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

Performance

BRK-B vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and iShares Bitcoin Trust ETF (IBIT). 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 higher than IBIT's -27.71% 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%

IBIT

1D
5.13%
1M
-21.03%
YTD
-27.71%
6M
-30.34%
1Y
-39.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
BRK-B
Berkshire Hathaway Inc.
-3.11%10.89%23.20%
IBIT
iShares Bitcoin Trust ETF
-27.71%-6.41%89.87%

Correlation

The correlation between BRK-B and IBIT 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 IBIT 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. IBIT — 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

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT 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. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares Bitcoin Trust ETF (IBIT). 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-BIBITDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.00

0.86

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.14

-0.76

+0.62

Martin ratioReturn relative to average drawdown

-0.30

-1.36

+1.07

BRK-B vs. IBIT - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.09, which is higher than the IBIT Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of BRK-B and IBIT, 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-BIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

-0.90

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.26

+0.22

Drawdowns

BRK-B vs. IBIT - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, roughly equal to the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for BRK-B and IBIT.


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Drawdown Indicators


BRK-BIBITDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-52.11%

-1.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-52.11%

+42.69%

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

-9.78%

-49.66%

+39.88%

Average Drawdown

Average peak-to-trough decline

-11.07%

-16.19%

+5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

28.97%

-24.48%

Volatility

BRK-B vs. IBIT - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.98%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 11.85%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

11.85%

-7.87%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

34.60%

-23.73%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

44.28%

-29.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

50.32%

-33.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

50.32%

-30.88%

Dividends

BRK-B vs. IBIT - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


BRK-B and IBIT 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.

IBIT has higher volatility (11.85%) compared to BRK-B (3.98%). In terms of maximum drawdown, BRK-B dropped -53.86% vs IBIT's -52.11%.

BRK-B currently has the higher Sharpe Ratio (-0.09 vs -0.90), 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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