LYMD.DE vs. BRK-A
LYMD.DE (Amundi MSCI India II UCITS ETF EUR Acc) is Asia Pacific Equities fund tracking the MSCI India, while BRK-A (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, LYMD.DE returned 6.18%/yr vs 12.72%/yr for BRK-A. At a 0.31 correlation, their price movements are largely independent.
Performance
LYMD.DE vs. BRK-A - Performance Comparison
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Different Trading Currencies
LYMD.DE is traded in EUR, while BRK-A is traded in USD. To make them comparable, the BRK-A values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, LYMD.DE achieves a -11.03% return, which is significantly lower than BRK-A's -3.74% return. Over the past 10 years, LYMD.DE has underperformed BRK-A with an annualized return of 6.18%, while BRK-A has yielded a comparatively higher 12.72% annualized return.
LYMD.DE
- 1D
- 0.99%
- 1M
- -3.80%
- YTD
- -11.03%
- 6M
- -12.28%
- 1Y
- -15.14%
- 3Y*
- 1.77%
- 5Y*
- 3.60%
- 10Y*
- 6.18%
BRK-A
- 1D
- 0.00%
- 1M
- 2.94%
- YTD
- -3.74%
- 6M
- -4.72%
- 1Y
- -3.42%
- 3Y*
- 9.18%
- 5Y*
- 11.38%
- 10Y*
- 12.72%
LYMD.DE vs. BRK-A - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYMD.DE Amundi MSCI India II UCITS ETF EUR Acc | -11.03% | -10.62% | 15.81% | 14.99% | -2.96% | 34.12% | 2.23% | 9.49% | -5.04% | 20.43% |
BRK-A Berkshire Hathaway Inc. | -0.91% | -2.30% | 33.77% | 12.30% | 10.45% | 39.26% | -6.02% | 13.48% | 7.65% | 6.93% |
Correlation
The correlation between LYMD.DE and BRK-A is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.31 |
The correlation between LYMD.DE and BRK-A shifts across timeframes, from 0.13 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYMD.DE vs. BRK-A — Risk / Return Rank
LYMD.DE
BRK-A
LYMD.DE vs. BRK-A - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) 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.
| LYMD.DE | BRK-A | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.97 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | -0.32 | -0.39 |
| Martin ratioReturn relative to average drawdown | -1.49 | -0.65 | -0.83 |
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
| LYMD.DE | BRK-A | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.91 | -0.23 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.65 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.65 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.50 | -0.32 |
Drawdowns
LYMD.DE vs. BRK-A - Drawdown Comparison
The maximum LYMD.DE drawdown since its inception was -68.71%, which is greater than BRK-A's maximum drawdown of -43.24%. Use the drawdown chart below to compare losses from any high point for LYMD.DE and BRK-A.
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Drawdown Indicators
| LYMD.DE | BRK-A | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.71% | -43.24% | -25.47% |
Max Drawdown (1Y)Largest decline over 1 year | -20.60% | -10.84% | -9.76% |
Max Drawdown (3Y)Largest decline over 3 years | -29.55% | -20.74% | -8.81% |
Max Drawdown (5Y)Largest decline over 5 years | -29.55% | -22.09% | -7.46% |
Max Drawdown (10Y)Largest decline over 10 years | -41.38% | -29.70% | -11.68% |
Current DrawdownCurrent decline from peak | -26.17% | -17.19% | -8.98% |
Average DrawdownAverage peak-to-trough decline | -18.32% | -9.60% | -8.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.84% | 5.24% | +4.60% |
Volatility
LYMD.DE vs. BRK-A - Volatility Comparison
Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) has a higher volatility of 5.64% compared to Berkshire Hathaway Inc. (BRK-A) at 3.68%. This indicates that LYMD.DE'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
| LYMD.DE | BRK-A | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 3.68% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 13.24% | 10.97% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 14.70% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 17.47% | -1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.15% | 19.67% | +0.48% |
Dividends
LYMD.DE vs. BRK-A - Dividend Comparison
Neither LYMD.DE nor BRK-A has paid dividends to shareholders.
Frequently Asked Questions
LYMD.DE and BRK-A have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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