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

Performance

XRP-USD vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XRP (XRP-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, XRP-USD achieves a -37.24% return, which is significantly lower than BRK-B's -3.11% return.


XRP-USD

1D
-0.09%
1M
-18.75%
YTD
-37.24%
6M
-44.31%
1Y
-49.12%
3Y*
28.98%
5Y*
4.64%
10Y*

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)

XRP-USD vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRP-USD
XRP
-37.24%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%38,242.83%
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 XRP-USD and BRK-B is -0.04, 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

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2017

0.10

The correlation between XRP-USD and BRK-B shifts across timeframes, from -0.04 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XRP-USD vs. BRK-B — Risk / Return Rank

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

XRP-USD
XRP-USD Risk / Return Rank: 5050
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4747
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5454
Martin Ratio Rank

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.

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

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-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.


XRP-USDBRK-BDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

0.90

1.00

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.71

-0.14

-0.57

Martin ratioReturn relative to average drawdown

-1.13

-0.30

-0.84

XRP-USD vs. BRK-B - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.73, which is lower than the BRK-B Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of XRP-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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Sharpe Ratios by Period


XRP-USDBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

-0.09

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.65

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.48

+0.06

Drawdowns

XRP-USD vs. BRK-B - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, 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 XRP-USD and BRK-B.


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Drawdown Indicators


XRP-USDBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-95.87%

-53.86%

-42.01%

Max Drawdown (1Y)

Largest decline over 1 year

-69.23%

-9.42%

-59.81%

Max Drawdown (3Y)

Largest decline over 3 years

-69.23%

-14.95%

-54.28%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

-26.58%

-51.25%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-67.51%

-9.78%

-57.73%

Average Drawdown

Average peak-to-trough decline

-71.01%

-11.07%

-59.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.98%

4.49%

+39.49%

Volatility

XRP-USD vs. BRK-B - Volatility Comparison

XRP (XRP-USD) has a higher volatility of 14.20% compared to Berkshire Hathaway Inc. (BRK-B) at 3.98%. This indicates that XRP-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


XRP-USDBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.20%

3.98%

+10.22%

Volatility (6M)

Calculated over the trailing 6-month period

46.00%

10.87%

+35.13%

Volatility (1Y)

Calculated over the trailing 1-year period

56.17%

14.38%

+41.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.40%

17.13%

+55.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.80%

19.44%

+92.36%

Frequently Asked Questions


XRP-USD and BRK-B have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XRP-USD has higher volatility (14.20%) compared to BRK-B (3.98%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs BRK-B's -53.86%.

BRK-B currently has the higher Sharpe Ratio (-0.09 vs -0.73), 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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