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

Performance

MAXI vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Bitcoin Strategy PLUS Income ETF (MAXI) 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, MAXI achieves a -35.86% return, which is significantly lower than BRK-B's -2.62% return.


MAXI

1D
-1.94%
1M
-19.20%
YTD
-35.86%
6M
-37.09%
1Y
-57.63%
3Y*
10.98%
5Y*
10Y*

BRK-B

1D
-0.37%
1M
0.63%
YTD
-2.62%
6M
-1.03%
1Y
0.95%
3Y*
13.10%
5Y*
12.30%
10Y*
13.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAXI vs. BRK-B - Yearly Performance Comparison


2026 (YTD)2025202420232022
MAXI
Simplify Bitcoin Strategy PLUS Income ETF
-35.86%-28.59%92.92%144.12%-13.34%
BRK-B
Berkshire Hathaway Inc.
-2.62%10.89%27.09%15.46%14.59%

Correlation

The correlation between MAXI and BRK-B is -0.09, 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

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2022

0.11

The correlation between MAXI and BRK-B shifts across timeframes, from -0.09 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MAXI vs. BRK-B — Risk / Return Rank

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

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

BRK-B
BRK-B Risk / Return Rank: 4141
Overall Rank
BRK-B Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3535
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4444
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4444
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.

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

This table presents a comparison of risk-adjusted performance metrics for Simplify Bitcoin Strategy PLUS Income ETF (MAXI) 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.


MAXIBRK-BDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

0.85

1.02

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.85

0.09

-0.94

Martin ratioReturn relative to average drawdown

-1.30

0.20

-1.49

MAXI vs. BRK-B - Sharpe Ratio Comparison

The current MAXI Sharpe Ratio is -0.90, which is lower than the BRK-B Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of MAXI 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

MAXI vs. BRK-B - Drawdown Comparison

The maximum MAXI drawdown since its inception was -68.91%, 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 MAXI and BRK-B.


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Drawdown Indicators


MAXIBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-68.91%

-53.86%

-15.05%

Max Drawdown (1Y)

Largest decline over 1 year

-68.91%

-9.42%

-59.49%

Max Drawdown (3Y)

Largest decline over 3 years

-68.91%

-14.95%

-53.96%

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

-67.49%

-9.33%

-58.16%

Average Drawdown

Average peak-to-trough decline

-19.30%

-11.07%

-8.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.94%

4.56%

+40.38%

Volatility

MAXI vs. BRK-B - Volatility Comparison

Simplify Bitcoin Strategy PLUS Income ETF (MAXI) has a higher volatility of 12.91% compared to Berkshire Hathaway Inc. (BRK-B) at 3.67%. This indicates that MAXI'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


MAXIBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.91%

3.67%

+9.24%

Volatility (6M)

Calculated over the trailing 6-month period

44.45%

10.64%

+33.81%

Volatility (1Y)

Calculated over the trailing 1-year period

65.18%

14.37%

+50.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.64%

17.10%

+46.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.64%

19.44%

+44.20%

Dividends

MAXI vs. BRK-B - Dividend Comparison

MAXI's dividend yield for the trailing twelve months is around 68.81%, while BRK-B has not paid dividends to shareholders.


PositionTTM2025202420232022
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%
MAXI
Simplify Bitcoin Strategy PLUS Income ETF
68.81%49.00%32.06%29.63%4.43%

Frequently Asked Questions


MAXI and BRK-B have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MAXI has higher volatility (12.91%) compared to BRK-B (3.67%). In terms of maximum drawdown, MAXI dropped -68.91% vs BRK-B's -53.86%.

BRK-B currently has the higher Sharpe Ratio (0.06 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.

Portfolio Optimizer

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