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BRK-B vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

BRK-B vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and Bitcoin (BTC-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-B achieves a -2.67% return, which is significantly higher than BTC-USD's -27.32% return. Over the past 10 years, BRK-B has underperformed BTC-USD with an annualized return of 13.22%, while BTC-USD has yielded a comparatively higher 57.32% annualized return.


BRK-B

1D
0.71%
1M
0.77%
YTD
-2.67%
6M
-2.06%
1Y
-0.22%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%

BTC-USD

1D
0.05%
1M
-19.79%
YTD
-27.32%
6M
-29.56%
1Y
-39.85%
3Y*
34.86%
5Y*
10.27%
10Y*
57.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%
BTC-USD
Bitcoin
-27.32%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between BRK-B and BTC-USD is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

0.06

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

0.12

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

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2012

0.05

The correlation between BRK-B and BTC-USD shifts across timeframes, from -0.06 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BRK-B vs. BTC-USD — Risk / Return Rank

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

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3737
Overall Rank
BTC-USD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3939
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3737
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5656
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3232
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-B vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Bitcoin (BTC-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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BRK-BBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.01

0.87

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.02

-0.78

+0.75

Martin ratioReturn relative to average drawdown

-0.05

-1.36

+1.31

BRK-B vs. BTC-USD - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.02, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of BRK-B and BTC-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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Drawdowns

BRK-B vs. BTC-USD - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for BRK-B and BTC-USD.


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Drawdown Indicators


BRK-BBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-85.30%

+31.44%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-51.21%

+41.79%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-51.21%

+36.26%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-76.67%

+50.09%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-83.80%

+54.23%

Current Drawdown

Current decline from peak

-9.36%

-49.01%

+39.65%

Average Drawdown

Average peak-to-trough decline

-11.07%

-42.35%

+31.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

35.02%

-30.49%

Volatility

BRK-B vs. BTC-USD - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while Bitcoin (BTC-USD) has a volatility of 12.11%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than BTC-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-BBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

12.11%

-8.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

34.59%

-23.81%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

35.62%

-21.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

44.71%

-27.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

56.62%

-37.18%

Frequently Asked Questions


BRK-B and BTC-USD have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (12.11%) compared to BRK-B (3.95%). In terms of maximum drawdown, BRK-B dropped -53.86% vs BTC-USD's -85.30%.

BRK-B currently has the higher Sharpe Ratio (-0.02 vs -0.93), 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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