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BRYN.DE vs. BCH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

BRYN.DE vs. BCH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Berkshire Hathaway Inc (BRYN.DE) and Bitcoin Cash (BCH-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BRYN.DE is traded in EUR, while BCH-USD is traded in USD. To make them comparable, the BCH-USD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, BRYN.DE achieves a -0.87% return, which is significantly higher than BCH-USD's -65.66% return.


BRYN.DE

1D
0.86%
1M
2.29%
YTD
-0.87%
6M
-0.48%
1Y
0.19%
3Y*
10.70%
5Y*
12.22%
10Y*
12.90%

BCH-USD

1D
-1.25%
1M
-52.77%
YTD
-65.66%
6M
-64.69%
1Y
-52.20%
3Y*
21.47%
5Y*
-18.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRYN.DE vs. BCH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRYN.DE
Berkshire Hathaway Inc
-0.87%-2.32%34.74%12.14%8.56%41.95%-7.63%15.43%5.10%13.61%
BCH-USD
Bitcoin Cash
-65.66%21.76%81.79%155.17%-76.15%35.10%54.19%41.05%-94.19%367.68%

Correlation

The correlation between BRYN.DE and BCH-USD is -0.10, 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

-0.10

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

-0.02

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2017

0.00

The correlation between BRYN.DE and BCH-USD shifts across timeframes, from -0.10 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BRYN.DE vs. BCH-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRYN.DE
BRYN.DE Risk / Return Rank: 4040
Overall Rank
BRYN.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BRYN.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
BRYN.DE Omega Ratio Rank: 3434
Omega Ratio Rank
BRYN.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
BRYN.DE Martin Ratio Rank: 4343
Martin Ratio Rank

BCH-USD
BCH-USD Risk / Return Rank: 4040
Overall Rank
BCH-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 5151
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 4949
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 5757
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 11
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.

BRYN.DE vs. BCH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc (BRYN.DE) and Bitcoin Cash (BCH-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.


BRYN.DEBCH-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.01

0.89

+0.13

Calmar ratioReturn relative to maximum drawdown

0.02

-0.75

+0.77

Martin ratioReturn relative to average drawdown

0.04

-2.29

+2.33

BRYN.DE vs. BCH-USD - Sharpe Ratio Comparison

The current BRYN.DE Sharpe Ratio is 0.01, which is higher than the BCH-USD Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of BRYN.DE and BCH-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

BRYN.DE vs. BCH-USD - Drawdown Comparison

The maximum BRYN.DE drawdown since its inception was -98.01%, roughly equal to the maximum BCH-USD drawdown of -97.77%. Use the drawdown chart below to compare losses from any high point for BRYN.DE and BCH-USD.


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Drawdown Indicators


BRYN.DEBCH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.01%

-97.77%

-0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-69.72%

+59.15%

Max Drawdown (3Y)

Largest decline over 3 years

-19.97%

-73.16%

+53.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.34%

-86.54%

+64.20%

Max Drawdown (10Y)

Largest decline over 10 years

-28.72%

Current Drawdown

Current decline from peak

-82.31%

-94.45%

+12.14%

Average Drawdown

Average peak-to-trough decline

-83.07%

-85.62%

+2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

26.86%

-21.70%

Volatility

BRYN.DE vs. BCH-USD - Volatility Comparison

The current volatility for Berkshire Hathaway Inc (BRYN.DE) is 5.11%, while Bitcoin Cash (BCH-USD) has a volatility of 27.02%. This indicates that BRYN.DE experiences smaller price fluctuations and is considered to be less risky than BCH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRYN.DEBCH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

27.02%

-21.91%

Volatility (6M)

Calculated over the trailing 6-month period

11.10%

49.72%

-38.62%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

55.90%

-40.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

67.95%

-50.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.71%

94.11%

-75.40%

Frequently Asked Questions


BRYN.DE and BCH-USD have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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