BYBG.L vs. BRK-A
BYBG.L (Amundi S&P 500 Buyback ETF-C USD) is S&P 500 fund tracking the S&P 500 Buyback NTR, while BRK-A (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, BYBG.L returned 13.89%/yr vs 13.88%/yr for BRK-A. At a 0.45 correlation, their price movements are largely independent.
Performance
BYBG.L vs. BRK-A - Performance Comparison
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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%
BYBG.L vs. BRK-A - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
BYBG.L vs. BRK-A — Risk / Return Rank
BYBG.L
BRK-A
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.L | BRK-A | Difference | |
|---|---|---|---|
| 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 |
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
| BYBG.L | BRK-A | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| BYBG.L | BRK-A | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -13.76% | +13.76% |
Average DrawdownAverage peak-to-trough decline | -4.68% | -7.34% | +2.66% |
Ulcer IndexDepth 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.
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Volatility by Period
| BYBG.L | BRK-A | Difference | |
|---|---|---|---|
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.
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.
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