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

Performance

BRK-B vs. AIGA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and WisdomTree Agriculture (AIGA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRK-B achieves a -1.42% return, which is significantly lower than AIGA.L's 2.04% return. Over the past 10 years, BRK-B has outperformed AIGA.L with an annualized return of 13.41%, while AIGA.L has yielded a comparatively lower 0.02% annualized return.


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
AIGA.L
WisdomTree Agriculture
2.04%-2.00%-6.82%-4.27%13.91%25.62%14.26%0.00%-17.58%0.00%

Correlation

The correlation between BRK-B and AIGA.L 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 BRK-B and AIGA.L 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

BRK-B vs. AIGA.L — Risk / Return Rank

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

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

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and WisdomTree Agriculture (AIGA.L). 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.


BRK-BAIGA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.03

0.99

+0.04

Calmar ratioReturn relative to maximum drawdown

0.17

-0.14

+0.31

Martin ratioReturn relative to average drawdown

0.36

-0.32

+0.68

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

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

BRK-B vs. AIGA.L - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum AIGA.L drawdown of -67.98%. Use the drawdown chart below to compare losses from any high point for BRK-B and AIGA.L.


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Drawdown Indicators


BRK-BAIGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-67.98%

+14.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-10.57%

+1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-23.75%

+8.80%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-28.61%

+2.03%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-43.38%

+13.81%

Current Drawdown

Current decline from peak

-8.20%

-43.36%

+35.16%

Average Drawdown

Average peak-to-trough decline

-11.07%

-41.31%

+30.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

4.57%

-0.04%

Volatility

BRK-B vs. AIGA.L - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 4.12%, while WisdomTree Agriculture (AIGA.L) has a volatility of 4.48%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than AIGA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BAIGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

4.48%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

10.23%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

14.45%

13.47%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

16.68%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

28.30%

-8.86%

Dividends

BRK-B vs. AIGA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


BRK-B and AIGA.L 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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