BRK.B vs VYM: Correlation
Measured on weekly returns over the past three years, Berkshire Hathaway (BRK.B) and Vanguard High Dividend Yield ETF (VYM) carry a correlation of 0.58, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BRK.B and VYM?
On 3 years of weekly data the BRK.B/VYM correlation comes out at 0.58, moderate. The past 12 months show a weaker link (0.41) than the 3-year average (0.58). The 5-year figure is 0.72, and annualized covariance runs at 114.3 %².
Among the 31 assets we track against BRK.B, VYM ranks #13 by 3-year correlation. The last year tells two different stories: VYM led by 19.5 percentage points, +1.6% for BRK.B against +21.1% for VYM. The rolling one-year correlation moved between 0.43 and 0.84 over the past three years, a moderate range.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
BRK.B vs VYM: side by side
| BRK.B (Berkshire Hathaway) | VYM (Vanguard High Dividend Yield ETF) | |
|---|---|---|
| 1-year return | +1.6% | +21.1% |
| 5-year return | +76.3% | +76.6% |
| Volatility (ann.) | 15.9% | 12.3% |
| Beta vs S&P 500 | 0.43 | 0.69 |
| Max drawdown (3Y) | -14.9% | -14.5% |
| Market cap | $1,078.3B | – |
| P/E (trailing) | 12.7 | – |
| Dividend yield | 0.00% | 2.24% |
| Expense ratio | – | 0.04% |
| Assets under management | – | $99.2B |
| Sector / category | Financials | ETF · Dividend |
VYM, Vanguard's Large Value fund, carries $99.2B under management, 604 holdings, a 0.04% expense ratio, a 2.24% trailing dividend yield.
Year-by-year returns
| Year | BRK.B | VYM |
|---|---|---|
| 2022 | +3.3% | -0.4% |
| 2023 | +15.5% | +6.6% |
| 2024 | +27.1% | +17.6% |
| 2025 | +10.9% | +15.4% |
| 2026 | +0.2% | +15.9% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BRK.B and VYM good diversifiers for each other?
Somewhat, no more. With 0.58 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between BRK.B and VYM?
As of 2026-08-27, the correlation of weekly returns between BRK.B and VYM is 0.58 over 3 years, 0.41 over 1 year and 0.72 over 5 years.
Is VYM a good diversifier for BRK.B?
Somewhat, no more. With 0.58 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.58 mean?
A reading of 0.58 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
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Hubs: BRK.B correlations · VYM correlations
