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USD vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USD vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Semiconductors (USD) 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, USD achieves a 50.25% return, which is significantly higher than BRK-B's 1.77% return. Over the past 10 years, USD has outperformed BRK-B with an annualized return of 54.19%, while BRK-B has yielded a comparatively lower 13.57% annualized return.


USD

1D
1.44%
1M
-10.08%
6M
34.80%
YTD
50.25%
1Y
92.29%
3Y*
87.71%
5Y*
55.02%
10Y*
54.19%
ALL TIME*
28.07%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.04B$2.04B$2.42B
$68.86M$72.62M$95.81M

USD vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD
ProShares Ultra Semiconductors
50.25%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%
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 USD and BRK-B is -0.27, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.27

Correlation (3Y)
Balances recent behavior with more history.

-0.02

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.20

Correlation (10Y)
Provides a long-term view across more market conditions.

0.31

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2007

0.39

The correlation between USD and BRK-B shifts across timeframes, from -0.27 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USD vs. BRK-B — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

USD
USD Risk / Return Rank: 5252
Overall Rank
USD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
USD Sortino Ratio Rank: 4949
Sortino Ratio Rank
USD Omega Ratio Rank: 4949
Omega Ratio Rank
USD Calmar Ratio Rank: 6262
Calmar Ratio Rank
USD Martin Ratio Rank: 5353
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 6161
Overall Rank
BRK-B Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 5656
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 5555
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 6565
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

USD vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (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.

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.


USDBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.22

1.11

+0.11

Calmar ratioReturn relative to maximum drawdown

2.16

0.90

+1.26

Martin ratioReturn relative to average drawdown

6.21

1.88

+4.34

USD vs. BRK-B - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 1.15, which is higher than the BRK-B Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of USD 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

USD vs. BRK-B - Drawdown Comparison

The maximum USD drawdown since its inception was -88.63%, 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 USD and BRK-B.


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Drawdown Indicators


USDBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-53.86%

-34.77%

Max Drawdown (1Y)

Largest decline over 1 year

-39.33%

-9.42%

-29.91%

Max Drawdown (3Y)

Largest decline over 3 years

-64.46%

-14.95%

-49.51%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

-26.58%

-51.27%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

-29.57%

-48.28%

Current Drawdown

Current decline from peak

-30.59%

-5.24%

-25.35%

Average Drawdown

Average peak-to-trough decline

-32.23%

-11.06%

-21.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.62%

4.49%

+9.13%

Volatility

USD vs. BRK-B - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 28.19% compared to Berkshire Hathaway Inc. (BRK-B) at 4.59%. This indicates that 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


USDBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.19%

4.59%

+23.60%

Volatility (6M)

Calculated over the trailing 6-month period

61.13%

11.13%

+50.00%

Volatility (1Y)

Calculated over the trailing 1-year period

73.80%

14.79%

+59.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.73%

17.12%

+61.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.38%

19.42%

+50.96%

Dividends

USD vs. BRK-B - Dividend Comparison

USD's dividend yield for the trailing twelve months is around 0.39%, while BRK-B has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.39%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Frequently Asked Questions


USD and BRK-B have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (28.19%) compared to BRK-B (4.59%). In terms of maximum drawdown, USD dropped -88.63% vs BRK-B's -53.86%.

USD currently has the higher Sharpe Ratio (1.15 vs 0.57), 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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