BRK-B vs. FXF
BRK-B (Berkshire Hathaway Inc.) is a stock, while FXF (Invesco CurrencyShares® Swiss Franc Trust) is Currency fund tracking the Swiss Franc. Over the past 10 years, BRK-B returned 13.14%/yr vs 1.04%/yr for FXF. At a 0.02 correlation, their price movements are largely independent.
Performance
BRK-B vs. FXF - Performance Comparison
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Returns By Period
In the year-to-date period, BRK-B achieves a -3.11% return, which is significantly lower than FXF's -0.97% return. Over the past 10 years, BRK-B has outperformed FXF with an annualized return of 13.14%, while FXF has yielded a comparatively lower 1.04% annualized return.
BRK-B
- 1D
- -0.23%
- 1M
- 2.32%
- YTD
- -3.11%
- 6M
- -2.06%
- 1Y
- -1.32%
- 3Y*
- 13.25%
- 5Y*
- 11.03%
- 10Y*
- 13.14%
FXF
- 1D
- -0.26%
- 1M
- -2.70%
- YTD
- -0.97%
- 6M
- 0.83%
- 1Y
- 2.42%
- 3Y*
- 3.92%
- 5Y*
- 1.79%
- 10Y*
- 1.04%
BRK-B vs. FXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | -3.11% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
FXF Invesco CurrencyShares® Swiss Franc Trust | -0.97% | 14.04% | -7.46% | 9.63% | -2.29% | -4.08% | 8.18% | 0.32% | -2.01% | 3.31% |
Correlation
The correlation between BRK-B and FXF is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2006 | 0.02 |
The correlation between BRK-B and FXF shifts across timeframes, from 0.02 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BRK-B vs. FXF — Risk / Return Rank
BRK-B
FXF
BRK-B vs. FXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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-B | FXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.06 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 0.50 | -0.64 |
| Martin ratioReturn relative to average drawdown | -0.30 | 1.10 | -1.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRK-B | FXF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 0.33 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.22 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.14 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.17 | +0.31 |
Drawdowns
BRK-B vs. FXF - Drawdown Comparison
The maximum BRK-B drawdown since its inception was -53.86%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for BRK-B and FXF.
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Drawdown Indicators
| BRK-B | FXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.86% | -35.58% | -18.28% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -4.82% | -4.60% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -8.52% | -6.43% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -13.03% | -13.55% |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | -15.04% | -14.53% |
Current DrawdownCurrent decline from peak | -9.78% | -19.16% | +9.38% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -20.84% | +9.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 2.20% | +2.29% |
Volatility
BRK-B vs. FXF - Volatility Comparison
Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 3.98% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.78%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRK-B | FXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 1.78% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 5.59% | +5.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 7.49% | +6.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 8.33% | +8.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 7.57% | +11.87% |
Dividends
BRK-B vs. FXF - Dividend Comparison
Neither BRK-B nor FXF has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
FXF Invesco CurrencyShares® Swiss Franc Trust | 0.00% | 0.00% | 0.03% | 0.02% |
Frequently Asked Questions
BRK-B and FXF have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRK-B has higher volatility (3.98%) compared to FXF (1.78%). In terms of maximum drawdown, BRK-B dropped -53.86% vs FXF's -35.58%.
FXF currently has the higher Sharpe Ratio (0.33 vs -0.09), 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.
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