NASD.L vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) and Berkshire Hathaway Inc. (BRK-B).

NASD.L is a passively managed fund by Amundi that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 17, 2019.

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.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
NASD.L Lyxor Nasdaq-100 Ucits ETF Acc USD	-5.09%	19.87%	26.82%	56.40%	-33.39%	28.25%	48.47%	38.09%	-8.81%
BRK-B Berkshire Hathaway Inc.	-4.80%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	2.51%

Returns By Period

In the year-to-date period, NASD.L achieves a -5.09% return, which is significantly lower than BRK-B's -4.80% return.

NASD.L

• 1D: 3.42%
• 1M: -2.84%
• YTD: -5.09%
• 6M: -2.21%
• 1Y: 24.83%
• 3Y*: 23.27%
• 5Y*: 13.23%
• 10Y*: —

BRK-B

• 1D: -0.15%
• 1M: -0.35%
• YTD: -4.80%
• 6M: -3.95%
• 1Y: -10.22%
• 3Y*: 15.72%
• 5Y*: 13.13%
• 10Y*: 12.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 70
NASD.L Sharpe Ratio Rank: 68
NASD.L Sortino Ratio Rank: 70
NASD.L Omega Ratio Rank: 65
NASD.L Calmar Ratio Rank: 77
NASD.L Martin Ratio Rank: 72

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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.

	NASD.L	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	1.25	-0.56	+1.81
Sortino ratio Return per unit of downside risk	1.85	-0.65	+2.50
Omega ratio Gain probability vs. loss probability	1.25	0.91	+0.34
Calmar ratio Return relative to maximum drawdown	2.20	-0.68	+2.88
Martin ratio Return relative to average drawdown	7.94	-1.16	+9.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current NASD.L Sharpe Ratio is 1.25, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of NASD.L 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.

Sharpe Ratios by Period

	NASD.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	-0.56	+1.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.77	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.48	+0.35

Correlation

The correlation between NASD.L and BRK-B is 0.24, 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

NASD.L vs. BRK-B - Dividend Comparison

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

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%	0.70%
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

NASD.L vs. BRK-B - Drawdown Comparison

The maximum NASD.L drawdown since its inception was -35.01%, 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.

Drawdown Indicators

	NASD.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-35.01%	-53.86%	+18.85%
Max Drawdown (1Y) Largest decline over 1 year	-11.90%	-14.95%	+3.05%
Max Drawdown (5Y) Largest decline over 5 years	-35.01%	-26.58%	-8.43%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-7.47%	-11.36%	+3.89%
Average Drawdown Average peak-to-trough decline	-7.41%	-11.07%	+3.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	8.72%	-5.69%

Volatility

NASD.L vs. BRK-B - Volatility Comparison

Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) has a higher volatility of 5.99% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. 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.

Volatility by Period

	NASD.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.99%	4.33%	+1.66%
Volatility (6M) Calculated over the trailing 6-month period	11.91%	11.14%	+0.77%
Volatility (1Y) Calculated over the trailing 1-year period	19.88%	18.30%	+1.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.78%	17.20%	+3.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.29%	19.45%	+1.84%