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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 26.36% return, which is significantly higher than BRK-B's -4.78% return.


AEME.L

1D
-1.56%
1M
5.74%
YTD
26.36%
6M
29.09%
1Y
53.12%
3Y*
24.01%
5Y*
7.32%
10Y*

BRK-B

1D
0.69%
1M
2.82%
YTD
-4.78%
6M
-4.89%
1Y
-2.52%
3Y*
13.36%
5Y*
10.35%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
AEME.L
Amundi Index MSCI Emerging Markets UCITS ETF DR (C)
26.36%34.94%6.72%8.41%-19.84%-9.55%
BRK-B
Berkshire Hathaway Inc.
-4.78%10.89%27.09%15.46%3.31%28.75%

Correlation

The correlation between AEME.L and BRK-B is -0.09, 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

-0.09

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

0.06

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

0.15

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2021

0.15

The correlation between AEME.L and BRK-B shifts across timeframes, from -0.09 (1 year) to 0.15 (5 years), 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: 8080
Overall Rank
AEME.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
AEME.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
AEME.L Omega Ratio Rank: 8282
Omega Ratio Rank
AEME.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
AEME.L Martin Ratio Rank: 7777
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3131
Overall Rank
BRK-B Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 2828
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3333
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3232
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.


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

+2.88

Sortino ratioReturn per unit of downside risk

+3.72

Omega ratioGain probability vs. loss probability

1.48

0.98

+0.50

Calmar ratioReturn relative to maximum drawdown

3.91

-0.27

+4.18

Martin ratioReturn relative to average drawdown

14.49

-0.57

+15.05

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

The current AEME.L Sharpe Ratio is 2.70, which is higher than the BRK-B Sharpe Ratio of -0.18. 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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Sharpe Ratios by Period


AEME.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

-0.18

+2.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.61

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.48

-0.11

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

-17.13%

-14.95%

-2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-37.21%

-26.58%

-10.63%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-2.74%

-11.33%

+8.59%

Average Drawdown

Average peak-to-trough decline

-17.95%

-11.07%

-6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

4.46%

-0.80%

Volatility

AEME.L vs. BRK-B - Volatility Comparison

Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) has a higher volatility of 8.57% compared to Berkshire Hathaway Inc. (BRK-B) at 3.72%. 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

8.57%

3.72%

+4.85%

Volatility (6M)

Calculated over the trailing 6-month period

16.83%

10.70%

+6.13%

Volatility (1Y)

Calculated over the trailing 1-year period

19.59%

14.32%

+5.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.72%

17.11%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.71%

19.43%

-0.72%

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 -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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