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HSTC.L vs. BRK-A
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSTC.L vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC Hang Seng Tech UCITS ETF (HSTC.L) and Berkshire Hathaway Inc. (BRK-A). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HSTC.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, HSTC.L achieves a -10.22% return, which is significantly lower than BRK-A's -4.43% return.


HSTC.L

1D
-0.47%
1M
1.80%
YTD
-10.22%
6M
-12.07%
1Y
-4.10%
3Y*
6.84%
5Y*
-8.37%
10Y*

BRK-A

1D
0.66%
1M
3.58%
YTD
-4.43%
6M
-5.47%
1Y
-1.69%
3Y*
10.09%
5Y*
11.54%
10Y*
13.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
HSTC.L
HSBC Hang Seng Tech UCITS ETF
-10.22%16.17%21.37%-13.38%-19.39%-31.98%1.62%
BRK-A
Berkshire Hathaway Inc.
-4.43%2.95%27.68%9.98%16.37%30.80%-0.61%

Correlation

The correlation between HSTC.L and BRK-A is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

0.02

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

0.01

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2020

0.01

The correlation between HSTC.L and BRK-A shifts across timeframes, from -0.09 (1 year) to 0.02 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

HSTC.L vs. BRK-A — Risk / Return Rank

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

HSTC.L
HSTC.L Risk / Return Rank: 88
Overall Rank
HSTC.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
HSTC.L Sortino Ratio Rank: 88
Sortino Ratio Rank
HSTC.L Omega Ratio Rank: 88
Omega Ratio Rank
HSTC.L Calmar Ratio Rank: 88
Calmar Ratio Rank
HSTC.L Martin Ratio Rank: 88
Martin Ratio Rank

BRK-A
BRK-A Risk / Return Rank: 3030
Overall Rank
BRK-A Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-A Sortino Ratio Rank: 2727
Sortino Ratio Rank
BRK-A Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-A Calmar Ratio Rank: 3232
Calmar Ratio Rank
BRK-A Martin Ratio Rank: 3131
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.

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

This table presents a comparison of risk-adjusted performance metrics for HSBC Hang Seng Tech UCITS ETF (HSTC.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.


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

-0.05

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

0.99

0.99

0.00

Calmar ratioReturn relative to maximum drawdown

-0.14

-0.14

+0.01

Martin ratioReturn relative to average drawdown

-0.25

-0.31

+0.06

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

The current HSTC.L Sharpe Ratio is -0.16, which is lower than the BRK-A Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of HSTC.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.


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Sharpe Ratios by Period


HSTC.LBRK-ADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

-0.11

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.68

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.59

-0.82

Drawdowns

HSTC.L vs. BRK-A - Drawdown Comparison

The maximum HSTC.L drawdown since its inception was -69.93%, which is greater than BRK-A's maximum drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for HSTC.L and BRK-A.


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Drawdown Indicators


HSTC.LBRK-ADifference

Max Drawdown

Largest peak-to-trough decline

-69.93%

-36.09%

-33.84%

Max Drawdown (1Y)

Largest decline over 1 year

-29.97%

-11.98%

-17.99%

Max Drawdown (3Y)

Largest decline over 3 years

-33.73%

-17.21%

-16.52%

Max Drawdown (5Y)

Largest decline over 5 years

-60.66%

-20.59%

-40.07%

Max Drawdown (10Y)

Largest decline over 10 years

-21.87%

Current Drawdown

Current decline from peak

-52.55%

-13.76%

-38.79%

Average Drawdown

Average peak-to-trough decline

-50.05%

-7.34%

-42.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.69%

5.51%

+11.18%

Volatility

HSTC.L vs. BRK-A - Volatility Comparison

HSBC Hang Seng Tech UCITS ETF (HSTC.L) has a higher volatility of 10.05% compared to Berkshire Hathaway Inc. (BRK-A) at 3.87%. This indicates that HSTC.L's price experiences larger fluctuations and is considered to be riskier 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


HSTC.LBRK-ADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.05%

3.87%

+6.18%

Volatility (6M)

Calculated over the trailing 6-month period

18.62%

11.58%

+7.04%

Volatility (1Y)

Calculated over the trailing 1-year period

25.80%

15.01%

+10.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.00%

16.98%

+21.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.64%

19.35%

+18.29%

Dividends

HSTC.L vs. BRK-A - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


HSTC.L and BRK-A have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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