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BTCO vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCO vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Galaxy Bitcoin ETF (BTCO) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTCO achieves a -27.65% return, which is significantly lower than BRK-B's -3.11% return.


BTCO

1D
5.10%
1M
-20.91%
YTD
-27.65%
6M
-30.32%
1Y
-39.40%
3Y*
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCO vs. BRK-B - Yearly Performance Comparison


2026 (YTD)20252024
BTCO
Invesco Galaxy Bitcoin ETF
-27.65%-6.58%100.54%
BRK-B
Berkshire Hathaway Inc.
-3.11%10.89%24.75%

Correlation

The correlation between BTCO and BRK-B is -0.16, 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

-0.16

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.05

The correlation between BTCO and BRK-B shifts across timeframes, from -0.16 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BTCO vs. BRK-B — Risk / Return Rank

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

BTCO
BTCO Risk / Return Rank: 22
Overall Rank
BTCO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCO Omega Ratio Rank: 33
Omega Ratio Rank
BTCO Calmar Ratio Rank: 33
Calmar Ratio Rank
BTCO Martin Ratio Rank: 22
Martin Ratio Rank

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
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.

BTCO vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Galaxy Bitcoin ETF (BTCO) 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.


BTCOBRK-BDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

0.86

1.00

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.76

-0.14

-0.62

Martin ratioReturn relative to average drawdown

-1.36

-0.30

-1.07

BTCO vs. BRK-B - Sharpe Ratio Comparison

The current BTCO Sharpe Ratio is -0.90, which is lower than the BRK-B Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of BTCO and BRK-B, 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


BTCOBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

-0.09

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.48

-0.21

Drawdowns

BTCO vs. BRK-B - Drawdown Comparison

The maximum BTCO drawdown since its inception was -52.05%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BTCO and BRK-B.


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Drawdown Indicators


BTCOBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-52.05%

-53.86%

+1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-52.05%

-9.42%

-42.63%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-49.60%

-9.78%

-39.82%

Average Drawdown

Average peak-to-trough decline

-16.12%

-11.07%

-5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.93%

4.49%

+24.44%

Volatility

BTCO vs. BRK-B - Volatility Comparison

Invesco Galaxy Bitcoin ETF (BTCO) has a higher volatility of 11.78% compared to Berkshire Hathaway Inc. (BRK-B) at 3.98%. This indicates that BTCO'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


BTCOBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.78%

3.98%

+7.80%

Volatility (6M)

Calculated over the trailing 6-month period

34.52%

10.87%

+23.65%

Volatility (1Y)

Calculated over the trailing 1-year period

44.10%

14.38%

+29.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.90%

17.13%

+32.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.90%

19.44%

+30.46%

Dividends

BTCO vs. BRK-B - Dividend Comparison

Neither BTCO nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BTCO and BRK-B have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTCO has higher volatility (11.78%) compared to BRK-B (3.98%). In terms of maximum drawdown, BTCO dropped -52.05% vs BRK-B's -53.86%.

BRK-B currently has the higher Sharpe Ratio (-0.09 vs -0.90), 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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