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

Performance

IBIT vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Bitcoin Trust ETF (IBIT) 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, IBIT achieves a -27.71% return, which is significantly lower than BRK-B's -3.11% return.


IBIT

1D
5.13%
1M
-21.03%
YTD
-27.71%
6M
-30.34%
1Y
-39.44%
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)

IBIT vs. BRK-B - Yearly Performance Comparison


2026 (YTD)20252024
IBIT
iShares Bitcoin Trust ETF
-27.71%-6.41%89.87%
BRK-B
Berkshire Hathaway Inc.
-3.11%10.89%23.20%

Correlation

The correlation between IBIT 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 IBIT 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

IBIT vs. BRK-B — Risk / Return Rank

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

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT 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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) 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.


IBITBRK-BDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.21

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

IBIT vs. BRK-B - Sharpe Ratio Comparison

The current IBIT 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 IBIT 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


IBITBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

-0.09

-0.80

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

0.26

0.48

-0.22

Drawdowns

IBIT vs. BRK-B - Drawdown Comparison

The maximum IBIT drawdown since its inception was -52.11%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IBIT and BRK-B.


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Drawdown Indicators


IBITBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-52.11%

-53.86%

+1.75%

Max Drawdown (1Y)

Largest decline over 1 year

-52.11%

-9.42%

-42.69%

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

-49.66%

-9.78%

-39.88%

Average Drawdown

Average peak-to-trough decline

-16.19%

-11.07%

-5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.97%

4.49%

+24.48%

Volatility

IBIT vs. BRK-B - Volatility Comparison

iShares Bitcoin Trust ETF (IBIT) has a higher volatility of 11.85% compared to Berkshire Hathaway Inc. (BRK-B) at 3.98%. This indicates that IBIT'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


IBITBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.85%

3.98%

+7.87%

Volatility (6M)

Calculated over the trailing 6-month period

34.60%

10.87%

+23.73%

Volatility (1Y)

Calculated over the trailing 1-year period

44.28%

14.38%

+29.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.32%

17.13%

+33.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.32%

19.44%

+30.88%

Dividends

IBIT vs. BRK-B - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IBIT 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.

IBIT has higher volatility (11.85%) compared to BRK-B (3.98%). In terms of maximum drawdown, IBIT dropped -52.11% 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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