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

Performance

FXB vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® British Pound Sterling Trust (FXB) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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FXB vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXB
Invesco CurrencyShares® British Pound Sterling Trust
-0.84%10.37%1.35%8.58%-10.45%-1.54%2.87%3.87%-5.75%9.10%
BRK-B
Berkshire Hathaway Inc.
-4.80%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Returns By Period

In the year-to-date period, FXB achieves a -0.84% return, which is significantly higher than BRK-B's -4.80% return. Over the past 10 years, FXB has underperformed BRK-B with an annualized return of 0.08%, while BRK-B has yielded a comparatively higher 12.78% annualized return.


FXB

1D
0.51%
1M
-0.60%
YTD
-0.84%
6M
-0.28%
1Y
5.33%
3Y*
5.45%
5Y*
0.99%
10Y*
0.08%

BRK-B

1D
-0.15%
1M
-0.35%
YTD
-4.80%
6M
-3.95%
1Y
-10.22%
3Y*
15.72%
5Y*
13.13%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FXB vs. BRK-B — Risk / Return Rank

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

FXB
FXB Risk / Return Rank: 3535
Overall Rank
FXB Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FXB Sortino Ratio Rank: 3636
Sortino Ratio Rank
FXB Omega Ratio Rank: 3030
Omega Ratio Rank
FXB Calmar Ratio Rank: 4242
Calmar Ratio Rank
FXB Martin Ratio Rank: 3030
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® British Pound Sterling Trust (FXB) 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.


FXBBRK-BDifference

Sharpe ratio

Return per unit of total volatility

0.74

-0.56

+1.30

Sortino ratio

Return per unit of downside risk

1.11

-0.65

+1.76

Omega ratio

Gain probability vs. loss probability

1.13

0.91

+0.22

Calmar ratio

Return relative to maximum drawdown

1.18

-0.68

+1.86

Martin ratio

Return relative to average drawdown

2.65

-1.16

+3.82

FXB vs. BRK-B - Sharpe Ratio Comparison

The current FXB Sharpe Ratio is 0.74, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of FXB and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FXBBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

-0.56

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.77

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.66

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.48

-0.56

Correlation

The correlation between FXB and BRK-B is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FXB vs. BRK-B - Dividend Comparison

FXB's dividend yield for the trailing twelve months is around 2.31%, while BRK-B has not paid dividends to shareholders.


TTM2025202420232022
FXB
Invesco CurrencyShares® British Pound Sterling Trust
2.31%2.44%3.25%2.59%0.29%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%

Drawdowns

FXB vs. BRK-B - Drawdown Comparison

The maximum FXB drawdown since its inception was -48.99%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for FXB and BRK-B.


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Drawdown Indicators


FXBBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-48.99%

-53.86%

+4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-4.53%

-14.95%

+10.42%

Max Drawdown (5Y)

Largest decline over 5 years

-24.94%

-26.58%

+1.64%

Max Drawdown (10Y)

Largest decline over 10 years

-29.30%

-29.57%

+0.27%

Current Drawdown

Current decline from peak

-30.41%

-11.36%

-19.05%

Average Drawdown

Average peak-to-trough decline

-27.52%

-11.07%

-16.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

8.72%

-6.71%

Volatility

FXB vs. BRK-B - Volatility Comparison

The current volatility for Invesco CurrencyShares® British Pound Sterling Trust (FXB) is 2.51%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.33%. This indicates that FXB experiences smaller price fluctuations and is considered to be less risky 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


FXBBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.51%

4.33%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

4.73%

11.14%

-6.41%

Volatility (1Y)

Calculated over the trailing 1-year period

7.22%

18.30%

-11.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.50%

17.20%

-8.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.33%

19.45%

-10.12%