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 9.25%/yr vs 11.03%/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 -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%
SOL-USD vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
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.
| SOL-USD | BRK-B | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOL-USD | BRK-B | Difference | |
|---|---|---|---|
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-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 | -76.27% | -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 DrawdownCurrent decline from peak | -75.03% | -9.78% | -65.25% |
Average DrawdownAverage peak-to-trough decline | -51.39% | -11.07% | -40.32% |
Ulcer IndexDepth 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-USD | BRK-B | Difference | |
|---|---|---|---|
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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