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

Performance

AEME.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) 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, AEME.L achieves a 17.86% return, which is significantly higher than BRK-B's -2.27% return.


AEME.L

1D
1.13%
1M
-8.62%
6M
10.76%
YTD
17.86%
1Y
33.18%
3Y*
19.92%
5Y*
6.85%
10Y*
ALL TIME*
10.15%

BRK-B

1D
0.07%
1M
0.37%
6M
-0.41%
YTD
-2.27%
1Y
3.68%
3Y*
12.42%
5Y*
11.91%
10Y*
13.01%
ALL TIME*
10.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AEME.L vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AEME.L
Amundi Index MSCI Emerging Markets UCITS ETF DR (C)
17.86%34.94%6.72%8.42%-19.85%18.82%6.13%
BRK-B
Berkshire Hathaway Inc.
-2.27%10.89%27.09%15.46%3.31%28.95%2.24%

Correlation

The correlation between AEME.L and BRK-B is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

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

0.05

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

0.14

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2020

0.18

The correlation between AEME.L and BRK-B shifts across timeframes, from -0.11 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AEME.L vs. BRK-B — Risk / Return Rank

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

AEME.L
AEME.L Risk / Return Rank: 6060
Overall Rank
AEME.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
AEME.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
AEME.L Omega Ratio Rank: 6060
Omega Ratio Rank
AEME.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
AEME.L Martin Ratio Rank: 6060
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 5151
Overall Rank
BRK-B Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 4646
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 4545
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 5656
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 5555
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.

AEME.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) 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.


AEME.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.61

Omega ratioGain probability vs. loss probability

1.27

1.05

+0.22

Calmar ratioReturn relative to maximum drawdown

2.44

0.39

+2.05

Martin ratioReturn relative to average drawdown

7.72

0.82

+6.90

AEME.L vs. BRK-B - Sharpe Ratio Comparison

The current AEME.L Sharpe Ratio is 1.49, which is higher than the BRK-B Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of AEME.L 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

AEME.L vs. BRK-B - Drawdown Comparison

The maximum AEME.L drawdown since its inception was -40.09%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for AEME.L and BRK-B.


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Drawdown Indicators


AEME.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-40.09%

-53.86%

+13.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.52%

-9.42%

-4.10%

Max Drawdown (3Y)

Largest decline over 3 years

-17.14%

-14.95%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-35.00%

-26.58%

-8.42%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-10.12%

-8.99%

-1.13%

Average Drawdown

Average peak-to-trough decline

-16.40%

-11.06%

-5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

4.50%

-0.21%

Volatility

AEME.L vs. BRK-B - Volatility Comparison

Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) has a higher volatility of 9.36% compared to Berkshire Hathaway Inc. (BRK-B) at 4.42%. This indicates that AEME.L'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


AEME.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.36%

4.42%

+4.94%

Volatility (6M)

Calculated over the trailing 6-month period

19.98%

11.07%

+8.91%

Volatility (1Y)

Calculated over the trailing 1-year period

22.21%

14.57%

+7.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.31%

17.09%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.89%

19.40%

+2.49%

Dividends

AEME.L vs. BRK-B - Dividend Comparison

Neither AEME.L nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AEME.L and BRK-B have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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