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

Performance

BRYN.DE vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Berkshire Hathaway Inc (BRYN.DE) and Bitcoin (BTC-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 BTC-USD is traded in USD. To make them comparable, the BTC-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 -0.95% return, which is significantly higher than BTC-USD's -27.22% return. Over the past 10 years, BRYN.DE has underperformed BTC-USD with an annualized return of 12.86%, while BTC-USD has yielded a comparatively higher 59.28% annualized return.


BRYN.DE

1D
-0.18%
1M
4.09%
YTD
-0.95%
6M
-1.18%
1Y
-2.75%
3Y*
10.49%
5Y*
12.29%
10Y*
12.86%

BTC-USD

1D
-1.24%
1M
-20.32%
YTD
-27.22%
6M
-30.41%
1Y
-41.51%
3Y*
30.08%
5Y*
12.04%
10Y*
59.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
BRYN.DE
Berkshire Hathaway Inc
-0.95%-2.32%34.74%12.14%8.56%41.95%-7.63%15.43%5.10%8.44%
BTC-USD
Bitcoin
-27.22%-17.40%136.59%145.80%-61.85%71.33%271.22%98.48%-73.46%1,229.62%

Correlation

The correlation between BRYN.DE and BTC-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

0.02

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

0.02

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

0.02

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2012

0.03

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Return for Risk

BRYN.DE vs. BTC-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: 3333
Overall Rank
BRYN.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BRYN.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
BRYN.DE Omega Ratio Rank: 3030
Omega Ratio Rank
BRYN.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
BRYN.DE Martin Ratio Rank: 3535
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1616
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. BTC-USD - Risk-Adjusted Trends Comparison

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


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

+0.83

Sortino ratioReturn per unit of downside risk

+1.27

Omega ratioGain probability vs. loss probability

0.99

0.85

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.21

-0.83

+0.62

Martin ratioReturn relative to average drawdown

-0.41

-1.45

+1.04

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

The current BRYN.DE Sharpe Ratio is -0.15, which is higher than the BTC-USD Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of BRYN.DE and BTC-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


BRYN.DEBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

-0.97

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.22

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.88

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

1.14

-1.12

Drawdowns

BRYN.DE vs. BTC-USD - Drawdown Comparison

The maximum BRYN.DE drawdown since its inception was -98.01%, which is greater than BTC-USD's maximum drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for BRYN.DE and BTC-USD.


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Drawdown Indicators


BRYN.DEBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.01%

-83.05%

-14.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-50.24%

+39.67%

Max Drawdown (3Y)

Largest decline over 3 years

-19.97%

-50.24%

+30.27%

Max Drawdown (5Y)

Largest decline over 5 years

-22.34%

-73.60%

+51.26%

Max Drawdown (10Y)

Largest decline over 10 years

-28.72%

-82.51%

+53.79%

Current Drawdown

Current decline from peak

-82.33%

-49.08%

-33.25%

Average Drawdown

Average peak-to-trough decline

-83.07%

-40.00%

-43.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.23%

34.25%

-29.02%

Volatility

BRYN.DE vs. BTC-USD - Volatility Comparison

The current volatility for Berkshire Hathaway Inc (BRYN.DE) is 5.14%, while Bitcoin (BTC-USD) has a volatility of 11.36%. This indicates that BRYN.DE experiences smaller price fluctuations and is considered to be less risky than BTC-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.DEBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

11.36%

-6.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

34.70%

-23.45%

Volatility (1Y)

Calculated over the trailing 1-year period

15.22%

35.43%

-20.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.28%

44.96%

-27.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.71%

56.01%

-37.30%

Frequently Asked Questions


BRYN.DE and BTC-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.

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