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

Performance

BRK-B vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and XRP (XRP-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 -3.11% return, which is significantly higher than XRP-USD's -37.24% 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%

XRP-USD

1D
-0.09%
1M
-18.75%
YTD
-37.24%
6M
-44.31%
1Y
-49.12%
3Y*
28.98%
5Y*
4.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. XRP-USD - 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%
XRP-USD
XRP
-37.24%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%38,242.83%

Correlation

The correlation between BRK-B and XRP-USD is -0.04, 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

-0.04

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

0.06

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2017

0.10

The correlation between BRK-B and XRP-USD shifts across timeframes, from -0.04 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BRK-B vs. XRP-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: 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

XRP-USD
XRP-USD Risk / Return Rank: 5050
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4747
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5454
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. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and XRP (XRP-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-BXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.00

0.90

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.14

-0.71

+0.57

Martin ratioReturn relative to average drawdown

-0.30

-1.13

+0.84

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

The current BRK-B Sharpe Ratio is -0.09, which is higher than the XRP-USD Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of BRK-B and XRP-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-BXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

-0.73

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.05

+0.59

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

0.54

-0.06

Drawdowns

BRK-B vs. XRP-USD - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for BRK-B and XRP-USD.


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Drawdown Indicators


BRK-BXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-95.87%

+42.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-69.23%

+59.81%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-69.23%

+54.28%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-77.83%

+51.25%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-9.78%

-67.51%

+57.73%

Average Drawdown

Average peak-to-trough decline

-11.07%

-71.01%

+59.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

43.98%

-39.49%

Volatility

BRK-B vs. XRP-USD - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.98%, while XRP (XRP-USD) has a volatility of 14.20%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than XRP-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-BXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

14.20%

-10.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

46.00%

-35.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

56.17%

-41.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

72.40%

-55.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

111.80%

-92.36%

Frequently Asked Questions


BRK-B and XRP-USD have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XRP-USD has higher volatility (14.20%) compared to BRK-B (3.98%). In terms of maximum drawdown, BRK-B dropped -53.86% vs XRP-USD's -95.87%.

BRK-B currently has the higher Sharpe Ratio (-0.09 vs -0.73), 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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