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

Performance

BRK-B vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. USD=X - 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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

BRK-B vs. USD=X — 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

USD=X
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=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and USD Cash (USD=X). 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-BUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.00

Calmar ratioReturn relative to maximum drawdown

-0.14

Martin ratioReturn relative to average drawdown

-0.30

BRK-B vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BRK-BUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

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

Drawdowns

BRK-B vs. USD=X - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BRK-B and USD=X.


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Drawdown Indicators


BRK-BUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

0.00%

-53.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

0.00%

-9.42%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

0.00%

-14.95%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

0.00%

-26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

0.00%

-29.57%

Current Drawdown

Current decline from peak

-9.78%

0.00%

-9.78%

Average Drawdown

Average peak-to-trough decline

-11.07%

0.00%

-11.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

0.00%

+4.49%

Volatility

BRK-B vs. USD=X - Volatility Comparison

Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 3.98% compared to USD Cash (USD=X) at 0.00%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

0.00%

+3.98%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

0.00%

+10.87%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

0.00%

+14.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

0.00%

+17.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

0.00%

+19.44%

Frequently Asked Questions


BRK-B has higher volatility (3.98%) compared to USD=X (0.00%). In terms of maximum drawdown, BRK-B dropped -53.86% vs USD=X's 0.00%.

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