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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 10.70% return, which is significantly higher than BRK-B's -1.90% return. Over the past 10 years, AIGA.L has underperformed BRK-B with an annualized return of 0.83%, while BRK-B has yielded a comparatively higher 12.90% annualized return.


AIGA.L

1D
-1.21%
1M
7.59%
6M
11.45%
YTD
10.70%
1Y
9.95%
3Y*
-1.20%
5Y*
2.92%
10Y*
0.83%

BRK-B

1D
0.98%
1M
-0.37%
6M
0.10%
YTD
-1.90%
1Y
4.63%
3Y*
12.73%
5Y*
12.15%
10Y*
12.90%
*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
10.70%-2.00%-6.82%-4.27%13.91%25.62%14.26%0.00%-17.58%0.00%
BRK-B
Berkshire Hathaway Inc.
-1.90%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

-0.03

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 (all time), 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: 2323
Overall Rank
AIGA.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
AIGA.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
AIGA.L Omega Ratio Rank: 2323
Omega Ratio Rank
AIGA.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
AIGA.L Martin Ratio Rank: 2222
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 5353
Overall Rank
BRK-B Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 4848
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 4646
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 5757
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 5757
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

+0.40

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.13

1.07

+0.07

Calmar ratioReturn relative to maximum drawdown

0.94

0.49

+0.44

Martin ratioReturn relative to average drawdown

2.12

1.04

+1.09

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

The current AIGA.L Sharpe Ratio is 0.72, which is higher than the BRK-B Sharpe Ratio of 0.32. 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

-38.55%

-8.65%

-29.90%

Average Drawdown

Average peak-to-trough decline

-41.31%

-11.06%

-30.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

4.48%

+0.20%

Volatility

AIGA.L vs. BRK-B - Volatility Comparison

WisdomTree Agriculture (AIGA.L) has a higher volatility of 5.19% compared to Berkshire Hathaway Inc. (BRK-B) at 4.46%. 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

5.19%

4.46%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

11.07%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.83%

14.54%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

17.12%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.34%

19.40%

+8.94%

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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