BRK-B vs. AIS
BRK-B (Berkshire Hathaway Inc.) is a stock, while AIS (VistaShares Artificial Intelligence Supercycle ETF) is Artificial Intelligence fund actively managed by VistaShares. Over the past year, BRK-B returned 11.78% vs 135.01% for AIS. Their -0.04 correlation means they have often moved in opposite directions in the past.
Performance
BRK-B vs. AIS - Performance Comparison
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Returns By Period
In the year-to-date period, BRK-B achieves a 3.22% return, which is significantly lower than AIS's 81.55% return.
BRK-B
- 1D
- 0.32%
- 1M
- 2.42%
- 6M
- 2.98%
- YTD
- 3.22%
- 1Y
- 11.78%
- 3Y*
- 14.02%
- 5Y*
- 12.68%
- 10Y*
- 13.55%
- ALL TIME*
- 10.76%
AIS
- 1D
- -1.82%
- 1M
- -11.03%
- 6M
- 66.96%
- YTD
- 81.55%
- 1Y
- 135.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 82.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $42.81M | $40.39M | $52.13M | |
| $2.16B | $2.05B | $2.38B |
BRK-B vs. AIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 3.22% | 10.89% | -5.04% |
AIS VistaShares Artificial Intelligence Supercycle ETF | 81.55% | 58.35% | -4.74% |
Correlation
The correlation between BRK-B and AIS is -0.19, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024 | -0.04 |
The correlation between BRK-B and AIS shifts across timeframes, from -0.19 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BRK-B vs. AIS — Risk / Return Rank
BRK-B
AIS
BRK-B vs. AIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and VistaShares Artificial Intelligence Supercycle ETF (AIS). 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-B | AIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.41 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 3.94 | -2.69 |
| Martin ratioReturn relative to average drawdown | 2.64 | 15.65 | -13.01 |
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Drawdowns
BRK-B vs. AIS - Drawdown Comparison
The maximum BRK-B drawdown since its inception was -53.86%, which is greater than AIS's maximum drawdown of -34.44%. Use the drawdown chart below to compare losses from any high point for BRK-B and AIS.
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Drawdown Indicators
| BRK-B | AIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.86% | -34.44% | -19.42% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -34.44% | +25.02% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | — | — |
Current DrawdownCurrent decline from peak | -3.88% | -22.44% | +18.56% |
Average DrawdownAverage peak-to-trough decline | -11.06% | -6.43% | -4.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 8.66% | -4.18% |
Volatility
BRK-B vs. AIS - Volatility Comparison
The current volatility for Berkshire Hathaway Inc. (BRK-B) is 4.33%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 20.90%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than AIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRK-B | AIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 20.90% | -16.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 43.62% | -32.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.48% | 48.24% | -33.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.11% | 44.22% | -27.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.42% | 44.22% | -24.80% |
Dividends
BRK-B vs. AIS - Dividend Comparison
Neither BRK-B nor AIS has paid dividends to shareholders.
Frequently Asked Questions
BRK-B and AIS have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AIS has higher volatility (20.90%) compared to BRK-B (4.33%). In terms of maximum drawdown, BRK-B dropped -53.86% vs AIS's -34.44%.
AIS currently has the higher Sharpe Ratio (2.82 vs 0.82), 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.
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