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BRK-B vs. BTCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRK-B vs. BTCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and Invesco Galaxy Bitcoin ETF (BTCO). 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 -2.27% return, which is significantly higher than BTCO's -25.69% return.


BRK-B

1D
0.07%
1M
0.37%
6M
-0.41%
YTD
-2.27%
1Y
3.68%
3Y*
12.42%
5Y*
11.91%
10Y*
13.01%
ALL TIME*
10.58%

BTCO

1D
1.54%
1M
3.42%
6M
-31.95%
YTD
-25.69%
1Y
-44.68%
3Y*
5Y*
10Y*
ALL TIME*
12.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. BTCO - Yearly Performance Comparison


2026 (YTD)20252024
BRK-B
Berkshire Hathaway Inc.
-2.27%10.89%23.20%
BTCO
Invesco Galaxy Bitcoin ETF
-25.69%-6.58%93.87%

Correlation

The correlation between BRK-B and BTCO is -0.16, 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

-0.16

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.06

The correlation between BRK-B and BTCO shifts across timeframes, from -0.16 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BRK-B vs. BTCO — 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: 5151
Overall Rank
BRK-B Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 4646
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 4545
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 5656
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 5555
Martin Ratio Rank

BTCO
BTCO Risk / Return Rank: 22
Overall Rank
BTCO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCO Omega Ratio Rank: 22
Omega Ratio Rank
BTCO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCO Martin Ratio Rank: 22
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. BTCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Invesco Galaxy Bitcoin ETF (BTCO). 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-BBTCODifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.96

Omega ratioGain probability vs. loss probability

1.05

0.83

+0.22

Calmar ratioReturn relative to maximum drawdown

0.39

-0.84

+1.23

Martin ratioReturn relative to average drawdown

0.82

-1.34

+2.16

BRK-B vs. BTCO - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is 0.25, which is higher than the BTCO Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of BRK-B and BTCO, 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. BTCO - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, roughly equal to the maximum BTCO drawdown of -53.33%. Use the drawdown chart below to compare losses from any high point for BRK-B and BTCO.


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Drawdown Indicators


BRK-BBTCODifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-53.33%

-0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-53.33%

+43.91%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-8.99%

-48.23%

+39.24%

Average Drawdown

Average peak-to-trough decline

-11.06%

-17.70%

+6.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.50%

33.39%

-28.89%

Volatility

BRK-B vs. BTCO - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 4.42%, while Invesco Galaxy Bitcoin ETF (BTCO) has a volatility of 10.57%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than BTCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BBTCODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

10.57%

-6.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

34.51%

-23.44%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

44.25%

-29.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

49.38%

-32.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

49.38%

-29.98%

Dividends

BRK-B vs. BTCO - Dividend Comparison

Neither BRK-B nor BTCO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BRK-B and BTCO have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTCO has higher volatility (10.57%) compared to BRK-B (4.42%). In terms of maximum drawdown, BRK-B dropped -53.86% vs BTCO's -53.33%.

BRK-B currently has the higher Sharpe Ratio (0.25 vs -1.01), 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

Find the right allocation for BRK-B and BTCO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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