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

Performance

BRK-B vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and ProShares Ultra Semiconductors (USD). 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 -2.89% return, which is significantly lower than USD's 69.08% return. Over the past 10 years, BRK-B has underperformed USD with an annualized return of 13.19%, while USD has yielded a comparatively higher 58.18% annualized return.


BRK-B

1D
1.98%
1M
3.90%
YTD
-2.89%
6M
-3.21%
1Y
-0.12%
3Y*
13.55%
5Y*
10.78%
10Y*
13.19%

USD

1D
-16.84%
1M
0.03%
YTD
69.08%
6M
62.79%
1Y
196.23%
3Y*
111.77%
5Y*
61.72%
10Y*
58.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRK-B
Berkshire Hathaway Inc.
-2.89%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%
USD
ProShares Ultra Semiconductors
69.08%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Correlation

The correlation between BRK-B and USD is -0.23, 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

-0.23

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2007

0.40

The correlation between BRK-B and USD shifts across timeframes, from -0.23 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BRK-B vs. USD — 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: 3838
Overall Rank
BRK-B Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3333
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3232
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4141
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4141
Martin Ratio Rank

USD
USD Risk / Return Rank: 8181
Overall Rank
USD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
USD Sortino Ratio Rank: 6666
Sortino Ratio Rank
USD Omega Ratio Rank: 7171
Omega Ratio Rank
USD Calmar Ratio Rank: 9292
Calmar Ratio Rank
USD Martin Ratio Rank: 8686
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. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and ProShares Ultra Semiconductors (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-BUSDDifference
Sharpe ratioReturn per unit of total volatility

-3.11

Sortino ratioReturn per unit of downside risk

-2.90

Omega ratioGain probability vs. loss probability

1.01

1.41

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.01

6.21

-6.22

Martin ratioReturn relative to average drawdown

-0.03

17.82

-17.85

BRK-B vs. USD - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.01, which is lower than the USD Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of BRK-B and USD, 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-BUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

3.10

-3.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.81

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.84

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.46

+0.02

Drawdowns

BRK-B vs. USD - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for BRK-B and USD.


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Drawdown Indicators


BRK-BUSDDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-88.63%

+34.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-31.80%

+22.38%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-64.46%

+49.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-77.85%

+51.27%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-77.85%

+48.28%

Current Drawdown

Current decline from peak

-9.57%

-21.89%

+12.32%

Average Drawdown

Average peak-to-trough decline

-11.07%

-32.34%

+21.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

11.06%

-6.59%

Volatility

BRK-B vs. USD - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 4.08%, while ProShares Ultra Semiconductors (USD) has a volatility of 27.63%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than 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-BUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

27.63%

-23.55%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

50.45%

-39.58%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

63.70%

-49.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

76.91%

-59.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.43%

69.45%

-50.02%

Dividends

BRK-B vs. USD - Dividend Comparison

BRK-B has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.27%.


PositionTTM20252024202320222021202020192018201720162015
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.27%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Frequently Asked Questions


BRK-B and USD have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (27.63%) compared to BRK-B (4.08%). In terms of maximum drawdown, BRK-B dropped -53.86% vs USD's -88.63%.

USD currently has the higher Sharpe Ratio (3.10 vs -0.01), 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.

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