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N1ES.DE vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

N1ES.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.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

N1ES.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, N1ES.DE achieves a 21.31% return, which is significantly higher than BRK-B's -3.69% return.


N1ES.DE

1D
-0.74%
1M
8.84%
YTD
21.31%
6M
19.74%
1Y
39.34%
3Y*
25.46%
5Y*
10Y*

BRK-B

1D
0.00%
1M
3.05%
YTD
-3.69%
6M
-4.88%
1Y
-3.50%
3Y*
9.75%
5Y*
11.37%
10Y*
12.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

N1ES.DE vs. BRK-B - Yearly Performance Comparison


2026 (YTD)20252024202320222021
N1ES.DE
Invesco Nasdaq-100 ESG UCITS ETF Acc
21.31%8.26%33.55%51.62%-29.13%9.35%
BRK-B
Berkshire Hathaway Inc.
-0.98%-2.27%35.48%12.00%9.71%6.05%

Correlation

The correlation between N1ES.DE and BRK-B is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

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

0.05

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2021

0.17

The correlation between N1ES.DE and BRK-B shifts across timeframes, from -0.10 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

N1ES.DE vs. BRK-B — Risk / Return Rank

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

N1ES.DE
N1ES.DE Risk / Return Rank: 7171
Overall Rank
N1ES.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
N1ES.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
N1ES.DE Omega Ratio Rank: 7171
Omega Ratio Rank
N1ES.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
N1ES.DE Martin Ratio Rank: 6060
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3838
Overall Rank
BRK-B Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3333
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3232
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4141
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4141
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.

N1ES.DE vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.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.


N1ES.DEBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+2.65

Sortino ratioReturn per unit of downside risk

+3.41

Omega ratioGain probability vs. loss probability

1.42

0.97

+0.44

Calmar ratioReturn relative to maximum drawdown

3.69

-0.32

+4.01

Martin ratioReturn relative to average drawdown

10.62

-0.66

+11.28

N1ES.DE vs. BRK-B - Sharpe Ratio Comparison

The current N1ES.DE Sharpe Ratio is 2.42, which is higher than the BRK-B Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of N1ES.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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Sharpe Ratios by Period


N1ES.DEBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

-0.24

+2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.49

+0.32

Drawdowns

N1ES.DE vs. BRK-B - Drawdown Comparison

The maximum N1ES.DE drawdown since its inception was -29.96%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for N1ES.DE and BRK-B.


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Drawdown Indicators


N1ES.DEBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-29.96%

-45.91%

+15.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.86%

-11.04%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-26.65%

-20.62%

-6.03%

Max Drawdown (5Y)

Largest decline over 5 years

-22.31%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

Current Drawdown

Current decline from peak

-0.74%

-17.01%

+16.27%

Average Drawdown

Average peak-to-trough decline

-8.51%

-9.73%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

5.31%

-1.53%

Volatility

N1ES.DE vs. BRK-B - Volatility Comparison

Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) has a higher volatility of 4.64% compared to Berkshire Hathaway Inc. (BRK-B) at 3.71%. This indicates that N1ES.DE's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


N1ES.DEBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

3.71%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

11.20%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

14.94%

+1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

17.37%

+3.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.73%

20.09%

+0.64%

Dividends

N1ES.DE vs. BRK-B - Dividend Comparison

Neither N1ES.DE nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


N1ES.DE and BRK-B have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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