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 -0.21%/yr vs 13.57%/yr for BRK-B. Their 0.11 correlation means their historical movements had little consistent relationship.
Performance
TWDUSD=X vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, TWDUSD=X achieves a -2.99% return, which is significantly lower than BRK-B's 1.77% return. Over the past 10 years, TWDUSD=X has underperformed BRK-B with an annualized return of -0.21%, while BRK-B has yielded a comparatively higher 13.57% annualized return.
TWDUSD=X
- 1D
- -0.01%
- 1M
- -1.38%
- 6M
- -2.20%
- YTD
- -2.99%
- 1Y
- -8.15%
- 3Y*
- -0.86%
- 5Y*
- -2.86%
- 10Y*
- -0.21%
- ALL TIME*
- 0.12%
BRK-B
- 1D
- 0.36%
- 1M
- 0.74%
- 6M
- 6.45%
- YTD
- 1.77%
- 1Y
- 8.18%
- 3Y*
- 13.24%
- 5Y*
- 12.95%
- 10Y*
- 13.57%
- ALL TIME*
- 10.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.04B | $2.04B | $2.42B | |
TWDUSD=X TWD/USD | $0.19 | $62.71 | $179.08 |
TWDUSD=X vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TWDUSD=X TWD/USD | -2.99% | 4.63% | -6.51% | -0.14% | -9.57% | 1.47% | 6.35% | 2.23% | -2.82% | 9.32% |
BRK-B Berkshire Hathaway Inc. | 1.77% | 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 -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2007 | 0.11 |
The correlation between TWDUSD=X and BRK-B shifts across timeframes, from -0.07 (1 year) to 0.13 (10 years), reflecting how their relationship changes across market environments.
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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 | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.11 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 0.90 | -1.62 |
| Martin ratioReturn relative to average drawdown | -1.11 | 1.88 | -2.99 |
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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.
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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 | -8.39% | -9.42% | +1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -10.73% | -14.95% | +4.22% |
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 | -14.91% | -5.24% | -9.67% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -11.06% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 4.49% | -1.09% |
Volatility
TWDUSD=X vs. BRK-B - Volatility Comparison
The current volatility for TWD/USD (TWDUSD=X) is 1.08%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.59%. 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.
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Volatility by Period
| TWDUSD=X | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 4.59% | -3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 2.99% | 11.13% | -8.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.08% | 14.79% | -9.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.20% | 17.12% | -10.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.55% | 19.42% | -13.87% |
Frequently Asked Questions
TWDUSD=X and BRK-B have a correlation of -0.07, 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 (4.59%) compared to TWDUSD=X (1.08%). In terms of maximum drawdown, TWDUSD=X dropped -17.28% vs BRK-B's -53.86%.
BRK-B currently has the higher Sharpe Ratio (0.57 vs -1.19), 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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