SOL-USD vs. BRK-B
SOL-USD (Solana) is a cryptocurrency, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, SOL-USD returned 23.94%/yr vs 11.91%/yr for BRK-B. At a 0.12 correlation, their price movements are largely independent.
Performance
SOL-USD vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, SOL-USD achieves a -37.28% return, which is significantly lower than BRK-B's -2.27% return.
SOL-USD
- 1D
- 2.27%
- 1M
- 6.73%
- 6M
- -41.47%
- YTD
- -37.28%
- 1Y
- -57.00%
- 3Y*
- 45.16%
- 5Y*
- 23.94%
- 10Y*
- —
- ALL TIME*
- 106.21%
BRK-B
- 1D
- 0.07%
- 1M
- 0.37%
- 6M
- -0.41%
- YTD
- -2.27%
- 1Y
- 3.68%
- 3Y*
- 12.42%
- 5Y*
- 11.91%
- 10Y*
- 13.01%
- ALL TIME*
- 10.58%
SOL-USD vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOL-USD Solana | -37.28% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
BRK-B Berkshire Hathaway Inc. | -2.27% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 19.62% |
Correlation
The correlation between SOL-USD and BRK-B is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.12 |
The correlation between SOL-USD and BRK-B shifts across timeframes, from -0.01 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SOL-USD vs. BRK-B — Risk / Return Rank
SOL-USD
BRK-B
SOL-USD vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-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.
| SOL-USD | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.05 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 0.39 | -1.15 |
| Martin ratioReturn relative to average drawdown | -1.11 | 0.82 | -1.93 |
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Drawdowns
SOL-USD vs. BRK-B - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, 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 SOL-USD and BRK-B.
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Drawdown Indicators
| SOL-USD | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -53.86% | -42.41% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -9.42% | -65.47% |
Max Drawdown (3Y)Largest decline over 3 years | -76.28% | -14.95% | -61.33% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -26.58% | -69.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.57% | — |
Current DrawdownCurrent decline from peak | -70.20% | -8.99% | -61.21% |
Average DrawdownAverage peak-to-trough decline | -51.74% | -11.06% | -40.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.56% | 4.50% | +35.06% |
Volatility
SOL-USD vs. BRK-B - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 13.99% compared to Berkshire Hathaway Inc. (BRK-B) at 4.42%. This indicates that SOL-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
| SOL-USD | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.99% | 4.42% | +9.57% |
Volatility (6M)Calculated over the trailing 6-month period | 47.47% | 11.07% | +36.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.38% | 14.57% | +44.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.14% | 17.09% | +64.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.16% | 19.40% | +79.76% |
Frequently Asked Questions
SOL-USD and BRK-B have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (13.99%) compared to BRK-B (4.42%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs BRK-B's -53.86%.
BRK-B currently has the higher Sharpe Ratio (0.25 vs -0.80), 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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