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TWDUSD=X vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility

Performance

TWDUSD=X vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TWD/USD (TWDUSD=X) 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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TWDUSD=X vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

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Return for Risk

TWDUSD=X vs. BRK-B — Risk / Return Rank

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

TWDUSD=X
TWDUSD=X Risk / Return Rank: 33
Overall Rank
TWDUSD=X Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TWDUSD=X Sortino Ratio Rank: 33
Sortino Ratio Rank
TWDUSD=X Omega Ratio Rank: 44
Omega Ratio Rank
TWDUSD=X Calmar Ratio Rank: 00
Calmar Ratio Rank
TWDUSD=X Martin Ratio Rank: 44
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 5050
Overall Rank
BRK-B Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 4444
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 4444
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 5454
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 5454
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.

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=XBRK-BDifference
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

TWDUSD=X vs. BRK-B - Sharpe Ratio Comparison

The current TWDUSD=X Sharpe Ratio is -1.70, which is lower than the BRK-B Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of TWDUSD=X 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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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=XBRK-BDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-14.26%

-8.54%

-5.72%

Average Drawdown

Average peak-to-trough decline

-6.92%

-11.06%

+4.14%

Ulcer Index

Depth 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.


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Volatility by Period


TWDUSD=XBRK-BDifference

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.

Portfolio Optimizer

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