-0112939.527432919504
2017-11-0112907.488986784141
2017-12-0113376.051261513818
2018-01-0113744.493392070484
2018-02-0113778.934721666
2018-03-0113009.211053263916
2018-04-0113015.618742490991
2018-05-0113270.324389267122
2018-06-0112945.134160993193
2018-07-0113516.219463356027
2018-08-0114397.276732078495
2018-09-0114849.81978374049
2018-10-0114595.114136964357
2018-11-0115346.415698838608
2018-12-0114058.470164197039
2019-01-0114472.567080496598
2019-02-0114196.235482579095
2019-03-0114313.175810973167
2019-04-0115386.463756507808
2019-05-0114210.652783340007
2019-06-0114897.877452943532
2019-07-0115022.827392871448
2019-08-0114796.956347617142
2019-09-0115315.979175010012
2019-10-0115277.53303964758
2019-11-0115985.582699239088
2019-12-0116227.472967561074
2020-01-0116235.482579094913
2020-02-0114707.248698438127
2020-03-0113525.030036043252
2020-04-0113839.006808169805
2020-05-0113206.247496996395
2020-06-0112643.972767320785
2020-07-0113223.868642370846
2020-08-0114676.812174609533
2020-09-0114474.96996395675
2020-10-0113810.172206647978
2020-11-0115359.231077292752
2020-12-0114989.187024429315
2021-01-0115048.458149779735
2021-02-0116051.261513816582
2021-03-0117533.039647577094
2021-04-0118334.000800961156
2021-05-0118982.779335202245
2021-06-0118766.51982378855
2021-07-0118882.659191029237
2021-08-0119403.283940728874
2021-09-0119058.870644773728
2021-10-0120048.057669203048
2021-11-0119783.740488586307
2021-12-0121277.533039647577
2022-01-0122242.69122947537
2022-02-0122827.392871445736
2022-03-0125782.939527432918
2022-04-0124897.877452943536
2022-05-0123632.358830596717
2022-06-0120857.028434120944
2022-07-0123528.23388065679
2022-08-0122651.181417701242
2022-09-0122294.753704445335
2022-10-0124012.81537845415
2022-11-0124177.01241489788
2022-12-0123099.719663596316
2023-01-0122671.20544653585
2023-02-0123003.604325190227
2023-03-0122615.13816579896
2023-04-0123756.50780937125
2023-05-0124044.85382458951
2023-06-0124893.872647176613
2023-07-0125534.64156988386
2023-08-0126655.987184621546
2023-09-0126816.17941529836
2023-10-0125694.833800560675
2023-11-0126415.69883860633
2023-12-0125903.08370044053
2024-01-0128530.236283540245
2024-02-0130372.446936323588
2024-03-0130997.196635963155
2024-04-0129883.860632759315
2024-05-0130264.31718061674
2024-06-0130492.5911093312
2024-07-0132503.003604325193
2024-08-0134092.911493792555
2024-09-0132847.41690028034
2024-10-0133520.224269122955
2024-11-0136788.145774929915
2024-12-0134901.88225871045
2025-01-0136267.52102523028
2025-02-0139090.90909090909
2025-03-0139235.08209851823
2025-04-0137605.12615138166
2025-05-0135498.59831798158
2025-06-0133111.73408089708
2025-07-0133251.90228273929
2025-08-0134621.54585502603
2025-09-0134028.834601521834
2025-10-0133171.80616740088
2025-11-0135626.75210252303
2025-12-0134092.911493792555
2026-01-0132234.681617941533
2026-02-0134156.988386063276
2026-03-0133103.72446936324
2026-04-0132202.643171806172
Annual Return Matrix
YearAnnual Return
20170.0844155844155845
20180.051017964071856436
20190.15428441203281662
2020-0.07630799605133276
20210.4195254889387625
20220.08563899868247704
20230.12135922330097082
20240.3474025974025976
2025-0.023178427997705198
2026-0.05544461411958179
Total Factor Risk
0.1674403126378282
VTI.US Exposure
-0.0273204993393599
VEA.US Exposure
0.016088032065314787
VWO.US Exposure
0.001660847686674343
QQQ.US Exposure
-0.009049465983888635
VTV.US Exposure
0.3689687645460517
IJR.US Exposure
-0.05765517389322205
QUAL.US Exposure
0.03540114624935683
SHV.US Exposure
0.17038090521978624
TLT.US Exposure
0.013034543162379118
LQD.US Exposure
0.028336617773343054
HYG.US Exposure
0.02970703851669762
GLD.US Exposure
-0.0003970207435222879
USO.US Exposure
0.003492087464388198
VNQ.US Exposure
0.012397438307409189
BTC-USD.CC Exposure
-0.0001202716111972047
CPER.US Exposure
0.0015167472789560244
VIX.INDX Exposure
0.016539744411921218
UUP.US Exposure
0.10312807125386894
TIP.US Exposure
-0.0015366840610947148
Idiosyncratic Exposure
0.29542713169613743
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
16.7%

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 →15.5x
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$895.1B
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 →
-4.0%
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 →
-4.3%
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 →
15.3% 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 (BRYN.XETRA) has an annualized volatility of 16.7% and experienced a maximum drawdown of 22.1% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of BRYN.XETRA?

Over the past 10 years, BRYN.XETRA has generated a Compound Annual Growth Rate (CAGR) of 12.2%. It has had a positive return in 70% 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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