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

Performance

BRK-B vs. AMID - Performance Comparison

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


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%

AMID

1D
0.46%
1M
3.18%
YTD
7.01%
6M
4.94%
1Y
9.85%
3Y*
11.79%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. AMID - Yearly Performance Comparison


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

Correlation

The correlation between BRK-B and AMID 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 BRK-B and AMID 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

BRK-B vs. AMID — 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: 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

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
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. AMID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Argent Mid Cap ETF (AMID). 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-BAMIDDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.01

1.11

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.02

0.80

-0.83

Martin ratioReturn relative to average drawdown

-0.05

2.78

-2.83

BRK-B vs. AMID - Sharpe Ratio Comparison

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

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


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Drawdown Indicators


BRK-BAMIDDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-23.32%

-30.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-12.31%

+2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-23.32%

+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

-9.36%

-3.91%

-5.45%

Average Drawdown

Average peak-to-trough decline

-11.07%

-6.19%

-4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

3.56%

+0.97%

Volatility

BRK-B vs. AMID - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while Argent Mid Cap ETF (AMID) has a volatility of 5.84%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than AMID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BAMIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

5.84%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

12.80%

-2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

16.59%

-2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

19.17%

-2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

19.17%

+0.27%

Dividends

BRK-B vs. AMID - Dividend Comparison

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


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


BRK-B and AMID 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, BRK-B dropped -53.86% vs AMID's -23.32%.

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.

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