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 0.26%/yr vs 13.34%/yr for BRK-B. At a 0.11 correlation, their price movements are largely independent.
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 -0.74% return, which is significantly higher than BRK-B's -2.78% return. Over the past 10 years, TWDUSD=X has underperformed BRK-B with an annualized return of 0.26%, while BRK-B has yielded a comparatively higher 13.34% annualized return.
TWDUSD=X
- 1D
- 0.13%
- 1M
- -0.36%
- YTD
- -0.74%
- 6M
- -0.22%
- 1Y
- -6.19%
- 3Y*
- -0.65%
- 5Y*
- -2.40%
- 10Y*
- 0.26%
BRK-B
- 1D
- -0.16%
- 1M
- 0.47%
- YTD
- -2.78%
- 6M
- -2.25%
- 1Y
- 0.79%
- 3Y*
- 13.38%
- 5Y*
- 12.21%
- 10Y*
- 13.34%
TWDUSD=X vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TWDUSD=X TWD/USD | -0.74% | 4.63% | -6.51% | -0.14% | -9.57% | 1.47% | 6.35% | 2.23% | -2.82% | 9.32% |
BRK-B Berkshire Hathaway Inc. | -2.78% | 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 | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 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.
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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 | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.02 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 0.08 | -0.59 |
| Martin ratioReturn relative to average drawdown | -0.71 | 0.17 | -0.89 |
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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 | -9.90% | -9.42% | -0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -9.90% | -14.95% | +5.05% |
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 | -12.94% | -9.47% | -3.47% |
Average DrawdownAverage peak-to-trough decline | -6.88% | -11.07% | +4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.15% | 4.57% | -0.42% |
Volatility
TWDUSD=X vs. BRK-B - Volatility Comparison
The current volatility for TWD/USD (TWDUSD=X) is 1.13%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.68%. 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 | 1.13% | 3.68% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 3.36% | 10.60% | -7.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.26% | 14.39% | -9.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.21% | 17.10% | -10.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.58% | 19.44% | -13.86% |
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 (3.68%) compared to TWDUSD=X (1.13%). In terms of maximum drawdown, TWDUSD=X dropped -17.28% vs BRK-B's -53.86%.
BRK-B currently has the higher Sharpe Ratio (0.06 vs -0.95), 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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