BRK-B vs. SOL-USD
BRK-B (Berkshire Hathaway Inc.) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, BRK-B returned 11.03%/yr vs 9.25%/yr for SOL-USD. At a 0.12 correlation, their price movements are largely independent.
Performance
BRK-B vs. SOL-USD - 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 higher than SOL-USD's -47.43% 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%
SOL-USD
- 1D
- -1.56%
- 1M
- -29.74%
- YTD
- -47.43%
- 6M
- -50.92%
- 1Y
- -57.11%
- 3Y*
- 55.50%
- 5Y*
- 9.25%
- 10Y*
- —
BRK-B vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | -3.11% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 19.62% |
SOL-USD Solana | -47.43% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 58.87% |
Correlation
The correlation between BRK-B and SOL-USD is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2020 | 0.12 |
The correlation between BRK-B and SOL-USD shifts across timeframes, from -0.01 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BRK-B vs. SOL-USD — Risk / Return Rank
BRK-B
SOL-USD
BRK-B vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Solana (SOL-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.
| BRK-B | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.89 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | -0.76 | +0.62 |
| Martin ratioReturn relative to average drawdown | -0.30 | -1.25 | +0.95 |
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 | SOL-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | -0.79 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.09 | +0.55 |
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 | 0.82 | -0.34 |
Drawdowns
BRK-B vs. SOL-USD - Drawdown Comparison
The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for BRK-B and SOL-USD.
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Drawdown Indicators
| BRK-B | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.86% | -96.27% | +42.41% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -74.89% | +65.47% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -76.27% | +61.32% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -96.27% | +69.69% |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | — | — |
Current DrawdownCurrent decline from peak | -9.78% | -75.03% | +65.25% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -51.39% | +40.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 52.53% | -48.04% |
Volatility
BRK-B vs. SOL-USD - Volatility Comparison
The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.98%, while Solana (SOL-USD) has a volatility of 16.77%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than SOL-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-B | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 16.77% | -12.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 46.54% | -35.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 60.20% | -45.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 82.48% | -65.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 99.82% | -80.38% |
Frequently Asked Questions
BRK-B and SOL-USD have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (16.77%) compared to BRK-B (3.98%). In terms of maximum drawdown, BRK-B dropped -53.86% vs SOL-USD's -96.27%.
BRK-B currently has the higher Sharpe Ratio (-0.09 vs -0.79), 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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