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LYP6.DE vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYP6.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LYP6.DE is traded in EUR, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LYP6.DE achieves a 8.98% return, which is significantly higher than BRK-B's -1.17% return. Over the past 10 years, LYP6.DE has underperformed BRK-B with an annualized return of 10.02%, while BRK-B has yielded a comparatively higher 12.86% annualized return.


LYP6.DE

1D
1.90%
1M
4.01%
YTD
8.98%
6M
11.60%
1Y
18.44%
3Y*
14.24%
5Y*
9.81%
10Y*
10.02%

BRK-B

1D
0.79%
1M
2.04%
YTD
-1.17%
6M
-0.61%
1Y
-0.05%
3Y*
10.70%
5Y*
12.29%
10Y*
12.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYP6.DE vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
8.98%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%11.31%
BRK-B
Berkshire Hathaway Inc.
-1.17%-2.27%35.48%12.00%9.71%38.60%-6.07%13.44%7.84%6.68%

Correlation

The correlation between LYP6.DE and BRK-B is 0.07, 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

0.07

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

0.14

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

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2013

0.35

Over the past year, the correlation between LYP6.DE and BRK-B has dropped to 0.07 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

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Return for Risk

LYP6.DE vs. BRK-B — Risk / Return Rank

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

LYP6.DE
LYP6.DE Risk / Return Rank: 4747
Overall Rank
LYP6.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 4747
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 5050
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
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.

LYP6.DE vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) 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.

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.


LYP6.DEBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.41

Sortino ratioReturn per unit of downside risk

+1.96

Omega ratioGain probability vs. loss probability

1.26

1.01

+0.25

Calmar ratioReturn relative to maximum drawdown

1.94

-0.00

+1.95

Martin ratioReturn relative to average drawdown

7.50

-0.01

+7.51

LYP6.DE vs. BRK-B - Sharpe Ratio Comparison

The current LYP6.DE Sharpe Ratio is 1.41, which is higher than the BRK-B Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of LYP6.DE and BRK-B, 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

LYP6.DE vs. BRK-B - Drawdown Comparison

The maximum LYP6.DE drawdown since its inception was -35.51%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for LYP6.DE and BRK-B.


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Drawdown Indicators


LYP6.DEBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-45.91%

+10.40%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-11.04%

+1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-20.62%

+4.36%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

-22.31%

+1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-28.74%

-6.77%

Current Drawdown

Current decline from peak

-0.24%

-14.83%

+14.59%

Average Drawdown

Average peak-to-trough decline

-5.23%

-9.74%

+4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

5.05%

-2.60%

Volatility

LYP6.DE vs. BRK-B - Volatility Comparison

Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and Berkshire Hathaway Inc. (BRK-B) have volatilities of 4.31% and 4.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYP6.DEBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

4.31%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

11.44%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

15.11%

-2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

17.39%

-2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

20.11%

-4.55%

Dividends

LYP6.DE vs. BRK-B - Dividend Comparison

Neither LYP6.DE nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYP6.DE and BRK-B have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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