BRK-B vs. AMDL
BRK-B (Berkshire Hathaway Inc.) is a stock, while AMDL (GraniteShares 2x Long AMD Daily ETF) is Leveraged Equities fund actively managed by GraniteShares. Over the past year, BRK-B returned -0.12% vs 867.59% for AMDL. At a correlation of -0.00, they often move in opposite directions.
Performance
BRK-B vs. AMDL - Performance Comparison
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Returns By Period
In the year-to-date period, BRK-B achieves a -2.89% return, which is significantly lower than AMDL's 260.90% return.
BRK-B
- 1D
- 1.98%
- 1M
- 3.90%
- YTD
- -2.89%
- 6M
- -3.21%
- 1Y
- -0.12%
- 3Y*
- 13.55%
- 5Y*
- 10.78%
- 10Y*
- 13.19%
AMDL
- 1D
- -21.59%
- 1M
- 15.94%
- YTD
- 260.90%
- 6M
- 243.03%
- 1Y
- 867.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BRK-B vs. AMDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | -2.89% | 10.89% | 10.99% |
AMDL GraniteShares 2x Long AMD Daily ETF | 260.90% | 103.00% | -69.97% |
Correlation
The correlation between BRK-B and AMDL is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2024 | -0.00 |
The correlation between BRK-B and AMDL shifts across timeframes, from -0.18 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BRK-B vs. AMDL — Risk / Return Rank
BRK-B
AMDL
BRK-B vs. AMDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and GraniteShares 2x Long AMD Daily ETF (AMDL). 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.
| BRK-B | AMDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.67 | ||
| Sortino ratioReturn per unit of downside risk | -4.15 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.56 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 15.61 | -15.63 |
| Martin ratioReturn relative to average drawdown | -0.03 | 30.60 | -30.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRK-B | AMDL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 6.66 | -6.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.37 | +0.12 |
Drawdowns
BRK-B vs. AMDL - Drawdown Comparison
The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum AMDL drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for BRK-B and AMDL.
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Drawdown Indicators
| BRK-B | AMDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.86% | -88.63% | +34.77% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -56.13% | +46.71% |
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 | -9.57% | -27.12% | +17.55% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -48.47% | +37.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.47% | 28.58% | -24.11% |
Volatility
BRK-B vs. AMDL - Volatility Comparison
The current volatility for Berkshire Hathaway Inc. (BRK-B) is 4.08%, while GraniteShares 2x Long AMD Daily ETF (AMDL) has a volatility of 45.25%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than AMDL 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 | AMDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 45.25% | -41.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 97.71% | -86.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.39% | 131.65% | -117.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 117.43% | -100.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.43% | 117.43% | -98.00% |
Dividends
BRK-B vs. AMDL - Dividend Comparison
Neither BRK-B nor AMDL has paid dividends to shareholders.
Frequently Asked Questions
BRK-B and AMDL have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMDL has higher volatility (45.25%) compared to BRK-B (4.08%). In terms of maximum drawdown, BRK-B dropped -53.86% vs AMDL's -88.63%.
AMDL currently has the higher Sharpe Ratio (6.66 vs -0.01), 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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