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

Performance

FBTC vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Wise Origin Bitcoin Fund (FBTC) 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, FBTC achieves a -27.39% return, which is significantly lower than BRK-B's -2.67% return.


FBTC

1D
0.11%
1M
-20.13%
YTD
-27.39%
6M
-29.64%
1Y
-40.63%
3Y*
5Y*
10Y*

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

FBTC vs. BRK-B - Yearly Performance Comparison


2026 (YTD)20252024
FBTC
Fidelity Wise Origin Bitcoin Fund
-27.39%-6.56%94.28%
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%23.20%

Correlation

The correlation between FBTC 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 11, 2024

0.06

The correlation between FBTC and BRK-B shifts across timeframes, from -0.16 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FBTC vs. BRK-B — Risk / Return Rank

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

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

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
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.

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

This table presents a comparison of risk-adjusted performance metrics for Fidelity Wise Origin Bitcoin Fund (FBTC) 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.


FBTCBRK-BDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

0.85

1.01

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.78

-0.02

-0.76

Martin ratioReturn relative to average drawdown

-1.37

-0.05

-1.32

FBTC vs. BRK-B - Sharpe Ratio Comparison

The current FBTC Sharpe Ratio is -0.93, which is lower than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FBTC 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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Drawdowns

FBTC vs. BRK-B - Drawdown Comparison

The maximum FBTC drawdown since its inception was -52.07%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for FBTC and BRK-B.


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Drawdown Indicators


FBTCBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-52.07%

-53.86%

+1.79%

Max Drawdown (1Y)

Largest decline over 1 year

-52.07%

-9.42%

-42.65%

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

-49.42%

-9.36%

-40.06%

Average Drawdown

Average peak-to-trough decline

-16.46%

-11.07%

-5.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.61%

4.53%

+25.08%

Volatility

FBTC vs. BRK-B - Volatility Comparison

Fidelity Wise Origin Bitcoin Fund (FBTC) has a higher volatility of 11.97% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that FBTC'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


FBTCBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.97%

3.95%

+8.02%

Volatility (6M)

Calculated over the trailing 6-month period

34.39%

10.78%

+23.61%

Volatility (1Y)

Calculated over the trailing 1-year period

43.98%

14.38%

+29.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.13%

17.12%

+33.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.13%

19.44%

+30.69%

Dividends

FBTC vs. BRK-B - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


FBTC 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.

FBTC has higher volatility (11.97%) compared to BRK-B (3.95%). In terms of maximum drawdown, FBTC dropped -52.07% 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.

Portfolio Optimizer

Find the right allocation for FBTC and BRK-B

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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