PUST.PA vs. BRK-B

Last updated Jun 4, 2026

PUST.PA (Amundi PEA Nasdaq-100 UCITS ETF Acc) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, PUST.PA returned 21.35%/yr vs 12.56%/yr for BRK-B. At a 0.31 correlation, their price movements are largely independent.

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.

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 21.89% return, which is significantly higher than BRK-B's -5.24% return. Over the past 10 years, PUST.PA has outperformed BRK-B with an annualized return of 21.35%, while BRK-B has yielded a comparatively lower 12.56% annualized return.

PUST.PA

• 1D: 0.17%
• 1M: 11.74%
• YTD: 21.89%
• 6M: 20.26%
• 1Y: 38.71%
• 3Y*: 25.03%
• 5Y*: 18.75%
• 10Y*: 21.35%

BRK-B

• 1D: 0.00%
• 1M: 1.18%
• YTD: -5.24%
• 6M: -6.02%
• 1Y: -7.33%
• 3Y*: 9.64%
• 5Y*: 11.02%
• 10Y*: 12.56%

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

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	21.89%	5.71%	35.33%	50.06%	-29.76%	38.74%	36.04%	40.41%	4.65%	16.05%
BRK-B Berkshire Hathaway Inc.	-4.29%	-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 -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (10Y) Calculated over the trailing 10-year period	0.27
Correlation (All Time) Calculated using the full available price history since Jun 6, 2014	0.31

The correlation between PUST.PA and BRK-B shifts across timeframes, from -0.09 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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: 71
PUST.PA Sharpe Ratio Rank: 75
PUST.PA Sortino Ratio Rank: 71
PUST.PA Omega Ratio Rank: 72
PUST.PA Calmar Ratio Rank: 75
PUST.PA Martin Ratio Rank: 62

BRK-B

BRK-B Risk / Return Rank: 23
BRK-B Sharpe Ratio Rank: 27
BRK-B Sortino Ratio Rank: 22
BRK-B Omega Ratio Rank: 23
BRK-B Calmar Ratio Rank: 24
BRK-B Martin Ratio Rank: 20

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	2.45	-0.49	+2.94
Sortino ratio Return per unit of downside risk	3.25	-0.58	+3.83
Omega ratio Gain probability vs. loss probability	1.43	0.93	+0.50
Calmar ratio Return relative to maximum drawdown	3.78	-0.67	+4.45
Martin ratio Return relative to average drawdown	11.13	-1.39	+12.52
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 2.45, which is higher than the BRK-B Sharpe Ratio of -0.49. 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.

Sharpe Ratios by Period

	PUST.PA	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	-0.49	+2.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	0.64	+0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.07	0.63	+0.44
Sharpe Ratio (All Time) Calculated using the full available price history	1.05	0.49	+0.56

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%	-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	0.00%	-18.33%	+18.33%
Average Drawdown Average peak-to-trough decline	-5.89%	-9.72%	+3.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.45%	5.55%	-2.10%

Volatility

PUST.PA vs. BRK-B - Volatility Comparison

Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) has a higher volatility of 4.20% compared to Berkshire Hathaway Inc. (BRK-B) at 3.64%. 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	4.20%	3.64%	+0.56%
Volatility (6M) Calculated over the trailing 6-month period	10.82%	11.18%	-0.36%
Volatility (1Y) Calculated over the trailing 1-year period	15.66%	14.99%	+0.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.81%	17.37%	+2.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.75%	20.09%	-0.34%

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

Can I hold both PUST.PA and BRK-B in my portfolio?

PUST.PA and BRK-B have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.