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BRK-A vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRK-A vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-A) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRK-A achieves a -4.82% return, which is significantly lower than USD's 103.32% return. Over the past 10 years, BRK-A has underperformed USD with an annualized return of 12.93%, while USD has yielded a comparatively higher 61.24% annualized return.


BRK-A

1D
0.66%
1M
2.64%
YTD
-4.82%
6M
-4.81%
1Y
-2.63%
3Y*
12.92%
5Y*
10.35%
10Y*
12.93%

USD

1D
-4.99%
1M
31.62%
YTD
103.32%
6M
97.79%
1Y
250.81%
3Y*
125.78%
5Y*
67.80%
10Y*
61.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-A vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRK-A
Berkshire Hathaway Inc.
-4.82%10.85%25.49%15.77%4.00%29.57%2.42%10.98%2.82%21.91%
USD
ProShares Ultra Semiconductors
103.32%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Correlation

The correlation between BRK-A and USD is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.22

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2007

0.38

The correlation between BRK-A and USD shifts across timeframes, from -0.22 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BRK-A vs. USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRK-A
BRK-A Risk / Return Rank: 3030
Overall Rank
BRK-A Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-A Sortino Ratio Rank: 2727
Sortino Ratio Rank
BRK-A Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-A Calmar Ratio Rank: 3232
Calmar Ratio Rank
BRK-A Martin Ratio Rank: 3131
Martin Ratio Rank

USD
USD Risk / Return Rank: 8989
Overall Rank
USD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8282
Sortino Ratio Rank
USD Omega Ratio Rank: 8181
Omega Ratio Rank
USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
USD Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRK-A vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-A) and ProShares Ultra Semiconductors (USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BRK-AUSDDifference
Sharpe ratioReturn per unit of total volatility

-4.31

Sortino ratioReturn per unit of downside risk

-3.78

Omega ratioGain probability vs. loss probability

0.98

1.48

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.29

7.94

-8.23

Martin ratioReturn relative to average drawdown

-0.60

22.96

-23.56

BRK-A vs. USD - Sharpe Ratio Comparison

The current BRK-A Sharpe Ratio is -0.19, which is lower than the USD Sharpe Ratio of 4.12. The chart below compares the historical Sharpe Ratios of BRK-A and USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BRK-AUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

4.12

-4.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.89

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.89

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.49

+0.34

Drawdowns

BRK-A vs. USD - Drawdown Comparison

The maximum BRK-A drawdown since its inception was -51.47%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for BRK-A and USD.


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Drawdown Indicators


BRK-AUSDDifference

Max Drawdown

Largest peak-to-trough decline

-51.47%

-88.63%

+37.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.12%

-31.80%

+22.68%

Max Drawdown (3Y)

Largest decline over 3 years

-14.43%

-64.46%

+50.03%

Max Drawdown (5Y)

Largest decline over 5 years

-25.98%

-77.85%

+51.87%

Max Drawdown (10Y)

Largest decline over 10 years

-30.43%

-77.85%

+47.42%

Current Drawdown

Current decline from peak

-11.23%

-6.07%

-5.16%

Average Drawdown

Average peak-to-trough decline

-9.52%

-32.35%

+22.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

10.98%

-6.59%

Volatility

BRK-A vs. USD - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-A) is 3.58%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.29%. This indicates that BRK-A experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-AUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

21.29%

-17.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

46.74%

-36.32%

Volatility (1Y)

Calculated over the trailing 1-year period

13.84%

61.28%

-47.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

76.56%

-59.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

69.24%

-50.27%

Dividends

BRK-A vs. USD - Dividend Comparison

BRK-A has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.23%.


PositionTTM20252024202320222021202020192018201720162015
BRK-A
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.23%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Frequently Asked Questions


BRK-A and USD have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (21.29%) compared to BRK-A (3.58%). In terms of maximum drawdown, BRK-A dropped -51.47% vs USD's -88.63%.

USD currently has the higher Sharpe Ratio (4.12 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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