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SOL-USD vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility

Performance

SOL-USD vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana (SOL-USD) 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, SOL-USD achieves a -47.43% return, which is significantly lower than BRK-B's -3.11% return.


SOL-USD

1D
-1.56%
1M
-29.74%
YTD
-47.43%
6M
-50.92%
1Y
-57.11%
3Y*
55.50%
5Y*
9.25%
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)

SOL-USD vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOL-USD
Solana
-47.43%-34.09%85.68%919.96%-94.13%11,143.63%58.87%
BRK-B
Berkshire Hathaway Inc.
-3.11%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

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2020

0.12

The correlation between SOL-USD and BRK-B shifts across timeframes, from -0.01 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SOL-USD vs. BRK-B — Risk / Return Rank

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

SOL-USD
SOL-USD Risk / Return Rank: 4545
Overall Rank
SOL-USD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4343
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4545
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 4949
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4646
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.

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.


SOL-USDBRK-BDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

0.89

1.00

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.76

-0.14

-0.62

Martin ratioReturn relative to average drawdown

-1.25

-0.30

-0.95

SOL-USD vs. BRK-B - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.79, which is lower than the BRK-B Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of SOL-USD 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


SOL-USDBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

-0.09

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.65

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.48

+0.34

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-USDBRK-BDifference

Max Drawdown

Largest 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

-76.27%

-14.95%

-61.32%

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 Drawdown

Current decline from peak

-75.03%

-9.78%

-65.25%

Average Drawdown

Average peak-to-trough decline

-51.39%

-11.07%

-40.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.53%

4.49%

+48.04%

Volatility

SOL-USD vs. BRK-B - Volatility Comparison

Solana (SOL-USD) has a higher volatility of 16.77% compared to Berkshire Hathaway Inc. (BRK-B) at 3.98%. 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-USDBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.77%

3.98%

+12.79%

Volatility (6M)

Calculated over the trailing 6-month period

46.54%

10.87%

+35.67%

Volatility (1Y)

Calculated over the trailing 1-year period

60.20%

14.38%

+45.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.48%

17.13%

+65.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.82%

19.44%

+80.38%

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 (16.77%) compared to BRK-B (3.98%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs BRK-B's -53.86%.

BRK-B currently has the higher Sharpe Ratio (-0.09 vs -0.79), 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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