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MSTQ vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MSTQ and BRK-B is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

MSTQ vs. BRK-B

Last updated May 30, 2025

Compare and contrast key facts about LHA Market State Tactical Q ETF (MSTQ) and Berkshire Hathaway Inc. (BRK-B).

MSTQ is an actively managed fund by Little Harbor Advisors. It was launched on Mar 14, 2022.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSTQ or BRK-B.

Performance

MSTQ vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LHA Market State Tactical Q ETF (MSTQ) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MSTQ:

0.81

BRK-B:

1.29

Sortino Ratio

MSTQ:

1.19

BRK-B:

1.74

Omega Ratio

MSTQ:

1.15

BRK-B:

1.25

Calmar Ratio

MSTQ:

1.01

BRK-B:

2.75

Martin Ratio

MSTQ:

2.73

BRK-B:

6.56

Ulcer Index

MSTQ:

5.63%

BRK-B:

3.70%

Daily Std Dev

MSTQ:

19.81%

BRK-B:

19.75%

Max Drawdown

MSTQ:

-31.05%

BRK-B:

-53.86%

Current Drawdown

MSTQ:

-0.42%

BRK-B:

-6.23%

Returns By Period

In the year-to-date period, MSTQ achieves a 5.81% return, which is significantly lower than BRK-B's 11.67% return.

MSTQ

YTD

5.81%

1M

8.01%

6M

6.86%

1Y

15.86%

3Y*

15.28%

5Y*

N/A

10Y*

N/A

BRK-B

YTD

11.67%

1M

-5.31%

6M

4.78%

1Y

25.26%

3Y*

16.62%

5Y*

22.22%

10Y*

13.45%

*Annualized

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LHA Market State Tactical Q ETF

Berkshire Hathaway Inc.

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Risk-Adjusted Performance

MSTQ vs. BRK-B — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MSTQ
The Risk-Adjusted Performance Rank of MSTQ is 6969
Overall Rank
The Sharpe Ratio Rank of MSTQ is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of MSTQ is 6969
Sortino Ratio Rank
The Omega Ratio Rank of MSTQ is 6464
Omega Ratio Rank
The Calmar Ratio Rank of MSTQ is 8080
Calmar Ratio Rank
The Martin Ratio Rank of MSTQ is 6767
Martin Ratio Rank
BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8787
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MSTQ vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LHA Market State Tactical Q ETF (MSTQ) 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.

The current MSTQ Sharpe Ratio is 0.81, which is lower than the BRK-B Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of MSTQ and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MSTQ vs. BRK-B - Dividend Comparison

MSTQ's dividend yield for the trailing twelve months is around 3.51%, while BRK-B has not paid dividends to shareholders.

TTM20242023
MSTQ
LHA Market State Tactical Q ETF		3.51%3.72%0.76%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%

Drawdowns

MSTQ vs. BRK-B - Drawdown Comparison

The maximum MSTQ drawdown since its inception was -31.05%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for MSTQ and BRK-B.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MSTQ vs. BRK-B - Volatility Comparison

The current volatility for LHA Market State Tactical Q ETF (MSTQ) is 5.08%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.63%. This indicates that MSTQ experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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