PUST.PA vs. BRK-B

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) and Berkshire Hathaway Inc. (BRK-B).

PUST.PA is a passively managed fund by Amundi that tracks the performance of the NASDAQ-100 Index. It was launched on May 20, 2014.

Performance

PUST.PA vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

PUST.PA vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PUST.PA Amundi PEA Nasdaq-100 UCITS ETF Acc	-3.93%	5.71%	35.33%	50.06%	-29.76%	38.74%	36.04%	40.41%	4.65%	16.05%
BRK-B Berkshire Hathaway Inc.	-3.31%	-2.27%	35.48%	12.00%	9.71%	38.60%	-6.07%	13.44%	7.84%	6.68%

Different Trading Currencies

PUST.PA 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, PUST.PA achieves a -3.93% return, which is significantly lower than BRK-B's -3.34% return. Over the past 10 years, PUST.PA has outperformed BRK-B with an annualized return of 18.52%, while BRK-B has yielded a comparatively lower 12.65% annualized return.

PUST.PA

• 1D: 0.06%
• 1M: -2.00%
• YTD: -3.93%
• 6M: -2.10%
• 1Y: 15.50%
• 3Y*: 20.34%
• 5Y*: 13.27%
• 10Y*: 18.52%

BRK-B

• 1D: 0.00%
• 1M: -0.21%
• YTD: -3.34%
• 6M: -2.25%
• 1Y: -16.70%
• 3Y*: 13.26%
• 5Y*: 13.54%
• 10Y*: 12.65%

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

Return for Risk

PUST.PA vs. BRK-B — Risk / Return Rank

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

PUST.PA

PUST.PA Risk / Return Rank: 54
PUST.PA Sharpe Ratio Rank: 36
PUST.PA Sortino Ratio Rank: 36
PUST.PA Omega Ratio Rank: 36
PUST.PA Calmar Ratio Rank: 87
PUST.PA Martin Ratio Rank: 76

BRK-B

BRK-B Risk / Return Rank: 15
BRK-B Sharpe Ratio Rank: 14
BRK-B Sortino Ratio Rank: 15
BRK-B Omega Ratio Rank: 14
BRK-B Calmar Ratio Rank: 15
BRK-B Martin Ratio Rank: 17

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.

PUST.PA vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) 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.

	PUST.PA	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	0.74	-0.85	+1.59
Sortino ratio Return per unit of downside risk	1.15	-1.07	+2.21
Omega ratio Gain probability vs. loss probability	1.16	0.86	+0.30
Calmar ratio Return relative to maximum drawdown	3.16	-0.79	+3.95
Martin ratio Return relative to average drawdown	9.35	-1.12	+10.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PUST.PA vs. BRK-B - Sharpe Ratio Comparison

The current PUST.PA Sharpe Ratio is 0.74, which is higher than the BRK-B Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of PUST.PA 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

	PUST.PA	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	-0.85	+1.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.78	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.93	0.63	+0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	0.51	+0.43

Correlation

The correlation between PUST.PA and BRK-B is 0.31, 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

PUST.PA vs. BRK-B - Dividend Comparison

Neither PUST.PA nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

PUST.PA vs. BRK-B - Drawdown Comparison

The maximum PUST.PA drawdown since its inception was -31.40%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for PUST.PA and BRK-B.

Drawdown Indicators

	PUST.PA	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-31.40%	-53.86%	+22.46%
Max Drawdown (1Y) Largest decline over 1 year	-10.09%	-14.95%	+4.86%
Max Drawdown (5Y) Largest decline over 5 years	-31.40%	-26.58%	-4.82%
Max Drawdown (10Y) Largest decline over 10 years	-31.40%	-29.57%	-1.83%
Current Drawdown Current decline from peak	-7.65%	-11.57%	+3.92%
Average Drawdown Average peak-to-trough decline	-5.95%	-11.07%	+5.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	8.75%	-5.34%

Volatility

PUST.PA vs. BRK-B - Volatility Comparison

Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) has a higher volatility of 4.63% compared to Berkshire Hathaway Inc. (BRK-B) at 4.28%. This indicates that PUST.PA'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

	PUST.PA	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.63%	4.28%	+0.35%
Volatility (6M) Calculated over the trailing 6-month period	11.89%	11.68%	+0.21%
Volatility (1Y) Calculated over the trailing 1-year period	20.55%	19.78%	+0.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.82%	17.44%	+2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.79%	20.14%	-0.35%