TWDUSD=X vs. BRK-B
TWDUSD=X (TWD/USD) is a currency, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, TWDUSD=X returned -0.04%/yr vs 13.06%/yr for BRK-B. At a 0.11 correlation, their price movements are largely independent.
Performance
TWDUSD=X vs. BRK-B - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TWDUSD=X achieves a -2.25% return, which is significantly lower than BRK-B's -1.78% return. Over the past 10 years, TWDUSD=X has underperformed BRK-B with an annualized return of -0.04%, while BRK-B has yielded a comparatively higher 13.06% annualized return.
TWDUSD=X
- 1D
- -0.02%
- 1M
- -1.37%
- 6M
- -1.43%
- YTD
- -2.25%
- 1Y
- -9.05%
- 3Y*
- -1.19%
- 5Y*
- -2.65%
- 10Y*
- -0.04%
BRK-B
- 1D
- -0.35%
- 1M
- 0.91%
- 6M
- -1.08%
- YTD
- -1.78%
- 1Y
- 3.75%
- 3Y*
- 12.87%
- 5Y*
- 11.97%
- 10Y*
- 13.06%
TWDUSD=X vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TWDUSD=X TWD/USD | -2.25% | 4.63% | -6.51% | -0.14% | -9.57% | 1.47% | 6.35% | 2.23% | -2.82% | 9.32% |
BRK-B Berkshire Hathaway Inc. | -1.78% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between TWDUSD=X and BRK-B is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2007 | 0.11 |
The correlation between TWDUSD=X and BRK-B shifts across timeframes, from -0.05 (1 year) to 0.13 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TWDUSD=X vs. BRK-B — Risk / Return Rank
TWDUSD=X
BRK-B
TWDUSD=X vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TWD/USD (TWDUSD=X) 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.
| TWDUSD=X | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.80 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.05 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -1.14 | 0.34 | -1.48 |
| Martin ratioReturn relative to average drawdown | -1.60 | 0.73 | -2.32 |
Loading charts...
Drawdowns
TWDUSD=X vs. BRK-B - Drawdown Comparison
The maximum TWDUSD=X drawdown since its inception was -17.28%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for TWDUSD=X and BRK-B.
Loading charts...
Drawdown Indicators
| TWDUSD=X | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.28% | -53.86% | +36.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.18% | -9.42% | +0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -10.04% | -14.95% | +4.91% |
Max Drawdown (5Y)Largest decline over 5 years | -17.28% | -26.58% | +9.30% |
Max Drawdown (10Y)Largest decline over 10 years | -17.28% | -29.57% | +12.29% |
Current DrawdownCurrent decline from peak | -14.26% | -8.54% | -5.72% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -11.06% | +4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 4.45% | -0.74% |
Volatility
TWDUSD=X vs. BRK-B - Volatility Comparison
The current volatility for TWD/USD (TWDUSD=X) is 1.12%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.46%. This indicates that TWDUSD=X experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TWDUSD=X | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 4.46% | -3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 3.83% | 10.98% | -7.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.12% | 14.51% | -9.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.20% | 17.10% | -10.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.56% | 19.39% | -13.83% |
Frequently Asked Questions
TWDUSD=X and BRK-B have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRK-B has higher volatility (4.46%) compared to TWDUSD=X (1.12%). In terms of maximum drawdown, TWDUSD=X dropped -17.28% vs BRK-B's -53.86%.
BRK-B currently has the higher Sharpe Ratio (0.22 vs -1.70), 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.
Find the right allocation for TWDUSD=X and BRK-B
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer