ETH-USD vs. BRK-B
ETH-USD (Ethereum) is a cryptocurrency, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, ETH-USD returned 57.05%/yr vs 13.22%/yr for BRK-B. At a 0.08 correlation, their price movements are largely independent.
Performance
ETH-USD vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -43.34% return, which is significantly lower than BRK-B's -2.67% return. Over the past 10 years, ETH-USD has outperformed BRK-B with an annualized return of 57.05%, while BRK-B has yielded a comparatively lower 13.22% annualized return.
ETH-USD
- 1D
- 0.93%
- 1M
- -26.37%
- YTD
- -43.34%
- 6M
- -46.03%
- 1Y
- -34.85%
- 3Y*
- 0.61%
- 5Y*
- -8.23%
- 10Y*
- 57.05%
BRK-B
- 1D
- 0.71%
- 1M
- 1.07%
- YTD
- -2.67%
- 6M
- -2.06%
- 1Y
- 0.35%
- 3Y*
- 13.30%
- 5Y*
- 11.27%
- 10Y*
- 13.22%
ETH-USD vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.34% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
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 ETH-USD and BRK-B is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.08 |
The correlation between ETH-USD and BRK-B shifts across timeframes, from -0.07 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ETH-USD vs. BRK-B — Risk / Return Rank
ETH-USD
BRK-B
ETH-USD vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-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.
| ETH-USD | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.01 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | -0.02 | -0.49 |
| Martin ratioReturn relative to average drawdown | -0.89 | -0.05 | -0.84 |
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Drawdowns
ETH-USD vs. BRK-B - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, 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 ETH-USD and BRK-B.
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Drawdown Indicators
| ETH-USD | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -53.86% | -40.15% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -9.42% | -58.11% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -14.95% | -52.58% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -26.58% | -52.77% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -29.57% | -64.44% |
Current DrawdownCurrent decline from peak | -65.20% | -9.36% | -55.84% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -11.07% | -39.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.49% | 4.53% | +40.96% |
Volatility
ETH-USD vs. BRK-B - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 17.20% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that ETH-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
| ETH-USD | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.20% | 3.95% | +13.25% |
Volatility (6M)Calculated over the trailing 6-month period | 46.29% | 10.78% | +35.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.08% | 14.38% | +41.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.55% | 17.12% | +42.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.88% | 19.44% | +58.44% |
Frequently Asked Questions
ETH-USD and BRK-B have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (17.20%) compared to BRK-B (3.95%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs BRK-B's -53.86%.
BRK-B currently has the higher Sharpe Ratio (-0.02 vs -0.52), 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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