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CU2U.L vs. BRK-B
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CU2U.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI USA UCITS USD (CU2U.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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CU2U.L vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CU2U.L
Amundi MSCI USA UCITS USD
-5.86%14.10%19.50%27.09%-20.03%27.37%20.45%31.60%-6.43%21.69%
BRK-B
Berkshire Hathaway Inc.
-4.80%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Returns By Period

In the year-to-date period, CU2U.L achieves a -5.86% return, which is significantly lower than BRK-B's -4.80% return. Both investments have delivered pretty close results over the past 10 years, with CU2U.L having a 12.75% annualized return and BRK-B not far ahead at 12.78%.


CU2U.L

1D
3.04%
1M
-4.03%
YTD
-5.86%
6M
-1.85%
1Y
13.58%
3Y*
15.03%
5Y*
9.20%
10Y*
12.75%

BRK-B

1D
-0.15%
1M
-0.35%
YTD
-4.80%
6M
-3.95%
1Y
-10.22%
3Y*
15.72%
5Y*
13.13%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CU2U.L vs. BRK-B — Risk / Return Rank

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

CU2U.L
CU2U.L Risk / Return Rank: 4242
Overall Rank
CU2U.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CU2U.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
CU2U.L Omega Ratio Rank: 4141
Omega Ratio Rank
CU2U.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
CU2U.L Martin Ratio Rank: 4343
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
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.

CU2U.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA UCITS USD (CU2U.L) and Berkshire Hathaway Inc. (BRK-B). 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.


CU2U.LBRK-BDifference

Sharpe ratio

Return per unit of total volatility

0.84

-0.56

+1.40

Sortino ratio

Return per unit of downside risk

1.26

-0.65

+1.91

Omega ratio

Gain probability vs. loss probability

1.17

0.91

+0.26

Calmar ratio

Return relative to maximum drawdown

1.19

-0.68

+1.87

Martin ratio

Return relative to average drawdown

4.73

-1.16

+5.89

CU2U.L vs. BRK-B - Sharpe Ratio Comparison

The current CU2U.L Sharpe Ratio is 0.84, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of CU2U.L and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CU2U.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

-0.56

+1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.77

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.66

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.48

+0.33

Correlation

The correlation between CU2U.L and BRK-B is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CU2U.L vs. BRK-B - Dividend Comparison

Neither CU2U.L nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CU2U.L vs. BRK-B - Drawdown Comparison

The maximum CU2U.L drawdown since its inception was -34.38%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for CU2U.L and BRK-B.


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Drawdown Indicators


CU2U.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-34.38%

-53.86%

+19.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-14.95%

+3.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.42%

-26.58%

+1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

-29.57%

-4.81%

Current Drawdown

Current decline from peak

-7.86%

-11.36%

+3.50%

Average Drawdown

Average peak-to-trough decline

-4.25%

-11.07%

+6.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

8.72%

-5.93%

Volatility

CU2U.L vs. BRK-B - Volatility Comparison

Amundi MSCI USA UCITS USD (CU2U.L) has a higher volatility of 5.22% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. This indicates that CU2U.L's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CU2U.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

4.33%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

11.14%

-1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

16.16%

18.30%

-2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

17.20%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

19.45%

-3.07%