PortfoliosLab logoPortfoliosLab logo
BYBG.L vs. BRK-A
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BYBG.L vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi S&P 500 Buyback ETF-C USD (BYBG.L) and Berkshire Hathaway Inc. (BRK-A). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

BYBG.L is traded in GBp, while BRK-A is traded in USD. To make them comparable, the BRK-A values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BYBG.L achieves a 8.46% return, which is significantly higher than BRK-A's -4.43% return. Both investments have delivered pretty close results over the past 10 years, with BYBG.L having a 13.89% annualized return and BRK-A not far behind at 13.88%.


BYBG.L

1D
0.96%
1M
5.70%
YTD
8.46%
6M
9.28%
1Y
23.82%
3Y*
15.56%
5Y*
11.34%
10Y*
13.89%

BRK-A

1D
0.00%
1M
3.08%
YTD
-4.43%
6M
-5.57%
1Y
-0.86%
3Y*
9.38%
5Y*
11.54%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BYBG.L vs. BRK-A - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BYBG.L
Amundi S&P 500 Buyback ETF-C USD
8.46%9.41%15.83%9.58%-1.29%35.95%1.99%26.54%-3.60%10.09%
BRK-A
Berkshire Hathaway Inc.
-4.43%2.95%27.68%9.98%16.37%30.80%-0.59%6.76%8.92%11.36%

Correlation

The correlation between BYBG.L and BRK-A is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since May 4, 2015

0.45

Over the past year, the correlation between BYBG.L and BRK-A has dropped to 0.25 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BYBG.L vs. BRK-A — Risk / Return Rank

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

BYBG.L
BYBG.L Risk / Return Rank: 7171
Overall Rank
BYBG.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BYBG.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
BYBG.L Omega Ratio Rank: 6363
Omega Ratio Rank
BYBG.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
BYBG.L Martin Ratio Rank: 7474
Martin Ratio Rank

BRK-A
BRK-A Risk / Return Rank: 3838
Overall Rank
BRK-A Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-A Sortino Ratio Rank: 3333
Sortino Ratio Rank
BRK-A Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-A Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-A 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.

BYBG.L vs. BRK-A - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Buyback ETF-C USD (BYBG.L) and Berkshire Hathaway Inc. (BRK-A). 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.


BYBG.LBRK-ADifference
Sharpe ratioReturn per unit of total volatility

+2.21

Sortino ratioReturn per unit of downside risk

+2.96

Omega ratioGain probability vs. loss probability

1.38

1.00

+0.37

Calmar ratioReturn relative to maximum drawdown

4.88

-0.07

+4.95

Martin ratioReturn relative to average drawdown

13.84

-0.16

+14.00

BYBG.L vs. BRK-A - Sharpe Ratio Comparison

The current BYBG.L Sharpe Ratio is 2.15, which is higher than the BRK-A Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of BYBG.L and BRK-A, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BYBG.LBRK-ADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

-0.06

+2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.68

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.72

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.59

+0.09

Drawdowns

BYBG.L vs. BRK-A - Drawdown Comparison

The maximum BYBG.L drawdown since its inception was -35.57%, roughly equal to the maximum BRK-A drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for BYBG.L and BRK-A.


Loading charts...

Drawdown Indicators


BYBG.LBRK-ADifference

Max Drawdown

Largest peak-to-trough decline

-35.57%

-36.09%

+0.52%

Max Drawdown (1Y)

Largest decline over 1 year

-4.86%

-11.98%

+7.12%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-17.21%

-3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

-20.59%

-0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-35.57%

-21.87%

-13.70%

Current Drawdown

Current decline from peak

0.00%

-13.76%

+13.76%

Average Drawdown

Average peak-to-trough decline

-4.68%

-7.34%

+2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

5.53%

-3.81%

Volatility

BYBG.L vs. BRK-A - Volatility Comparison

The current volatility for Amundi S&P 500 Buyback ETF-C USD (BYBG.L) is 2.72%, while Berkshire Hathaway Inc. (BRK-A) has a volatility of 3.86%. This indicates that BYBG.L experiences smaller price fluctuations and is considered to be less risky than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BYBG.LBRK-ADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

3.86%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.49%

11.51%

-4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.02%

14.95%

-3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.15%

16.97%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

19.35%

-1.33%

Dividends

BYBG.L vs. BRK-A - Dividend Comparison

Neither BYBG.L nor BRK-A has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BYBG.L and BRK-A have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for BYBG.L and BRK-A

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer