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

Performance

BRK-B vs. XLM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and Stellar (XLM-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 -2.67% return, which is significantly higher than XLM-USD's -6.87% return. Over the past 10 years, BRK-B has underperformed XLM-USD with an annualized return of 13.22%, while XLM-USD has yielded a comparatively higher 60.23% annualized return.


BRK-B

1D
0.71%
1M
1.07%
YTD
-2.67%
6M
-2.06%
1Y
0.35%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%

XLM-USD

1D
-1.52%
1M
15.17%
YTD
-6.87%
6M
-21.39%
1Y
-28.35%
3Y*
33.09%
5Y*
-11.45%
10Y*
60.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. XLM-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%
XLM-USD
Stellar
-6.87%-39.55%157.40%81.66%-73.35%108.68%184.76%-60.36%-68.37%14,396.90%

Correlation

The correlation between BRK-B and XLM-USD is -0.07, 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

-0.07

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

0.05

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

0.10

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

0.10

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2014

0.08

The correlation between BRK-B and XLM-USD shifts across timeframes, from -0.07 (1 year) to 0.10 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

BRK-B vs. XLM-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: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
Martin Ratio Rank

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
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. XLM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Stellar (XLM-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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BRK-BXLM-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.01

1.00

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.02

-0.40

+0.37

Martin ratioReturn relative to average drawdown

-0.05

-0.57

+0.52

BRK-B vs. XLM-USD - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.02, which is higher than the XLM-USD Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of BRK-B and XLM-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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Drawdowns

BRK-B vs. XLM-USD - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for BRK-B and XLM-USD.


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Drawdown Indicators


BRK-BXLM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-96.21%

+42.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-71.19%

+61.77%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-74.37%

+59.42%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-83.25%

+56.67%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-96.21%

+66.64%

Current Drawdown

Current decline from peak

-9.36%

-78.80%

+69.44%

Average Drawdown

Average peak-to-trough decline

-11.07%

-72.14%

+61.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

50.48%

-45.95%

Volatility

BRK-B vs. XLM-USD - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while Stellar (XLM-USD) has a volatility of 43.48%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than XLM-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-BXLM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

43.48%

-39.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

59.28%

-48.50%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

70.60%

-56.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

74.72%

-57.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

112.79%

-93.35%

Frequently Asked Questions


BRK-B and XLM-USD have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLM-USD has higher volatility (43.48%) compared to BRK-B (3.95%). In terms of maximum drawdown, BRK-B dropped -53.86% vs XLM-USD's -96.21%.

BRK-B currently has the higher Sharpe Ratio (-0.02 vs -0.33), 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.

Portfolio Optimizer

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