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

Performance

AIGA.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Agriculture (AIGA.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, AIGA.L achieves a 2.04% return, which is significantly higher than BRK-B's -1.42% return. Over the past 10 years, AIGA.L has underperformed BRK-B with an annualized return of 0.02%, while BRK-B has yielded a comparatively higher 13.41% annualized return.


AIGA.L

1D
-0.17%
1M
-5.95%
YTD
2.04%
6M
1.01%
1Y
-1.48%
3Y*
-5.18%
5Y*
1.57%
10Y*
0.02%

BRK-B

1D
1.28%
1M
2.66%
YTD
-1.42%
6M
-2.14%
1Y
1.64%
3Y*
13.57%
5Y*
11.85%
10Y*
13.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
AIGA.L
WisdomTree Agriculture
2.04%-2.00%-6.82%-4.27%13.91%25.62%14.26%0.00%-17.58%0.00%
BRK-B
Berkshire Hathaway Inc.
-1.42%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between AIGA.L 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

-0.02

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

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.06

The correlation between AIGA.L and BRK-B shifts across timeframes, from -0.06 (1 year) to 0.06 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

AIGA.L vs. BRK-B — Risk / Return Rank

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

AIGA.L
AIGA.L Risk / Return Rank: 88
Overall Rank
AIGA.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
AIGA.L Sortino Ratio Rank: 77
Sortino Ratio Rank
AIGA.L Omega Ratio Rank: 77
Omega Ratio Rank
AIGA.L Calmar Ratio Rank: 88
Calmar Ratio Rank
AIGA.L Martin Ratio Rank: 88
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4343
Overall Rank
BRK-B Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3737
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3737
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4747
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4747
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Agriculture (AIGA.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.


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

-0.22

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

0.99

1.03

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.14

0.17

-0.31

Martin ratioReturn relative to average drawdown

-0.32

0.36

-0.68

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

The current AIGA.L Sharpe Ratio is -0.11, which is lower than the BRK-B Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of AIGA.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

AIGA.L vs. BRK-B - Drawdown Comparison

The maximum AIGA.L drawdown since its inception was -67.98%, 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 AIGA.L and BRK-B.


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Drawdown Indicators


AIGA.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-67.98%

-53.86%

-14.12%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-9.42%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

-14.95%

-8.80%

Max Drawdown (5Y)

Largest decline over 5 years

-28.61%

-26.58%

-2.03%

Max Drawdown (10Y)

Largest decline over 10 years

-43.38%

-29.57%

-13.81%

Current Drawdown

Current decline from peak

-43.36%

-8.20%

-35.16%

Average Drawdown

Average peak-to-trough decline

-41.31%

-11.07%

-30.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

4.53%

+0.04%

Volatility

AIGA.L vs. BRK-B - Volatility Comparison

WisdomTree Agriculture (AIGA.L) has a higher volatility of 4.48% compared to Berkshire Hathaway Inc. (BRK-B) at 4.12%. This indicates that AIGA.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


AIGA.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

4.12%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

10.80%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

13.47%

14.45%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

17.13%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.30%

19.44%

+8.86%

Dividends

AIGA.L vs. BRK-B - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


AIGA.L 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.

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