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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 -19.83% return, which is significantly lower than BRK-A's -0.81% return.


HSTC.L

1D
-2.74%
1M
-9.61%
YTD
-19.83%
6M
-19.26%
1Y
-15.26%
3Y*
3.24%
5Y*
-10.90%
10Y*

BRK-A

1D
-1.50%
1M
3.15%
YTD
-0.81%
6M
-0.09%
1Y
3.99%
3Y*
11.69%
5Y*
12.97%
10Y*
13.45%
*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
-19.83%16.16%21.32%-13.30%-19.39%-31.98%-90.15%
BRK-A
Berkshire Hathaway Inc.
-0.81%2.95%27.68%9.98%16.37%30.80%-0.66%

Correlation

The correlation between HSTC.L and BRK-A is -0.06, 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

-0.06

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

0.02

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

0.02

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2020

0.01

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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: 55
Overall Rank
HSTC.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
HSTC.L Sortino Ratio Rank: 55
Sortino Ratio Rank
HSTC.L Omega Ratio Rank: 55
Omega Ratio Rank
HSTC.L Calmar Ratio Rank: 66
Calmar Ratio Rank
HSTC.L Martin Ratio Rank: 66
Martin Ratio Rank

BRK-A
BRK-A Risk / Return Rank: 4141
Overall Rank
BRK-A Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRK-A Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-A Omega Ratio Rank: 3636
Omega Ratio Rank
BRK-A Calmar Ratio Rank: 4545
Calmar Ratio Rank
BRK-A Martin Ratio Rank: 4545
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.

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.


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

-0.85

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

0.92

1.06

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.45

0.33

-0.78

Martin ratioReturn relative to average drawdown

-0.83

0.72

-1.55

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

The current HSTC.L Sharpe Ratio is -0.59, which is lower than the BRK-A Sharpe Ratio of 0.26. 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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Drawdowns

HSTC.L vs. BRK-A - Drawdown Comparison

The maximum HSTC.L drawdown since its inception was -96.26%, 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

-96.26%

-36.09%

-60.17%

Max Drawdown (1Y)

Largest decline over 1 year

-33.76%

-11.98%

-21.78%

Max Drawdown (3Y)

Largest decline over 3 years

-33.76%

-17.21%

-16.55%

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

-94.73%

-10.48%

-84.25%

Average Drawdown

Average peak-to-trough decline

-93.58%

-7.36%

-86.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.29%

5.58%

+12.71%

Volatility

HSTC.L vs. BRK-A - Volatility Comparison

HSBC Hang Seng Tech UCITS ETF (HSTC.L) has a higher volatility of 8.79% compared to Berkshire Hathaway Inc. (BRK-A) at 4.43%. 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

8.79%

4.43%

+4.36%

Volatility (6M)

Calculated over the trailing 6-month period

19.16%

11.62%

+7.54%

Volatility (1Y)

Calculated over the trailing 1-year period

25.99%

15.31%

+10.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.04%

17.00%

+21.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.66%

19.28%

+34.38%

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 -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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