WULF vs. BRK-B
WULF (TeraWulf Inc.) and BRK-B (Berkshire Hathaway Inc.) are both stocks. Both are in the Financial Services sector — WULF in Capital Markets, BRK-B in Insurance - Diversified. Over the past 10 years, WULF returned 10.67%/yr vs 13.14%/yr for BRK-B. At a 0.05 correlation, their price movements are largely independent.
Performance
WULF vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, WULF achieves a 125.07% return, which is significantly higher than BRK-B's -3.11% return. Over the past 10 years, WULF has underperformed BRK-B with an annualized return of 10.67%, while BRK-B has yielded a comparatively higher 13.14% annualized return.
WULF
- 1D
- 7.75%
- 1M
- 10.56%
- YTD
- 125.07%
- 6M
- 72.86%
- 1Y
- 494.48%
- 3Y*
- 168.90%
- 5Y*
- 22.83%
- 10Y*
- 10.67%
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%
WULF vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WULF TeraWulf Inc. | 125.07% | 103.00% | 135.83% | 260.58% | -95.58% | 77.08% | 86.34% | -36.55% | 12.13% | -33.16% |
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% |
Correlation
The correlation between WULF and BRK-B is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 30, 1996 | 0.05 |
The correlation between WULF and BRK-B shifts across timeframes, from -0.06 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
WULF:
$10.94B
BRK-B:
$1.05T
WULF:
-$2.55
BRK-B:
$33.62
WULF:
61.90
BRK-B:
2.80
WULF:
$168.06M
BRK-B:
$375.39B
WULF:
$107.59M
BRK-B:
$94.36B
WULF:
-$132.10M
BRK-B:
$71.92B
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Return for Risk
WULF vs. BRK-B — Risk / Return Rank
WULF
BRK-B
WULF vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TeraWulf Inc. (WULF) 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.
| WULF | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.81 | ||
| Sortino ratioReturn per unit of downside risk | +4.30 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.00 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 15.71 | -0.14 | +15.85 |
| Martin ratioReturn relative to average drawdown | 41.48 | -0.30 | +41.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WULF | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.72 | -0.09 | +4.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.65 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.68 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.48 | -0.37 |
Drawdowns
WULF vs. BRK-B - Drawdown Comparison
The maximum WULF drawdown since its inception was -98.50%, 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 WULF and BRK-B.
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Drawdown Indicators
| WULF | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.50% | -53.86% | -44.64% |
Max Drawdown (1Y)Largest decline over 1 year | -31.74% | -9.42% | -22.32% |
Max Drawdown (3Y)Largest decline over 3 years | -75.77% | -14.95% | -60.82% |
Max Drawdown (5Y)Largest decline over 5 years | -98.50% | -26.58% | -71.92% |
Max Drawdown (10Y)Largest decline over 10 years | -98.50% | -29.57% | -68.93% |
Current DrawdownCurrent decline from peak | -28.31% | -9.78% | -18.53% |
Average DrawdownAverage peak-to-trough decline | -46.67% | -11.07% | -35.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.00% | 4.49% | +7.51% |
Volatility
WULF vs. BRK-B - Volatility Comparison
TeraWulf Inc. (WULF) has a higher volatility of 21.75% compared to Berkshire Hathaway Inc. (BRK-B) at 3.98%. This indicates that WULF'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
| WULF | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.75% | 3.98% | +17.77% |
Volatility (6M)Calculated over the trailing 6-month period | 64.60% | 10.87% | +53.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 105.83% | 14.38% | +91.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 127.48% | 17.13% | +110.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 101.40% | 19.44% | +81.96% |
Dividends
WULF vs. BRK-B - Dividend Comparison
Neither WULF nor BRK-B has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WULF TeraWulf Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 33.22% |
Financials
WULF vs. BRK-B - Financials Comparison
This section allows you to compare key financial metrics between TeraWulf Inc. and Berkshire Hathaway Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
WULF and BRK-B have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WULF has higher volatility (21.75%) compared to BRK-B (3.98%). In terms of maximum drawdown, WULF dropped -98.50% vs BRK-B's -53.86%.
WULF currently has the higher Sharpe Ratio (4.72 vs -0.09), 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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