BTC-USD vs. BRK-B
BTC-USD (Bitcoin) is a cryptocurrency, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, BTC-USD returned 57.32%/yr vs 13.22%/yr for BRK-B. At a 0.05 correlation, their price movements are largely independent.
Performance
BTC-USD vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -27.32% return, which is significantly lower than BRK-B's -2.67% return. Over the past 10 years, BTC-USD has outperformed BRK-B with an annualized return of 57.32%, while BRK-B has yielded a comparatively lower 13.22% annualized return.
BTC-USD
- 1D
- 0.05%
- 1M
- -19.79%
- YTD
- -27.32%
- 6M
- -29.56%
- 1Y
- -39.85%
- 3Y*
- 34.86%
- 5Y*
- 10.27%
- 10Y*
- 57.32%
BRK-B
- 1D
- 0.71%
- 1M
- 0.77%
- YTD
- -2.67%
- 6M
- -2.06%
- 1Y
- -0.22%
- 3Y*
- 13.30%
- 5Y*
- 11.27%
- 10Y*
- 13.22%
BTC-USD vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -27.32% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
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% |
Correlation
The correlation between BTC-USD and BRK-B is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2012 | 0.05 |
The correlation between BTC-USD and BRK-B shifts across timeframes, from -0.06 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BTC-USD vs. BRK-B — Risk / Return Rank
BTC-USD
BRK-B
BTC-USD vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Berkshire Hathaway Inc. (BRK-B). 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.
| BTC-USD | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.01 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | -0.02 | -0.75 |
| Martin ratioReturn relative to average drawdown | -1.36 | -0.05 | -1.31 |
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Drawdowns
BTC-USD vs. BRK-B - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BTC-USD and BRK-B.
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Drawdown Indicators
| BTC-USD | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -53.86% | -31.44% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -9.42% | -41.79% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -14.95% | -36.26% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -26.58% | -50.09% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -29.57% | -54.23% |
Current DrawdownCurrent decline from peak | -49.01% | -9.36% | -39.65% |
Average DrawdownAverage peak-to-trough decline | -42.35% | -11.07% | -31.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.02% | 4.53% | +30.49% |
Volatility
BTC-USD vs. BRK-B - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.11% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTC-USD | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.11% | 3.95% | +8.16% |
Volatility (6M)Calculated over the trailing 6-month period | 34.59% | 10.78% | +23.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.62% | 14.38% | +21.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.71% | 17.12% | +27.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.62% | 19.44% | +37.18% |
Frequently Asked Questions
BTC-USD and BRK-B have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.11%) compared to BRK-B (3.95%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs BRK-B's -53.86%.
BRK-B currently has the higher Sharpe Ratio (-0.02 vs -0.93), 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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