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PUST.PA vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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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 15.40% return, which is significantly higher than BRK-B's 0.29% return. Over the past 10 years, PUST.PA has outperformed BRK-B with an annualized return of 20.05%, while BRK-B has yielded a comparatively lower 12.40% annualized return.


PUST.PA

1D
-2.34%
1M
-3.91%
6M
13.24%
YTD
15.40%
1Y
25.52%
3Y*
21.62%
5Y*
15.16%
10Y*
20.05%

BRK-B

1D
-0.41%
1M
0.48%
6M
0.91%
YTD
0.29%
1Y
5.11%
3Y*
11.75%
5Y*
12.76%
10Y*
12.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
PUST.PA
Amundi PEA Nasdaq-100 UCITS ETF Acc
15.40%5.71%35.33%50.06%-29.76%38.74%36.04%40.41%4.65%16.05%
BRK-B
Berkshire Hathaway Inc.
0.29%-2.27%35.48%12.00%9.71%38.60%-6.07%13.44%7.84%6.68%

Correlation

The correlation between PUST.PA 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

0.06

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

0.17

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

0.27

Correlation (All Time)
Calculated using the full available price history since May 20, 2014

0.31

The correlation between PUST.PA and BRK-B shifts across timeframes, from -0.10 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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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: 5656
Overall Rank
PUST.PA Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PUST.PA Sortino Ratio Rank: 5353
Sortino Ratio Rank
PUST.PA Omega Ratio Rank: 5454
Omega Ratio Rank
PUST.PA Calmar Ratio Rank: 6464
Calmar Ratio Rank
PUST.PA Martin Ratio Rank: 5353
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.

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.

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.


PUST.PABRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.49

Omega ratioGain probability vs. loss probability

1.26

1.07

+0.20

Calmar ratioReturn relative to maximum drawdown

2.50

0.47

+2.03

Martin ratioReturn relative to average drawdown

7.07

1.04

+6.02

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

The current PUST.PA Sharpe Ratio is 1.49, which is higher than the BRK-B Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of PUST.PA 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

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.


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Drawdown Indicators


PUST.PABRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-45.91%

+14.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-11.04%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-26.80%

-20.62%

-6.18%

Max Drawdown (5Y)

Largest decline over 5 years

-31.40%

-22.31%

-9.09%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-28.74%

-2.66%

Current Drawdown

Current decline from peak

-5.78%

-13.57%

+7.79%

Average Drawdown

Average peak-to-trough decline

-5.82%

-9.80%

+3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

4.91%

-1.33%

Volatility

PUST.PA vs. BRK-B - Volatility Comparison

Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) has a higher volatility of 6.18% compared to Berkshire Hathaway Inc. (BRK-B) at 4.70%. 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.


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Volatility by Period


PUST.PABRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

4.70%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.61%

11.88%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

15.40%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

17.40%

+2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.80%

20.11%

-0.31%

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

Frequently Asked Questions


PUST.PA 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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