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NASD.L vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

NASD.L vs. BRK-B

Last updated Jul 18, 2026
Documentation

NASD.L (Lyxor Nasdaq-100 Ucits ETF Acc USD) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, NASD.L returned 21.92%/yr vs 12.82%/yr for BRK-B. At a 0.33 correlation, their price movements are largely independent.

Performance

NASD.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NASD.L achieves a 12.60% return, which is significantly higher than BRK-B's -2.34% return. Over the past 10 years, NASD.L has outperformed BRK-B with an annualized return of 21.92%, while BRK-B has yielded a comparatively lower 12.82% annualized return.

NASD.L

1D
-2.22%
1M
-5.09%
6M
11.98%
YTD
12.60%
1Y
24.37%
3Y*
22.81%
5Y*
14.79%
10Y*
21.92%

BRK-B

1D
-0.45%
1M
-0.08%
6M
-0.48%
YTD
-2.34%
1Y
3.70%
3Y*
12.44%
5Y*
12.05%
10Y*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NASD.L vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
NASD.L
Lyxor Nasdaq-100 Ucits ETF Acc USD		12.60%19.86%26.83%56.40%-33.39%28.25%48.47%58.31%4.62%16.51%
BRK-B
Berkshire Hathaway Inc.		-2.34%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between NASD.L and BRK-B is -0.11, 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

-0.11

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

-0.00

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

0.17

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.33

The correlation between NASD.L and BRK-B shifts across timeframes, from -0.11 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

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Lyxor Nasdaq-100 Ucits ETF Acc USD

Berkshire Hathaway Inc.

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Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

NASD.L vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NASD.L
NASD.L Risk / Return Rank: 5252
Overall Rank
NASD.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
NASD.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
NASD.L Omega Ratio Rank: 4848
Omega Ratio Rank
NASD.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
NASD.L Martin Ratio Rank: 5555
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 5050
Overall Rank
BRK-B Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 4545
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 4444
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 5555
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 5555
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.

NASD.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) 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.

NASD.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility
1.38
0.26

+1.13

Sortino ratioReturn per unit of downside risk
2.00
0.45

+1.55

Omega ratioGain probability vs. loss probability

1.25

1.06

+0.19

Calmar ratioReturn relative to maximum drawdown

2.22

0.39

+1.83

Martin ratioReturn relative to average drawdown

7.36

0.83

+6.53

NASD.L vs. BRK-B - Sharpe Ratio Comparison

The current NASD.L Sharpe Ratio is 1.38, which is higher than the BRK-B Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of NASD.L 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

NASD.L vs. BRK-B - Drawdown Comparison

The maximum NASD.L drawdown since its inception was -41.96%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for NASD.L and BRK-B.

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Drawdown Indicators

NASD.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-41.96%

-53.86%

+11.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-9.42%

-1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-22.36%

-14.95%

-7.41%

Max Drawdown (5Y)

Largest decline over 5 years

-35.01%

-26.58%

-8.43%

Max Drawdown (10Y)

Largest decline over 10 years

-35.01%

-29.57%

-5.44%

Current Drawdown

Current decline from peak

-6.65%

-9.06%

+2.41%

Average Drawdown

Average peak-to-trough decline

-7.40%

-11.06%

+3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

4.49%

-1.19%

Volatility

NASD.L vs. BRK-B - Volatility Comparison

Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) has a higher volatility of 6.57% compared to Berkshire Hathaway Inc. (BRK-B) at 4.48%. This indicates that NASD.L'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

NASD.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

4.48%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

14.07%

11.07%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

17.60%

14.55%

+3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.76%

17.12%

+4.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

19.40%

+2.27%

Dividends

NASD.L vs. BRK-B - Dividend Comparison

Neither NASD.L nor BRK-B has paid dividends to shareholders.

PositionTTM202520242023202220212020201920182017
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NASD.L
Lyxor Nasdaq-100 Ucits ETF Acc USD		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.66%0.69%0.87%

Frequently Asked Questions

NASD.L and BRK-B have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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