LYMD.DE vs. BRK-A
Compare and contrast key facts about Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) and Berkshire Hathaway Inc (BRK-A).
LYMD.DE is a passively managed fund by Amundi that tracks the performance of the MSCI India. It was launched on Oct 25, 2006.
Performance
LYMD.DE vs. BRK-A - Performance Comparison
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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 | -13.85% | -10.62% | 15.81% | 14.99% | -2.96% | 34.12% | 2.23% | 9.49% | -5.04% | 20.43% |
BRK-A Berkshire Hathaway Inc | -3.65% | -2.30% | 33.77% | 12.30% | 10.45% | 39.26% | -6.02% | 13.48% | 7.65% | 6.93% |
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 -13.85% return, which is significantly lower than BRK-A's -3.65% return. Over the past 10 years, LYMD.DE has underperformed BRK-A with an annualized return of 6.31%, while BRK-A has yielded a comparatively higher 12.61% annualized return.
LYMD.DE
- 1D
- 0.87%
- 1M
- -9.10%
- YTD
- -13.85%
- 6M
- -11.93%
- 1Y
- -16.94%
- 3Y*
- 3.77%
- 5Y*
- 3.76%
- 10Y*
- 6.31%
BRK-A
- 1D
- 0.00%
- 1M
- -0.28%
- YTD
- -3.65%
- 6M
- -2.55%
- 1Y
- -16.88%
- 3Y*
- 12.84%
- 5Y*
- 13.31%
- 10Y*
- 12.61%
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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 | -0.99 | -0.88 | -0.11 |
Sortino ratioReturn per unit of downside risk | -1.36 | -1.11 | -0.25 |
Omega ratioGain probability vs. loss probability | 0.84 | 0.85 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.80 | +0.01 |
Martin ratioReturn relative to average drawdown | -2.04 | -1.14 | -0.90 |
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 | -0.99 | -0.88 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.76 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.64 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.51 | -0.34 |
Correlation
The correlation between LYMD.DE and BRK-A is 0.31, 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
LYMD.DE vs. BRK-A - Dividend Comparison
Neither LYMD.DE nor BRK-A has paid dividends to shareholders.
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% | -51.47% | -17.24% |
Max Drawdown (1Y)Largest decline over 1 year | -21.70% | -14.43% | -7.27% |
Max Drawdown (5Y)Largest decline over 5 years | -29.55% | -25.98% | -3.57% |
Max Drawdown (10Y)Largest decline over 10 years | -41.38% | -30.43% | -10.95% |
Current DrawdownCurrent decline from peak | -28.51% | -11.50% | -17.01% |
Average DrawdownAverage peak-to-trough decline | -18.26% | -9.51% | -8.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.44% | 8.69% | -0.25% |
Volatility
LYMD.DE vs. BRK-A - Volatility Comparison
Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) has a higher volatility of 5.91% compared to Berkshire Hathaway Inc (BRK-A) at 4.25%. 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 | 5.91% | 4.25% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 11.53% | -0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.12% | 19.29% | -2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 17.55% | -1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.11% | 19.71% | +0.40% |