BRK-B vs. USD=X
BRK-B (Berkshire Hathaway Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, BRK-B returned 13.14%/yr vs 0.00%/yr for USD=X.
Performance
BRK-B vs. USD=X - Performance Comparison
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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%
BRK-B vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
BRK-B
USD=X
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-B | USD=X | Difference | |
|---|---|---|---|
| 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 | — | — |
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 | USD=X | Difference | |
|---|---|---|---|
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-B | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.78% | 0.00% | -9.78% |
Average DrawdownAverage peak-to-trough decline | -11.07% | 0.00% | -11.07% |
Ulcer IndexDepth 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-B | USD=X | Difference | |
|---|---|---|---|
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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