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

Performance

AMID vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Argent Mid Cap ETF (AMID) 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, AMID achieves a 7.01% return, which is significantly higher than BRK-B's -2.67% return.


AMID

1D
0.46%
1M
3.18%
YTD
7.01%
6M
4.94%
1Y
9.85%
3Y*
11.79%
5Y*
10Y*

BRK-B

1D
0.71%
1M
0.77%
YTD
-2.67%
6M
-2.06%
1Y
-0.22%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMID vs. BRK-B - Yearly Performance Comparison


2026 (YTD)2025202420232022
AMID
Argent Mid Cap ETF
7.01%-1.39%13.06%31.26%-7.01%
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%0.73%

Correlation

The correlation between AMID and BRK-B is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.39

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2022

0.50

Over the past year, the correlation between AMID and BRK-B has dropped to 0.21 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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Return for Risk

AMID vs. BRK-B — Risk / Return Rank

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

AMID
AMID Risk / Return Rank: 2121
Overall Rank
AMID Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
AMID Sortino Ratio Rank: 2020
Sortino Ratio Rank
AMID Omega Ratio Rank: 1919
Omega Ratio Rank
AMID Calmar Ratio Rank: 2020
Calmar Ratio Rank
AMID Martin Ratio Rank: 2424
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
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.

AMID vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Argent Mid Cap ETF (AMID) 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.


AMIDBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.11

1.01

+0.10

Calmar ratioReturn relative to maximum drawdown

0.80

-0.02

+0.83

Martin ratioReturn relative to average drawdown

2.78

-0.05

+2.83

AMID vs. BRK-B - Sharpe Ratio Comparison

The current AMID Sharpe Ratio is 0.60, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of AMID 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

AMID vs. BRK-B - Drawdown Comparison

The maximum AMID drawdown since its inception was -23.32%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for AMID and BRK-B.


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Drawdown Indicators


AMIDBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-23.32%

-53.86%

+30.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-9.42%

-2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-23.32%

-14.95%

-8.37%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-3.91%

-9.36%

+5.45%

Average Drawdown

Average peak-to-trough decline

-6.19%

-11.07%

+4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

4.53%

-0.97%

Volatility

AMID vs. BRK-B - Volatility Comparison

Argent Mid Cap ETF (AMID) has a higher volatility of 5.84% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that AMID'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


AMIDBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

3.95%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

10.78%

+2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

14.38%

+2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

17.12%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.17%

19.44%

-0.27%

Dividends

AMID vs. BRK-B - Dividend Comparison

AMID's dividend yield for the trailing twelve months is around 0.33%, while BRK-B has not paid dividends to shareholders.


PositionTTM2025202420232022
AMID
Argent Mid Cap ETF
0.33%0.36%0.33%0.43%0.25%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AMID and BRK-B have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMID has higher volatility (5.84%) compared to BRK-B (3.95%). In terms of maximum drawdown, AMID dropped -23.32% vs BRK-B's -53.86%.

AMID currently has the higher Sharpe Ratio (0.60 vs -0.02), 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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