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

Performance

BRK-B vs. FXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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 -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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

BRK-B
BRK-B Risk / Return Rank: 3535
Overall Rank
BRK-B Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3030
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3737
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 1414
Overall Rank
FXF Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 1414
Sortino Ratio Rank
FXF Omega Ratio Rank: 1313
Omega Ratio Rank
FXF Calmar Ratio Rank: 1616
Calmar Ratio Rank
FXF Martin Ratio Rank: 1515
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. 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-BFXFDifference
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

BRK-B vs. FXF - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.09, which is lower than the FXF Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of BRK-B and FXF, 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-BFXFDifference

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-BFXFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-9.78%

-19.16%

+9.38%

Average Drawdown

Average peak-to-trough decline

-11.07%

-20.84%

+9.77%

Ulcer Index

Depth 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-BFXFDifference

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.


PositionTTM202520242023
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.

Portfolio Optimizer

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