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

USD=X vs. BRK-B

Last updated Jun 9, 2026

USD=X (USD Cash) is a currency, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, USD=X returned 0.00%/yr vs 13.14%/yr for BRK-B.

Performance

USD=X vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=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

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

BRK-B

1D
-0.23%
1M
2.32%
YTD
-3.11%
6M
-2.06%
1Y
-1.32%
3Y*
13.25%
5Y*
11.03%
10Y*
13.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BRK-B
Berkshire Hathaway Inc.		-3.11%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

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USD Cash

Berkshire Hathaway Inc.

Often compared with USD=X:
USD=X vs. UUPUSD=X vs. EUR=XUSD=X vs. XRP-USDUSD=X vs. BTC-USDUSD=X vs. QQQUSD=X vs. TSLAUSD=X vs. USDX
Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

USD=X vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USD=X
BRK-B
BRK-B Risk / Return Rank: 3535
Overall Rank
BRK-B Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3030
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3737
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.

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

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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

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Sharpe Ratios by Period

USD=XBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

-0.09

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.65

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.68

—

Sharpe Ratio (All Time)

Calculated using the full available price history

—

0.48

—

Drawdowns

USD=X vs. BRK-B - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for USD=X and BRK-B.

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Drawdown Indicators

USD=XBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-53.86%

+53.86%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-9.42%

+9.42%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-14.95%

+14.95%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-26.58%

+26.58%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-29.57%

+29.57%

Current Drawdown

Current decline from peak

0.00%

-9.78%

+9.78%

Average Drawdown

Average peak-to-trough decline

0.00%

-11.07%

+11.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.49%

-4.49%

Volatility

USD=X vs. BRK-B - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.98%. This indicates that USD=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

USD=XBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

3.98%

-3.98%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

10.87%

-10.87%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

14.38%

-14.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

17.13%

-17.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

19.44%

-19.44%

Frequently Asked Questions

BRK-B has higher volatility (3.98%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs BRK-B's -53.86%.

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